dwk dwk dwk dwk

1
NUMERICAL NUMERICAL
ANALYSIS ANALYSIS
Djoko W Karmiadji
Email: dkarmiadji@yahoo.com
Numerical Methods in Engineering Practice by Amir Wadi Al-Khafaji &
John R. Tooley
COURSE GOALS COURSE GOALS
This course has two specific goals:
i. To introduce students to basic
concepts of algebra and mathematics
using numerical analysis method.
ii. To develop analytical skills relevant to
the areas mentioned in (i) above in the
field of mechanical engineering.
dwk dwk dwk dwk
2
COURSE OBJECTIVES COURSE OBJECTIVES
Upon successful completion of this course, students
should be able to:
1. Determine the solution of algebra and mathematical
problems.
2. Distinguish between mathematics and mechanical
engineering systems.
3. Familiarize numerical solution methods.
4. Analyze the problem solution induces in
mechanical engineering systems using numerical
methods.
5. Apply sound analytical techniques and logical
procedures in the solution of engineering problems.
dwk dwk dwk dwk
3
Teaching Strategies Teaching Strategies
The course will be taught via Lectures
and Tutorial Sessions, the tutorial
being designed to complement and
enhance both the lectures and the
students appreciation of the subject.
Course work assignments will be
reviewed with the students.
Attendance at Lectures and Tutorials is Compulsory
dwk dwk dwk dwk
4
dwk dwk dwk dwk
5
MATRICES & MATRICES &
DETERMINANTS DETERMINANTS
LINEAR SYSTEM OF EQUATIONS LINEAR SYSTEM OF EQUATIONS
dwk dwk dwk dwk
6
m n mn m m
n n
n n
b x a x a x a
.
.
.

.
.
.

.
.
.

.
.
.

b x a x a x a
b x a x a x a
= + + +
= + + +
= + + +
..........
..........
..........
2 2 1 1
2 2 2 22 1 21
1 1 2 12 1 11

(
(
(
(
(

m n
mn m m
n
n
b
b
b
x
x
x
a a a
a a a
a a a
.
.
.
.
. .
. . .
. . .
. .
. .
2
1
2
1
2 1
2 22 21
1 12 11
[ ]{ } { }
[ ] { } { }
1 1
,..... 1
,..... 1

=
=
=
=
m n n m
i j ij
b x A
n , j
m , i
b x a
SPECIAL MATRICES SPECIAL MATRICES
dwk dwk dwk dwk
7
{ } { }
{ }
[ ] [ ]
11 1 1
1
21
11
1
1 12 11 1
.
.
....
a A
a
a
a
A
a a a A
m
m
n n
=

=
=

Scalar
column Vector
row Vector
Scalars & Vectors
>
>
>
[ ]
(
(
(
(

=

0 0 0
0 0 0
0 0 0
. .
. . .
. . .
. .
. .
A
n m
Matrix Null
SPECIAL MATRICES SPECIAL MATRICES continued continued
dwk dwk dwk dwk
8
[ ]
(
(
(
(
(

=
nn n n
n
n
n
a a a
a a a
a a a
A
. .
. . .
. . .
. .
. .
2 1
2 22 21
1 12 11
Matrix Square
[ ]
(
(
(
(

=
1 0 0
0 1 0
0 0 1
. .
. . .
. . .
. .
. .
I
n
Matrix Identity
[ ]
(
(
(
(
(

=
nn
n
a . .
. . .
. . .
. . a
. . a
A
0 0
0 0
0 0
22
11
Matrix Diagonal
SPECIAL MATRICES SPECIAL MATRICES continued continued
dwk dwk dwk dwk
9
[ ]
(
(
(
(
(

=
nn n n
n
n
n
a a a
a a a
a a a
A
. .
. . .
. . .
. .
. .
2 1
2 22 12
1 12 11
Matrix l Symmetrica
[ ]
(
(
(
(
(

=

mn n n
m
m
t
n m
a a a
a a a
a a a
A
. .
. . .
. . .
. .
. .
2 1
2 22 12
1 21 11
Matrix Transpose
[ ] [ ][ ]
[ ]
[ ] [ ]
t
A A
A
A A A
=

1
1
1 1
1
Matrix Orthogonal
no has Matrix Singular
Matrix Inverse
SPECIAL MATRICES SPECIAL MATRICES continued continued
dwk dwk dwk dwk
10
[ ]
[ ] [ ]
[ ] [ ]
(

=

22 21
12 11
A A
A A
A
n m
Submatrix
[ ]
[ ]
[ ]
(
(
(
(
(

=
(
(
(
(
(

=
(
(
(
(
(

=
1 . . 0 0
. . .
. . .
. . 1 0
. . 1
. .
. . .
. . .
0 . .
0 . . 0
. . 0 0
. . .
. . .
. . 0
. .
2
1 12
2 1
22 12
11
2 22
1 12 11
n
n
n
nn n n
n
nn
n
n
n
a
a a
A
a a a
a a
a
A
a
a a
a a a
A
Matrix Triangular - Unit - Upper
Matrix Triangular - Lower
Matrix Triangular - Upper
OPERASIONAL MATRICES OPERASIONAL MATRICES
dwk dwk dwk dwk
11
[ ] [ ]
(
(
(
(
(

=
(
(
(
(
(

=

mn m m
n
n
n m
mn m m
n
n
n m
b b b
b b b
b b b
B
a a a
a a a
a a a
A
. .
. . .
. . .
. .
. .
&
. .
. . .
. . .
. .
. .
2 1
2 22 21
1 12 11
2 1
2 22 21
1 12 11

[ ] [ ]
[ ] [ ] [ ]
[ ] [ ] [ ]
[ ] [ ][ ]
l k m i
b a c
b a c
C B A
b a B A
n j m i
b a
B A
jk
n
j
ij ik
jk ij ik
l m l n n m
ij ij n m n m
ij ij
n m n m
.... 2 , 1 ; .... 2 , 1
.... 2 , 1 ; .... 2 , 1
1
= =
=
=
=
=
= =
=
=

=



tion multiplica Matrix
on substracti & addition Matrix
equality Matrix
ROTATION OF A COORDINATE SYSTEM ROTATION OF A COORDINATE SYSTEM
dwk dwk dwk dwk
12
y
1
x
1
P
1
x
1
y
ROTATION OF A COORDINATE SYSTEM ROTATION OF A COORDINATE SYSTEM
dwk dwk dwk dwk
13
y
1
x
1
y
2
P
x
2
d
1
d
2
d
4
d
3
1
x
2
x
1
y
2
y

ROTATION OF A COORDINATE SYSTEM ROTATION OF A COORDINATE SYSTEM

dwk dwk dwk dwk
14
y
1
x
1
y
2
P
x
2
d
1
d
2
d
4
d
3
1
x
2
x
1
y
2
y

3
x
x
3
3
y
y
3

DETERMINANT DETERMINANT
dwk dwk dwk dwk
15
[ ]
nn n n
n
n
ij n
a a a
a a a
a a a
a A
. .
. . .
. . .
. .
. .
det
2 1
2 22 21
1 12 11
= =
Properties:
1. det [A] = 0, 2 rows or 2 columns are identical
2. det [A] = - det [A], 2 rows or 2 columns are interchanged
3. det [A] = det [A]
t
4. Determinant may be factored from all elements in a row or column
5. Determinant is not changed if a multiple of a row or column is added
to or subtracted from any parallel row or column
6. Determinant of a scalar matrix equals the element itself.
DETERMINANT DETERMINANT continued continued
dwk dwk dwk dwk
16
[ ]
[ ]
( )
ij
j i
ij
n
i
ij ij n
n
j
ij ij n
M C
C a A
C a A
+
=
=
=
=
=

1
det
det
1
1
cofactor, where
or
cofactors of method Laplace
[ ]

=
= = =
n
i
ii
nn
n
n
ij n
u K
u
u u
u u u
K a A
1
2 22
1 12 11
. . 0 0
. . .
. . .
. . 0
. .
det
Method Triangle - Upper
nn j n j n n
n i j i j i i
n i j i j i i
n j j
ij
a a a a
a a a a
a a a a
a a a a
M
. .
. . . . . .
. .
. .
. . . . . .
. .
) 1 ( ) 1 ( 1
) 1 ( ) 1 )( 1 ( ) 1 )( 1 ( 1 ) 1 (
) 1 ( ) 1 )( 1 ( ) 1 )( 1 ( 1 ) 1 (
1 ) 1 ( 1 ) 1 ( 1 11
+
+ + + + +
+
+
=
DETERMINANT DETERMINANT continued continued
dwk dwk dwk dwk
17
[ ] ( )
nn n
n
n n n n
n
n
n
n
n
n
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a a
a A
1
1 11
3 1
13 11
2 1
12 11
3 31
1 11
33 31
13 11
32 31
12 11
2 21
1 11
23 21
13 11
22 21
12 11
2
11
. .
. . .
. . .
. .
. .
det

=
on Condensati Pivotal of Method
AREA USING DETERMINANTS AREA USING DETERMINANTS
dwk dwk dwk dwk
18
[ ]
1 2 2 1
2 2
1 1
det y x y x
y x
y x
A = =

=
=
n
i
i total
A A
1
)
`

+ + + =
1 1 3 3
2 2
2 2
1 1
2
1
......
y x
y x
y x
y x
y x
y x
A
n n

+ + + =

1
1
1
......
1
1
1
1
1
1
1 1
1 1
4 4
3 3
1 1
3 3
2 2
1 1
2
1
n n
n n
y x
y x
y x
y x
y x
y x
y x
y x
y x
A
VOLUME USING DETERMINANTS VOLUME USING DETERMINANTS
dwk dwk dwk dwk
19
3 3 3
2 2 2
1 1 1
6
1
z y x
z y x
z y x
V =
1
1
1
1
4 4 4
3 3 3
2 2 2
1 1 1
6
1
z y x
z y x
z y x
z y x
V = or
Contoh Contoh Soal Soal 1: 1:
dwk dwk dwk dwk
20
Node
1 2 3 4 5 6 7 8 9
x -3 -5 -3 -6 0 4 2 5 2
y 5 3 0 -3 -1 -2 3 5 7
5 , 55
5 3
7 2
7 2
5 5
5 5
3 2
3 2
2 4
2 4
1 0
1 0
3 6
3 6
0 3
0 3
3 5
3 5
5 3
2
1
=

+ + +

= A
Contoh Contoh Soal Soal 2: 2:
dwk dwk dwk dwk
21
[ ] 333 , 2
3
7 2
1
3
3
1
2
1
2
= = = =

x dx x I
Node
1 2 3 4 5
x 2 2 1,5 1 1
y 0 4 2,25 1 0
145 134 123
12345
2
1
2
A A A
A dx x I
+ +
=

373 , 2
1 0 1
1 1 1
1 0 2
1 1 1
1 25 , 2 5 , 1
1 0 2
1 25 , 2 5 , 1
1 4 2
1 0 2
2
1

+ + I
Problems Problems
2.2 (a); (c); (e); (g)
2.6 (a); (b); (c); (d)
2.12
2,13
dwk dwk dwk dwk
22
dwk dwk dwk dwk
23
MATHEMATICAL MATHEMATICAL
MODELING MODELING
dwk dwk dwk dwk
24
MECHANICAL ENGINEERING SYSTEMS MECHANICAL ENGINEERING SYSTEMS
Spring
Dashpot
x k F
S
. =
F
s
= force in a spring
k = stiffness (property)
x = displacement
dt
dx
c F
d
=
F
d
= force in a dashpot
c = damping (property)
dx/dt = velocity
Mass
2
2
dt
x d
m F
I
= F
I
= force in a mass (inertia)
m = mass (property)
d
2
x/dt
2
= acceleration
dwk dwk dwk dwk
25
Boundary Boundary--Value Problem Value Problem
k
1
k
1
k
2
k
2
k
3
k
3
P
3
P
2
P
1
m
3
m
2
m
1
x
3
x
2
x
1
F
1
F
1
F
2
F
2
F
3
F
3
P
3
P
2
P
1
m
3
m
2
m
1
x
3
x
2
x
1
W
1
W
2
W
3
FBD
An example of a mechanical system
MECHANICAL ENGINEERING MECHANICAL ENGINEERING continued continued
dwk dwk dwk dwk
26
Initial Initial--Value Problem Value Problem
P
3
m
3
k
3
c
3
P
2
m
2
k
2
c
2
P
1
m
1
k
1
c
1
x
1
x
2
x
3
P
1
F
I1
F
s1
F
d1
x
1
P
2
F
I2
F
s2
F
d2
x
2
P
3
F
I3
F
s3
F
d3
x
3
MECHANICAL ENGINEERING MECHANICAL ENGINEERING continued continued
dwk dwk dwk dwk
27
Eigenproblems Eigenproblems

x
x
y
z
R
n
R
nx
R
ny
R
nz

x
x
y
z

xz

xy

zy

zx

yz

yx
d
x
d
y
d
z
MECHANICAL ENGINEERING MECHANICAL ENGINEERING continued continued
dwk dwk dwk dwk
28
Boundary Boundary--Value Problem Value Problem .. ..lanjutan lanjutan
Newtons Law
Mass 1: +F
x
=0=2F
1
-P
1
-2F
2
-W
1
Mass 2: +F
x
=0=2F
2
-P
2
-2F
3
-W
2
Mass 3: +F
x
=0=2F
3
-P
3
-W
3
F
1
=k
1
x
1
; W
1
=m
1
g
F
2
=k
2
(x
2
-x
1
); W
2
=m
2
g
F
3
=k
3
(x
3
-x
2
); W
3
=m
3
g
Problems Problems
3.4
3.5
3.7
dwk dwk dwk dwk
29
dwk dwk dwk dwk
30
LINEAR ALGEBRA LINEAR ALGEBRA
EQUATIONS EQUATIONS
CRAMERS RULE CRAMERS RULE
dwk dwk dwk dwk
31
n n nn n n
n n
n n
b x a x a x a
b x a x a x a
b x a x a x a
= + + +
= + + +
= + + +
..........
..........
..........
2 2 1 1
2 2 2 22 1 21
1 1 2 12 1 11
.
.
.

.
.
.

.
.
.

.
.
.

(
(
(
(
(

n n
nn n n
n
n
b
b
b
x
x
x
a a a
a a a
a a a
.
.
.
.
. .
. . .
. . .
. .
. .
2
1
2
1
2 1
2 22 21
1 12 11
[ ]
nn n n
n
n
a a a
a a a
a a a
A
. .
. . .
. . .
. .
. .
det
2 1
2 22 21
1 12 11
=
[ ]
mn j n n j n n n
n j j
n j j
j
a a b a a a
a a b a a a
a a b a a a
A
.. ..
. . .
. . .
.. ..
.. ..
det
) 1 ( ) 1 ( 2 1
2 ) 1 ( 2 2 ) 1 ( 2 22 21
1 ) 1 ( 1 1 ) 1 ( 1 12 11
+
+
+
=
[ ]
[ ] A
A
x
j
j
det
det
=
GAUSSS ELIMINATION METHOD GAUSSS ELIMINATION METHOD
dwk dwk dwk dwk
32
(
(
(
(
(

n
nn n n
n
n
b
b
b
a a a
a a a
a a a
.
.
. .
. . .
. . .
. .
. .
2
1
2 1
2 22 21
1 12 11

: matrix Augmented
(
(
(
(
(

n
n
n
c
c
c
u
u u
.
.
1 . . 0 0
. . .
. . .
. . 1 0
. . 1
2
1
2
1 12

n n
n n
n n
c x
c x u x
c x u x u x
=
= + +
= + + +

.
.

2 2 2
1 1 2 12 1
..........
..........
GAUSS GAUSS--JORDAN ELIMINATION METHOD JORDAN ELIMINATION METHOD
dwk dwk dwk dwk
33
(
(
(
(
(

n
nn n n
n
n
b
b
b
a a a
a a a
a a a
.
.
. .
. . .
. . .
. .
. .
2
1
2 1
2 22 21
1 12 11

: matrix Augmented
(
(
(
(

n
z
z
z
.
.
1 . . 0 0
. . .
. . .
0 . . 1 0
0 . . 0 1
2
1

n n
z x
z x
z x
=
=
=
.
.
2 2
1 1
Problems Problems
4.3
4.4
4.7
4.17
dwk dwk dwk dwk
34
dwk dwk dwk dwk
35
MATRIX INVERSION MATRIX INVERSION
CRAMERS RULE CRAMERS RULE
dwk dwk dwk dwk
36
[ ] [ ][ ] [ ] [ ] [ ]
[ ] matrix Inverse

= =
(
(
(
(
(

1
1 1
2 1
2 22 21
1 12 11
. .
. . .
. . .
. .
. .
A
I A A A A
a a a
a a a
a a a
A
nn n n
n
n
[ ] [ ]
( )
nn j n j n n
n i j i j i i
n i j i j i i
n j j
ij
ij
j i
ij
t
ij
a a a a
a a a a
a a a a
a a a a
M
M C
n j n i C
A
A
. .
. . . . . .
. .
. .
. . . . . .
. .
1
,......., 1 ,......, 1
1
) 1 ( ) 1 ( 1
) 1 ( ) 1 )( 1 ( ) 1 )( 1 ( 1 ) 1 (
) 1 ( ) 1 )( 1 ( ) 1 )( 1 ( 1 ) 1 (
1 ) 1 ( 1 ) 1 ( 1 11
1
+
+ + + + +
+
+
+

=
=
= = =
cofactor, where

ELIMINATION METHOD ELIMINATION METHOD
dwk dwk dwk dwk
37
(
(
(
(
(

1 . . 0 0
. . .
. . .
0 . . 1 0
0 . . 0 1
. .
. . .
. . .
. .
. .
2 1
2 22 21
1 12 11

: matrix Augmented
nn n n
n
n
a a a
a a a
a a a
[ ] [ ]
(
(
(
(
(

= =
(
(
(
(
(

nn n n
n
n
nn n n
n
n
b b b
b b b
b b b
B A
b b b
b b b
b b b
. .
. . .
. . .
. .
. .
. .
. . .
. . .
. .
. .
1 . . 0 0
. . .
. . .
0 . . 1 0
0 . . 0 1
2 1
2 22 21
1 12 11
1
2 1
2 22 21
1 12 11

Problems Problems
5.1
5.2
5.3
5.12
dwk dwk dwk dwk
38
dwk dwk dwk dwk
39
NON LINEAR ALGEBRA NON LINEAR ALGEBRA
EQUATIONS EQUATIONS
INTERVAL INTERVAL--HALVING METHOD HALVING METHOD
dwk dwk dwk dwk
40
0 ) (
2
0 ) ( ) (
) (
) (
0
) (
2 1
3
2 1
2 2
1 1

+
=
<

=
=
n n
x f x
x x
x
x f x f
x f x
x f x
y x
x f y
.. ..........
which for value find to
FALSE FALSE--POSITION METHOD POSITION METHOD
dwk dwk dwk dwk
41
0 ) (
) ( ) (
) ( ) (
0 ) ( ) (
) (
) (
0
) (
2 1
2 1 1 2
3
2 1
2 2
1 1

=
<

=
=
n n
x f x
x f x f
x f x x f x
x
x f x f
x f x
x f x
y x
x f y
.. ..........
which for value find to
NEWTON NEWTON--RAPHSON FIRST METHOD RAPHSON FIRST METHOD
dwk dwk dwk dwk
42
0 ) (
) (
) (
) (
) (
) (
0
) (
1
1
1
1 2
1 1

=
=
+ n n
k
k
k k
x f x
x f
x f
x x
x f
x f
x x
x f x
y x
x f y
.. ..........
which for value find to
NEWTON NEWTON--RAPHSON SECOND METHOD RAPHSON SECOND METHOD
dwk dwk dwk dwk
43
0 ) (
) (
) (
) ( 2
) (
) (
) (
) ( 2
) (
) (
0
) (
1
1
1
1
1
1
1
1 2
1 1

|
|

\
|

+ =
|
|

\
|

+ =

=
=

n n
k
k
k
k
k k
x f x
x f
x f
x f
x f
x x
x f
x f
x f
x f
x x
x f x
y x
x f y

which for value find to
Problems Problems
6.2
6.3
6.5
6.6
6.7
dwk dwk dwk dwk
44
dwk dwk dwk dwk
45
EIGENPROBLEMS EIGENPROBLEMS
INTRODUCTION INTRODUCTION
dwk dwk dwk dwk
46
0 ..........
0 ..........
0 ..........
2 2 1 1
2 2 22 1 21
1 2 12 1 11
= + + +
= + + +
= + + +
n nn n n
n n
n n
x q x q x q
x q x q x q
x q x q x q
.
.
.

.
.
.

.
.
.

.
.
.

(
(
(
(
(

0
.
.
0
0
.
.
. .
. . .
. . .
. .
. .
2
1
2 1
2 22 21
1 12 11
n
nn n n
n
n
x
x
x
q q q
q q q
q q q
[ ] 0
. .
. . .
. . .
. .
. .
det
2 1
2 22 21
1 12 11
= =
nn n n
n
n
q q q
q q q
q q q
Q
CHARACTERISTIC EQUATIONS CHARACTERISTIC EQUATIONS
dwk dwk dwk dwk
47
[ ] [ ] [ ] B A Q =
[ ]{ } [ ] [ ] [ ]{ } { }
[ ]
(
(
(
(

=
= =
) ( . . . ) (
. . .
. . .
. . . . .
) ( . . . ) (
0
1
1 11
1


nn n
n
f f
f f
B
x B A x Q
where
I Tipe
[ ]{ } [ ] [ ] [ ]{ } { }
[ ] constants. all are of elements where,
II Tipe
C
x C A x Q 0
2
= =
[ ]{ } [ ] [ ] [ ]{ } { } 0
3
= = x I A x Q
III Tipe
EIGENVALUES & EIGENVECTORS EIGENVALUES & EIGENVECTORS
dwk dwk dwk dwk
48
0 8 14 7 ) (
0
0
0
2 1 0
1 3 1
0 1 2
2 3
3
2
1
= + =

(
(

f
x
x
x
{ } tor) (first vec
) eigenvalue (first

=
=
1
1
1
1
3
3
3
3
3
2
1
1
1
x
x
x
x
x
x
x
x

{ } vector) (second
) eigenvalue (second

=
=
1
0
1
0
2
3
3
3
3
2
1
2
2
x
x
x
x
x
x
x

{ } vector) (third
) eigenvalue (third

=
=
1
2
1
2
4
3
3
3
3
3
2
1
3
3
x
x
x
x
x
x
x
x

MECHANICAL VIBRATION MECHANICAL VIBRATION

dwk dwk dwk dwk
49
k
2
=2k
k
1
=k
P(t)=0
m
2
=2m
x
2
m
1
=m
x
1
)
`

=
)
`

+
)
`

0
0
2 0
0
2 2
2 3
2
1
2
1
x
x
m
m
x
x
k k
k k
& &
& &
( ) ( )
( ) ( )
)
`

=
)
`

)
`

+ = + =
+ = + =
0
0
2 0
0 1
2 2
2 3
sin sin
sin sin
2
1
2
2
1
2
2 2 2 2
2
1 1 1 1
A
A
m
A
A
k
t A x t A x
t A x t A x

& &
& &

dwk dwk dwk dwk
50
[ ]
eigenvalue second
eigenvalue first

= = + =
= = =
= + =
)
`

=
)
`

m
k
m
k
,
,
k
m
Q
A
A
932 1 7320 . 3 3 2
518 0 2679 . 0 3 2
1 4 det
0
0
2 2 2
2 3
2 2
1 1
2
2
2
1

MECHANICAL VIBRATION MECHANICAL VIBRATION ..continued ..continued

{ }
)
`

=
=

=
1
732 , 0
732 , 0
2679 , 0
1
2 1
1
V
A A

r eigenvecto First
{ }
)
`

=
=

=
1
732 . 2
732 . 2
732 . 3
2
2 1
1
V
A A

r eigenvecto Second
MECHANICAL VIBRATION MECHANICAL VIBRATION ..continued ..continued
dwk dwk dwk dwk
51
k
2
=2k
k
1
=k
P(t)=0 m
2
x
2
m
1
x
1
0.73 1.0
MECHANICAL VIBRATION MECHANICAL VIBRATION ..continued ..continued
dwk dwk dwk dwk
52
-2.73
1.0
k
2
=2k
k
1
=k
P(t)=0 m
2
x
2
m
1
x
1
Problems Problems
7.1
7.3
7.5
dwk dwk dwk dwk
53
dwk dwk dwk dwk
54
INTERPOLATION INTERPOLATION
dwk dwk dwk dwk
55
Interpolating Polynomials For Even Intervals Interpolating Polynomials For Even Intervals
x
i
x
0
x
1
... x
n
f(x
i
) f(x
0
) f(x
i
) ... f(x
n
)
n data points
n
n
i i
x a x a a x f
n i x x h
+ + +
= =
+
.......... ) (
,......., 0 ,
1 0
1

n
n n n n
n
n
n
n
x a x a a x f
x a x a a x f
x a x a a x f
+ + +
+ + +
+ + +
.......... ) (
.
.
.......... ) (
.......... ) (
1 0
1 1 1 0 1
0 0 1 0 0
dwk dwk dwk dwk
56
Forward Interpolation Forward Interpolation
2
2 1 0
) (
2
x a x a a x f
n
+ +
=
2
2
1 0 2
2
2
1 0 1
0 0
4 2 a h ha a f
a h ha a f
a f
+ + =
+ + =
=
) (
) (
) (
2 2
1 1
0 0
x f f
x f f
x f f
=
=
=
x
y
0
h
2h
f
0
f
1
f
2

(
(
(

2
2
1
0
2
1
0
4 2 1
1 1 1
0 0 1
h a
h a
a
f
f
f

(
(
(

2
1
0
2
2
1
0
1 2 1
1 4 3
0 0 2
2
1
f
f
f
h a
h a
a
( )
( )
2 1 0
2
2
2 1 0 1
0 0
2
2
1
4 3
2
1
f f f
h
a
f f f
h
a
f a
+ =
+ =
=
( ) ( )
2
2 1 0
2
2 1 0 0
2
2
1
4 3
2
1
) ( x f f f
h
x f f f
h
f x f + + + + =
2
1
0
) 2 ( 2
) (
) 0 ( 0
f h f h x
f h f h x
f f x
= =
= =
= =
dwk dwk dwk dwk
57
Backward Interpolation Backward Interpolation
2
2 1 0
) (
2
x a x a a x f
n
+ +
=
2
2
1 0 2
2
2
1 0 1
0 0
4 2 a h ha a f
a h ha a f
a f
+ =
+ =
=

x
y
-2h
-h
0
f
-2
f
-1
f
0

(
(
(

2
1
0
2
2
1
0
1 2 1
1 4 3
0 0 2
2
1
f
f
f
h a
h a
a
( ) ( )
2
0 1 2
2
0 1 2 0
2
2
1
3 4
2
1
) ( x f f f
h
x f f f
h
f x f + + + + =

2
1
0
) 2 ( 2
) (
) 0 ( 0

= =
= =
= =
f h f h x
f h f h x
f f x
dwk dwk dwk dwk
58
Central Interpolation Central Interpolation
2
2 1 0
) (
2
x a x a a x f
n
+ +
=
2
2
1 0 1
0 0
2
2
1 0 1
a h ha a f
a f
a h ha a f
+ + =
=
+ =

x
y
-h
0
h
f
-1
f
0
f
1

(
(
(

1
0
1
2
2
1
0
1 2 1
1 0 1
0 2 0
2
1
f
f
f
h a
h a
a
( ) ( )
2
1 0 1
2
1 1 0
2
2
1
2
1
) ( x f f f
h
x f f
h
f x f + + + + =

dwk dwk dwk dwk
59
Different Form Interpolation Different Form Interpolation
{ }

=
2
1
0
2
1 ) (
a
a
a
x x x f

(
(
(

2
1
0
2 2 2
2
1
0
/ 4 / 2 / 1
/ 1 / 4 / 3
0 0 2
2
1
f
f
f
h h h
h h h
a
a
a
Forward interpolation
{ }
2
2
2
1
2
2
0
2
2
2
1
0
2 2 2
2
2
1
2
3
2
2
1
/ 4 / 2 / 1
/ 1 / 4 / 3
0 0 2
1
2
1
) (
f
h
x
h
x
f
h
x
h
x
f
h
x
h
x
f
f
f
h h h
h h h x x x f
|
|

\
|
+ +
|
|

\
|
+
|
|

\
|
+ =

(
(

=
x
h 2h
f(x)
Interpolating function
dwk dwk dwk dwk
60
Different Form Interpolation Different Form Interpolation .......continue .......continue
x
h 2h
N
0
Plot of N
0
1.0
h 2h
x
N
1
Plot of N
1
1.0
h 2h
x
N
2
Plot of N
2
1.0
) (
2
1
) ( 2
) (
3
2
2
1
) (
2
2
2
2
1
2
2
1
0
2
2
0
2
0
2 2 1 1 0 0
x N
h
x
h
x
N
x N
h
x
h
x
N
x N
h
x
h
x
N
f N f N f N f N x f
i
i i
=
|
|

\
|
+ =
= =
=
|
|

\
|
+ =
= + + =

=
where
N
0
, N
1
& N
2
= shape function
at x=0; N
0
=1, N
1
=0, N
2
=0
at x=h; N
0
=0, N
1
=1, N
2
=0
at x=2h; N
0
=0, N
1
=0, N
2
=1
dwk dwk dwk dwk
61
Difference Operators Difference Operators
x
i
x
0
x
1
... x
n
f(x
i
) f(x
0
) f(x
1
) ... f(x
n
)
n
i i
x x x
n i x x h
< < <
= =
+
.........
,......., 0 ,
1 0
1

n i f f f
f f f
f f f
f f f
i i i
n n n
,......., 0 ,
.
.
1
1
1 2 1
0 1 0
= =
=
=
=
+
+

or
Forward Differences
( )
( )
( )
( ) n i f f f
f f f
f f f
f f f
i i i
n n n
,......., 0 ,
.
.
1
2
1
2
1 2 1
2
0 1 0
2
= =
=
=
=
+
+

or
( ) n i f f f
i i
n
i
n
,......., 0 ,
1
1
= =
+

n k i
n
k
k
i
n
f
k n k
n
f
+
=

=
0
)! ( !
!
) 1 (
dwk dwk dwk dwk
62
Difference Operators Difference Operators .continue .continue
n i f f f
i i i
,......., 0 ,
1
= =


n i f f f
i i i
,......., 0 ,
1 2 / 1
= =
+ +

( )
i i
n
i
n
f f f =
+

+ 1
1
2 / 1

Backward Differences
( ) n i f f f
i i
n
i
n
,......., 0 ,
1
1
= =

k i
n
k
k
i
n
f
k n k
n
f

=
0
)! ( !
!
) 1 (
Central Differences
n k i
n
k
k
i
n
f
k n k
n
f
+
=
+

=
0
2 / 1
)! ( !
!
) 1 (
n
n
n
n
n
h
h
h
x f
x f
dx
x f d
h
x f
dx
x df
h
x f
dx
x df
h
x f h x f
dx
x df
) (
) (
) (
) ( ) (
) (
lim
) (
) ( ) (
lim
) (
0
0

= =

=
+
=

dwk dwk dwk dwk

63
Relationship between Difference Operators Relationship between Difference Operators
n n
i
n
i
n
i i
i i i i
i i i
E
f E f
f E f
E
f E f Ef f
f f f
) 1 (
) 1 (
) 1 (
1
) 1 (
2 2
1
=
=
=
=
= =
=
+
n
n
n
n
n
i i i
i i i i
i i i
E
E
E
E
f
E
f f
f
E
f Ef f
f f f
) 1 (
) 1 (
1
1
1
1
,
1 1
1

=
=
= =
=

f(x+h) = Ef(x)
f
i+1
=Ef
i
, i= 0,..,n
Forward Operator Backward Operator Central Operator
2 / 2 /
2 / 1
2 / 1 2 / 1
2 / 1 2 / 1
2 / 1
1 2 / 1
) 1 ( ) 1 (
) 1 (
) 1 ( ) 1 (
n
n
n
n
n
i i i
i i i
E E
f Ef f E
f f f

=
+

=
+

=
+ + =
=
=
=

+ +

dwk dwk dwk dwk

64
Differences and Interpolating Polynomials Differences and Interpolating Polynomials
) ( ) (
) ( ) ( ) 2 (
) ( ) (
2
x f E h x f
x f E h x Ef h x f
x Ef h x f

= +
= + = +
= +
) (
!
) 1 )......( 1 (
....
! 3
) 2 )( 1 (
! 2
) 1 (
1 ) (
) ( ) 1 ( ) ( ) (
3 2
i
n
i
i i i
x f
n
n
h x f
x f x f E h x f
|

+
+ +

\
|


+

+ + = +
+ = = +

Newtons Forward Interpolating Formula
Newtons Backward Interpolating Formula
) (
!
) 1 )......( 1 (
....
! 3
) 2 )( 1 (
! 2
) 1 (
1 ) (
) ( ) 1 ( ) ( ) (
3 2
i
n
i
i i i
x f
n
n
h x f
x f x f E h x f
|

+ +
+ +

\
|

+ +
+
+
+ + = +
= = +

f(x)
f(x)
f(x
i
)
f(x
i
-h)
f(x
i
+h)
x
x x
i x
i
-h x
i
+h
h
f(x)
f(x)
f(x
i
)
f(x
i
-h)
f(x
i
+h)
x
x x
i x
i
-h x
i
+h
h
Problems Problems
8.1
8.3
8.5
dwk dwk dwk dwk
65
dwk dwk dwk dwk
66
CURVE FITTING CURVE FITTING
dwk dwk dwk dwk
67
LINEAR REGRESSION LINEAR REGRESSION
x a a x G
N i f x
i i
2 1
) (
,......., 1 ) , (
+ =
=


= = =
= =
+ =
+ =
N
i
i
N
i
i
N
i
i i
N
i
i
N
i
i
x a x a x f
x a N a f
1
2
2
1
1
1
1
2 1
1
d
1
= deviation
G(x)Assumed
linear equation
(x
i
,f
i
)
f(x)
f
i
G
i
x
x
i
( )
( )
2
2
2
2
2
2
1

=
i i
i i i i
i i
i i i i i
x x N
f x x f N
a
x x N
x f x x f
a
dwk dwk dwk dwk
68
LINEARIZATION LINEARIZATION
x a a G
x a x G
N i f x
a
i i
ln ln ln
) (
,......., 1 ) , (
2 1
1
2
+ =
=
=
x a a G
f f
x x
a a
G G
2 1
1 1
ln
ln
ln
ln
+ =
=
=
=
=
( )
( )
2
2
2
2
2
2
1

=
i i
i i i i
i i
i i i i i
x x N
f x x f N
a
x x N
x f x x f
a
dwk dwk dwk dwk
69
Correlation Correlation
|
|

\
|
|

\
|

|
|

\
|
|

\
|

|
|

\
|
|

\
|

=


= = = =
= =
2
1 1
2
2
1 1
2
2
2
1 1
2
N
i
i
N
i
i
N
i
i
N
i
i
N
i
i
N
i
i i
f f N x x N
f x f N
R
R
2
= 1 Perfect correlation
R
2
= 0 No correlation
dwk dwk dwk dwk
70
Exponential Equation Exponential Equation
y= C x
p
dwk dwk dwk dwk
71
Contoh Soal 1. Contoh Soal 1.
Satu contoh numerik, misalnya sebuah grafik yang menunjukkan
konsentrasi tegangan (K
ts
) sebagai fungsi a/d, dimana pendekatan
dilakukan terhadap fungsi eksponensial K
ts
= f(a/d) dengan parameter
0.04 (a/d) 0.3 dan data-data point ditunjukkan pada grafik berikut:
i (a/d)
i
(K
ts
)
i
1 0.05 1.78
2 0.10 1.65
3 0.15 1.57
4 0.20 1.50
5 0.25 1.45
6 0.30 1.41
Dengan menggunakan kalkulator atau
komputer didasarkan pada persamaan
didepan, maka dapat ditentukan
p = -0.1305; C = 1.2138; r = 0.9929
Dari parameter ini, solusi persamaan
adalah sebagai berikut:
( )
1305 . 0
2138 . 1
d
a
K
ts
=
dwk dwk dwk dwk
72
a/d = x (kts) = y ln x ln y (ln x)(ln y) (ln y)/n (ln x)^2 (ln y)^2
0.05 1.78
0.1 1.65
0.15 1.57
0.2 1.5
0.25 1.45
0.3 1.41

p =
C =
r =
Contoh Contoh Soal Soal 1. 1. .. ..lanjutan lanjutan
dwk dwk dwk dwk
73
a/d = x (kts) = y ln x ln y (ln x)(ln y) (ln y)/n (ln x)^2 (ln y)^2
0.05 1.78 -2.99573 0.576613 -1.72738 0.096102 8.974412 0.332483
0.1 1.65 -2.30259 0.500775 -1.15308 0.083463 5.301898 0.250776
0.15 1.57 -1.89712 0.451076 -0.85574 0.075179 3.599064 0.203469
0.2 1.5 -1.60944 0.405465 -0.65257 0.067578 2.59029 0.164402
0.25 1.45 -1.38629 0.371564 -0.5151 0.061927 1.921812 0.138059
0.3 1.41 -1.20397 0.34359 -0.41367 0.057265 1.449551 0.118054

-11.3951 2.649083 -5.31754 0.441514 23.83703 1.207243

p = -0.13
C = 1.2138
r = -0.996
Contoh Contoh Soal Soal 1. 1. .. ..lanjutan lanjutan
dwk dwk dwk dwk
74
NONLINEAR REGRESSION NONLINEAR REGRESSION
2
3 2 1
) (
,......., 1 ) , (
x a x a a x G
N i f x
i i
+ + =
=
( )
( )
( )
( ) ) ( 2 0
) ( 2 0
) 1 ( 2 0
2
1
2
3 2 1
3
1
2
3 2 1
2
1
2
3 2 1
1
1
2
2
3 2 1
i
N
i
i i i
i
N
i
i i i
N
i
i i i
N
i
i i i
x x a x a a f
a
D
x x a x a a f
a
D
x a x a a f
a
D
x a x a a f D
= =

= =

= =

=
=
=
=



= = = =
= = = =
= = =
+ + =
+ + =
+ + =
N
i
i
N
i
i
N
i
i
N
i
i i
N
i
i
N
i
i
N
i
i
N
i
i i
N
i
i
N
i
i
N
i
i
x a x a x a x f
x a x a x a x f
x a x a N a f
1
4
3
1
3
2
1
2
1
1
2
1
3
3
1
2
2
1
1
1
1
2
3
1
2 1
1
? & ,
3 2 1
a a a
dwk dwk dwk dwk
75
Polynomial Polynomial Function Function
y=a
o
+a
1
x+a
2
x
2
+a
3
x
3
++a
n
x
n
A number of (n+1) point data match the equation can be expresed as:
(x
1
,y
1
),(x
2
,y
2
),(x
3
,y
3
),,(x
n
,y
n
),(x
n+1
,y
n+1
)
y
1
=a
o
+ a
1
x
1
+ a
2
x
1
2
+ a
3
x
1
3
+ + a
n
x
1
n
y
2
=a
o
+ a
1
x
2
+ a
2
x
2
2
+ a
3
x
2
3
+ + a
n
x
2
n
y
3
=a
o
+ a
1
x
3
+ a
2
x
3
2
+ a
3
x
3
3
+ + a
n
x
3
n
.
.
.
.
y
n+1
=a
o
+ a
1
x
n+1
+ a
2
x
2
n+1
+ a
3
x
3
n+1
+ + a
n
x
n
n+1
dwk dwk dwk dwk
76
Solusi simultan dengan metode determinan:
n
n n n
n
n
n
n n n n
n
n
x x x
x x x
x x x
x x x y
x x x y
x x x y
a
1
2
1 1
2
2
2 2
1
2
1 1
1
2
1 1 1
2
2
2 2 2
1
2
1 1 1
0
. 1
. . . . .
. 1
. 1
.
. . . . .
.
.
+ + +
+ + + +
=
Untuk koefisien umum a
i
dimana i =
0. 1, 2, ..., n maka
n
n
i
n n n
n i
n i
n
n n n n
n
n
i
x x x x
x x x x
x x x x
x y x x
x y x x
x y x x
a
1 1
2
1 1
2 2
2
2 2
1 1
2
1 1
1 1
2
1 1
2 2
2
2 2
1 1
2
1 1
. . .. 1
. . . . . . .
. . .. 1
. . .. 1
. . .. 1
. . . . .
. . .. 1
. . .. 1
+ + + +
+ + + +
=
Polynomial Polynomial Function Function .continue
dwk dwk dwk dwk
77
Contoh Soal 2. Contoh Soal 2.
Satu contoh numerik, misalnya sebuah grafik yang menunjukkan
konsentrasi tegangan (K
ts
) sebagai fungsi a/d, dimana pendekatan
dilakukan terhadap fungsi polinomial dengan 4 data sebagai berikut:
(a/d) K
ts
0.0 2.0
0.1 1.65
0.2 1.50
0.3 1.41
Bentuk umum persamaan
polinomial:
3 2
) / ( ) / ( ) / ( d a d a d a K
ts
+ + + =
dwk dwk dwk dwk
78
Contoh Soal 1. Contoh Soal 1. ..lanjutan ..lanjutan
Jika a/d = 0 maka K
ts
= 2.0 = , persamaan menjadi
3 2
) / ( ) / ( ) / ( 0 . 2 d a d a d a K
ts
+ + + =
Dengan memasukkan data kedalam persamaan
3 2
3 2
3 2
) 3 . 0 ( ) 3 . 0 ( ) 3 . 0 ( 0 . 2 41 . 1
) 2 . 0 ( ) 2 . 0 ( ) 2 . 0 ( 0 . 2 50 . 1
) 1 . 0 ( ) 1 . 0 ( ) 1 . 0 ( 0 . 2 65 . 1



+ + + =
+ + + =
+ + + =
Menggunakan metode solusi aljabar linear
3 . 23
0 . 17
97 . 4
=
+ =
=

Persamaan polynomial menjadi:

3 2
) / ( 3 . 23 ) / ( 0 . 17 ) / ( 97 . 4 0 . 2 d a d a d a K
ts
+ =
dwk dwk dwk dwk
79
MULTIPLE REGRESSION MULTIPLE REGRESSION
y a x a a x G
y x
f
i i
i
3 2 1
) (
) , (
+ + =

variable t independen
variable dependent
( )
( )
( )
( ) ) ( 2 0
) ( 2 0
) 1 ( 2 0
1
3 2 1
3
1
3 2 1
2
1
3 2 1
1
1
2
3 2 1
i
N
i
i i i
i
N
i
i i i
N
i
i i i
N
i
i i i
y y a x a a f
a
D
x y a x a a f
a
D
y a x a a f
a
D
y a x a a f D
= =

= =

= =

=
=
=
=



= = = =
= = = =
= = =
+ + =
+ + =
+ + =
N
i
i
N
i
i i
N
i
i
N
i
i i
N
i
i i
N
i
i
N
i
i
N
i
i i
N
i
i
N
i
i
N
i
i
y a y x a y a y f
x y a x a x a x f
y a x a N a f
1
2
3
1
2
1
1
1
1
3
1
2
2
1
1
1
1
3
1
2 1
1
? & ,
3 2 1
a a a
Problems Problems
9.11
9.12
dwk dwk dwk dwk
80
dwk dwk dwk dwk
81
NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION
dwk dwk dwk dwk
82
Review of Taylor Series Review of Taylor Series

=
+
+
+
+

=
+
+
=
+ + + + + = +
0
) (
0
0
) (
0
0 0
) 1 (
1
1
1 0
) (
0
) 2 (
2
0
) 1 (
0 0
) 0 (
!
) (
) (
) (
!
) (
) (
), (
)! 1 (
) (
!
..... ) (
! 2
) ( ) ( ) (
n
n
n
n
n
n
n
n
n
n
n
n
f
n
h
h f
x f
n
h
h x f
h x s x s f
n
h
R
R x f
n
h
x f
h
x hf x f h x f

Error
Slope at x
0
f(x)
G(x
0
+h)
f(x
0
+h)
f(x
0
)
True function
h
x
0
+h x
0
x
ERROR ) ( ) ( ) (
ERROR ) ( ) (
) ( ) ( ) (
) ( ) (
) (
0 0
) 1 (
0
0 0
0 0
) 1 (
0
0 0
0
) 1 (
+ = +
+ = +
+ = +
+
=
x f x hf h x f
h x G h x f
x f x hf h x G
h
x f h x G
x f
dwk dwk dwk dwk
83
Review of Taylor Series Review of Taylor Series ..continue ..continue
3
) 3 (
3 2
) 2 (
2
3 2 1
) 1 (
3
3
2
2 1 0
6 ) (
6 2 ) (
3 2 ) (
) (
a x f
x a a x f
x a x a a x f
x a x a x a a x f
=
+ =
+ + =
+ + + =

(
(
(
(
(

=
+ =
+ + =
+ + + =
3
2
1
0
0
2
0 0
3
0
2
0 0
0
) 3 (
0
) 2 (
0
) 1 (
0
3 0
) 3 (
0 3 2 0
) 2 (
2
0 3 0 2 1 0
) 1 (
3
0 3
2
0 2 0 1 0 0
6 0 0 0
6 2 0 0
3 2 1 0
1
) (
) (
) (
) (
6 ) (
6 2 ) (
3 2 ) (
) (
a
a
a
a
x
x x
x x x
x f
x f
x f
x f
a x f
x a a x f
x a x a a x f
x a x a x a a x f


Assumed:
h x s x s f
n
h
R
f
h
f
h
hf f h f
x f
h
x f
h
x hf x f h x f
n
n
n
+
+
=
+ + + =
+ + + = +
+
+
+ 0 0
) 1 (
1
1
) 3 (
3
) 2 (
2
) 1 (
0
) 3 (
3
0
) 2 (
2
0
) 1 (
0 0
), (
)! 1 (
) 0 (
6
) 0 (
2
) 0 ( ) 0 ( ) (
) (
6
) (
2
) ( ) ( ) (

dwk dwk dwk dwk
84
Taylor Series Method Taylor Series Method
h
h h
h
x
x
i
x
i+1
x
i+2
x
i-1
x
i-2
f
i+2
f
i+1
f
i
f
i-1
f
i-2
f
First forward derivative
( )
2 1
) 1 (
2
) 2 (
2
) 1 (
2
1
) 2 (
2
) 1 (
1
4 3
2
1
ERROR,
! 2
) 2 (
) 2 (
ERROR,
! 2
+ +
+ +
+ +
+
= + + =
= + + =
i i i i
i i i i i
i i i i i
f f f
h
f
x x f
h
f h f f
x x f
h
hf f f
dwk dwk dwk dwk
85
Taylor Series Method Taylor Series Method continue continue
( )
2 1
) 1 (
1
) 2 (
2
) 1 (
1
2
) 2 (
2
) 1 (
2
4 3
2
1
ERROR,
! 2
) (
ERROR,
! 2
) 2 (
2



+
=

+ =
=

+ =
i i i i
i i i i i
i i i i i
f f f
h
f
x x f
h
hf f f
x x f
h
hf f f
First backward derivative
Central first derivative
( )
1 1
) 1 (
2
1
+
+
i i i
f f
h
f
dwk dwk dwk dwk
86
Forward derivative for a third-order polynomial
3
) 3 (
3
) 2 (
2
) 1 (
3
2
) 3 (
3
) 2 (
2
) 1 (
2
1
) 3 (
3
) 2 (
2
) 1 (
1
,
6
) 3 (
2
) 3 (
) 3 (
,
6
) 2 (
2
) 2 (
) 2 (
,
6 2
+ +
+ +
+ +
= + + + =
= + + + =
= + + + =
i i i i i i
i i i i i i
i i i i i i
x x f
h
f
h
f h f f
x x f
h
f
h
f h f f
x x f
h
f
h
hf f f
Taylor Series Method Taylor Series Method continue continue
x
i
x
i+2
x
i+3
x
i+1
h h
h
x
f
i+3
f
i+2
f
i
f
i+1
f
dwk dwk dwk dwk
87
Forward derivative for a third-order polynomial
Taylor Series Method Taylor Series Method continue continue

(
(
(

(
(
(

+
+
+
3
2
1
) 3 (
3
) 2 (
2
) 1 (
2
9
2
9
3
4
6
1
2
1
1 0 0 1
0 1 0 1
0 0 1 1
3
2 2
1
i
i
i
i
i
i
i
f
f
f
f
f h
f h
hf
( )
( )
( )
3 2 1
3
) 3 (
3 2 1
2
) 2 (
3 2 1
) 1 (
3 3
1
4 5 2
1
2 9 18 11
6
1
+ + +
+ + +
+ + +
+ +
+
+ +
i i i i i
i i i i i
i i i i i
f f f f
h
f
f f f f
h
f
f f f f
h
f
dwk dwk dwk dwk
88
Undetermined Coefficients Method Undetermined Coefficients Method
2
2
1 0 2 2
2
2
1 0 1 1
0
4 2 , 2
,
, 0
a h ha a f h x
a h ha a f h x
a f x
i i
i i
i i
+ + = =
+ + = =
= =
+ +
+ +
2
) 2 (
2 1
) 1 (
2
2 1 0
2 ) (
2 ) (
) (
a x f
x a a x f
x a x a a x f
=
+ =
+ + =
2
) 2 (
1
) 1 (
2
0
a f
a f
x
i
=
=
=
First & second forward derivative
h h
x
x
i
x
i+1
x
i+2
f
i+2
f
i+1
f
i
f

(
(
(

+
+
2
1
2
2
1
0
1 2 1
1 4 3
0 0 2
2
1
i
i
i
f
f
f
h a
h a
a
( )
( )
2 1
2
) 2 (
2 1
) 1 (
2
1
4 3
2
1
+ +
+ +
+ =
+ =
i i i i
i i i i
f f f
h
f
f f f
h
f
dwk dwk dwk dwk
89
Undetermined Coefficients Undetermined Coefficients ..continue ..continue
0
2
2
1 0 1 1
2
2
1 0 2 2
, 0
,
4 2 , 2
a f x
a h ha a f h x
a h ha a f h x
i i
i i
i i
= =
+ = =
+ = =


First & second backward derivative
h
h
x
x
i-2
x
i-1
x
i
f
i-2
f
i-1
f
i
f

(
(
(

i
i
i
f
f
f
h a
h a
a
1
2
2
2
1
0
1 2 1
3 4 1
1 0 0
2
1
( )
( )
i i i i
i i i i
f f f
h
f
f f f
h
f
+ =
+ =


1 2
2
) 2 (
1 2
) 1 (
2
1
3 4
2
1
dwk dwk dwk dwk
90
Undetermined Coefficients Undetermined Coefficients ..continue ..continue
2
2
1 0 1 1
0
2
2
1 0 1 1
,
, 0
,
a h ha a f h x
a f x
a h ha a f h x
i i
i i
i i
+ + = =
= =
+ = =
+ +

First & second central derivative
h
h
x
x
i-1
x
i
x
i+1
f
i-1
f
i
f
i+1
f

(
(
(

1
1
2
2
1
0
1 2 1
1 0 1
0 2 0
2
1
i
i
i
f
f
f
h a
h a
a
( )
( )
1 1
2
) 2 (
1 1
) 1 (
2
1
2
1
+
+
+
+
i i i i
i i i
f f f
h
f
f f
h
f
dwk dwk dwk dwk
91
Errors Errors
) 4 (
4
) 3 (
3
) 2 (
2
) 1 (
2
) 4 (
4
) 3 (
3
) 2 (
2
) 1 (
1
3
2
3
4
2 ) 2 (
24 6 2
i i i i i i
i i i i i i
f
h
f
h
f h f h f f
f
h
f
h
f
h
hf f f
+ + + + =
+ + + + =
+
+

)
`

+
+
) 4 ( 4
) 3 (
3
2
1
3
2
24
1
3
4
6
1
) 2 ( 2
) 1 (
2
1
1
0
0 1
1 1
2 2
1
i
i
i
i
i
i
i
f h
f h
f
f
f
f h
hf

)
`

+
+
) 4 (
4
) 3 (
3
2
1
12
7
4
1
3
1
2
1
2
3
) 2 (
2
) 1 (
1 1 2 1
2
i
i
i
i
i
i
i
f h
f h
f
f
f
f h
hf
First & second forward derivative
) 4 (
2
) 3 (
2 1
2
) 2 (
) 4 (
3
) 3 (
2
2 1
) 1 (
12
7
) 2 (
1
4 3
) 4 3 (
2
1
i i i i i i
i i i i i i
f
h
hf f f f
h
f
f
h
f
h
f f f
h
f
+ =
+ + + =
+ +
+ +
h O f f f
h
f
h O f f f
h
f
i i i i
i i i i
) ( ) 2 (
1
) ( ) 4 3 (
2
1
2 1
2
) 2 (
2
2 1
) 1 (
+ + =
+ + =
+ +
+ +
dwk dwk dwk dwk
92
Mixed Derivatives Mixed Derivatives
y
y
j
x
x
i
i, j
i, j-1
i, j+1
i+1, j i-1, j
i-1, j-1
i-1, j+1
i+1, j+1
i+1, j-1
x x
y
y
( ) ( )
( )
1 , 1 1 , 1 1 , 1 1 , 1
1 , 1 1 , 1 1 , 1 1 , 1
,
2
4
1
2
1
2
1
2
1
+ + + +
+ + + +
+

\
|
+

+ +

|
|

\
|

j i j i j i j i
j i j i j i j i
y x
f f f f
y x
f f
x
f f
x y
y
f
x y x
f
j i
dwk dwk dwk dwk
93
Problems Problems
1. (10.1)Approximate the square root of 19
using Taylor series and retaining the first five
terms of series. Expand about x
0
= 16.
2. (10.5)Evaluate the first, second, third, and
fourth derivatives of the following
polynomial and h = 0,1: f(x) = x
4
-3x
3
+4x
2
+10
Evaluate at x = 1, then compare your results
with the exact values.
dwk dwk dwk dwk
94
NUMERICAL INTEGRATION NUMERICAL INTEGRATION
dwk dwk dwk dwk
95
Trapezoidal Rule Trapezoidal Rule

+ =
+ =

2
1
2
1
2
1
) (
) (
) ( ) (
1 0
1 0
x
x
x
x
x
x
dx x a a I
x a a x F
dx x f dx x F I
x
x
1
x
2
f(x)
Actual function
Linear function
f(x
1
)
f(x
2
)
h
[ ]
[ ]
points. base adjacent two between increment the is where
or
h
x f h x f h x f x f h I
x f x f h I
) ( .... ) 2 ( 2 ) ( 2 ) (
) ( ) (
2 1 1 1 2
1
2 1 2
1
+ + + + + + =
+ =
dwk dwk dwk dwk
96
Simpsons Simpsons
1 1
/ /
3 3
Rule Rule

+ + =
+ + =

h
h
h
h
h
h
dx x a x a a I
x a x a a x F
dx x f dx x F I
) (
) (
) ( ) (
2
2 1 0
2
2 1 0
[ ] ) ( ) ( 4 ) (
3
3 2 1
x f x f x f
h
I + + =
x
f(x)
x
1
=-h x
2
= 0 x
3
= h
f(x
1
)
f(x
2
)
f(x
3
)
[ ] ) ( .... ) 3 ( 4 ) 2 ( 2 ) ( 4 ) (
3
1 1 1 1 n
x f h x f h x f h x f x f
h
I + + + + + + + + =
or
where:
x
1
= lower limit of integration; h = increment
x
n
= upper limit of integration; n = number of base points
dwk dwk dwk dwk
97
Special Integration Formula Special Integration Formula
4
5
5
2
2
3
3
2
0
4
4
3
3
2
2 1 0
4
4
3
3
2
2 1 0
2
) (
) (
) ( ) (
a h a h ha I
dx x a x a x a x a a I
dx x F I
x a x a x a x a a x f x F
h
h
h
h
+ +
+ + + +

+ + + + =

x
f(x)
-h 0 h
f(x
1
)
f(x
2
)
f(x
3
)
f(x
4
)
f(x
5
)
2h -2h
[ ] ) ( ) ( 34 ) ( 114 ) ( 34 ) (
90
5 4 3 2 1
x f x f x f x f x f
h
I + + + =
dwk dwk dwk dwk
98
Unevenly Space Base Points Unevenly Space Base Points

+ + =
+ + =

kh
h
n n
dx x a x a a I
x a x a a x F
x x x x x x
) (
) (
.....
2
2 1 0
2
2 1 0
1 3 2 2 1
x
f(x)
-h 0 kh
f(-h)
f(0)
f(kh)
[ ] ) ( ) 1 3 2 ( ) ( ) 1 ( ) ( ) 2 3 (
) ( 6
3
2 3
2
4
1
2 4
2
x f k k x f k x f k k k
k k
h
I + + + + + +
+
=
dwk dwk dwk dwk
99
Problems Problems
1. (11.1)Use the trapezoidal rule of integration to determine the
value of the following integrals. Assume h = 0,1.


= =
= =
2
1
1
0
1
5 , 0
1
5 , 0
log (d) (c)
(b) (a)
2
xdx x I dx xe I
dx e I dx e I
x
x x
2. (11.3)Use Simpsons
1
/
3
rule to evaluate the following
integrals. Assume h = 1. (Check the accuracy of (a) & (b)
using direct integration)


= =
+ = =
5
1
2
0
5
1
2 3
3
1
2

sin
(d) sin (c)
) 5 ( (b) (a)
dx
x
x
I xdx x I
dx x x I dx x I
3. (11.6) 4. (11.11)
dwk dwk dwk dwk
100
NUMERICAL SOLUTION OF NUMERICAL SOLUTION OF
ORDINARY DIFFERENTIAL ORDINARY DIFFERENTIAL
EQUATIONS EQUATIONS
dwk dwk dwk dwk
101
Taylor Series Method Taylor Series Method
1 ) 0 ( , 0
2
1
= = y y
dx
dy
2
ln
2
1
2
1
x
e y x y
dx
y
dy
= =
=

16
1
8
1
2
1
) 4 ( ) 3 (
2
1
) 4 (
8
1
4
1
2
1
) 3 ( ) 2 (
2
1
) 3 (
4
1
2
1
2
1
) 2 ( ) 1 (
2
1
) 2 (
2
1
2
1
) 1 (
2
1
) 1 (
) 4 (
4
) 3 (
3
) 2 (
2
) 1 (
) ( ) 0 ( ) (
) ( ) 0 ( ) (
) ( ) 0 ( ) (
) 1 ( ) 0 ( ) (
...... ) 0 (
24
) 0 (
6
) 0 (
2
) 0 ( ) 0 ( ) (
0 ; 1
= = =
= = =
= = =
= = =
+ + + + + =
= =
y y x y
y y x y
y y x y
y y x y
y
h
y
h
y
h
hy y x y
x y
Suppose given:
Direct integration:
...... 1 ) (
; 1 ) 0 (
4
384
1
3
48
1
2
8
1
2
1
+ + + + + =
= =
x x x x x y
h x y
dwk dwk dwk dwk
102
Euler and Modified Euler Method Euler and Modified Euler Method
) , ( y x f
dx
dy
=
2
1
2
) 1 (
1
0
) 1 (
0 0
) ( ) , (
) (
) ( ) ( ) (
h O y x hf y y
h O hy y y
x hy x y h x y
i i i i
i i i
+ + =
+ + =
+ = +
+
+
) , ( ); , (
1 1
) 1 (
1
) 1 (
+ + +
= =
i i i i i i
y x f y y x f y
Suppose given:
Basic Euler:
Modified Euler:
( )
3
) 1 (
1
) 1 (
1
3
) 1 ( ) 1 (
1
2
) 1 (
1
) 1 ( ) 1 (
1
) 2 (
) 2 (
2
) 1 (
1
) (
2
) (
2
2
h O y y
h
y y
h O
h
y y h
hy y y
h
y y
y
y
h
hy y y
i i i i
i i
i i i
i i
i
i i i i
+ + + =
+

+ + =

=
+ + =
+ +
+
+
+
+
) , (
) (
1
2
1 1
i i
i i
y x hf k
h O k y y
=
+ + =
+
) , (
) , (
) ( ) (
1 1 2
1
3
2 1 2
1
1
k y x hf k
y x hf k
h O k k y y
i i
i i
i i
+ =
=
+ + + =
+
+
dwk dwk dwk dwk
103
Runge Runge--Kutta Methods Kutta Methods
) , ( y x f
dx
dy
=
) , (
) , (
) , (
) , (
) 2 2 (
3 4
2 2
3
2 2 2
1
4 3 2 1 6
1
1
2
1
k y h x hf k
y x hf k
y x hf k
y x hf k
k k k k y y
i i
k
i
h
i
k
i
h
i
i i
i i
+ + =
+ + =
+ + =
=
+ + + + =
+
dwk dwk dwk dwk
104
Problems Problems
1. (12.1) Given the following ordinary differential equation.
1 ) 0 ( , 0
2
= = y y x
dx
dy
Evaluate the solution at x = 0,1 using the method of
(a) Taylor Series include the sixth derivative term
(b) Euler use h = 0,05
(c) Modified Euler use h = 0,05
(d) Runge-Kutta (fourth order) use h = 0,05