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Contente
Formulas
Pege
25.1. Differences . . . . . . . . . . . . . . . . . . . . . . 877
25.2. Interpolation . . . . . . . . . . . . . . . . . . . . . 878
25.3. Differentiation . . . . . . . . . . . . . . . . . . . . 882
25.4. Intepation . . . . . . . . . . . . . . . . . . . . . . 885
25.5. Ordinary Differential Equations . . . . . . . . . . . . . 896
References . . . . . . . . . . . . . . . . . . . . . . . . . . . 898
Table 25.1. +Point Lagrangian Interpolation Coefficients (3 I n I S ) . . 900
[;I
n = 3 , 4 , p = - - (.01) E], Exact
Table 25.8. Abscissae and Weight Factors for Gaussian Integration of Page
Momenta (1 S n S 8 ) .. . . . . . . . . . . . . . . . . . . . . 921
k=0(1)5, n=1(1)8, 10D
Table 25.9. Abscissae and Weight Factors for Laguerre Integration
(2SnS15). . . . . . . . . . . . . . . . . . . . . . . . . . 923
n=2(1)10, 12, 15, 12D or S
Table 25.10. Abscissae and Weight Factors for Hermite Integration
(2Sn120). . . . . . . . . . . . . . . . . . . . . . . . . . 924
n=2(1)10, 12, 16, 20, 13-15D or S
Table 25.11. Coefficienta for FilonaQuadrature Formula (0 5e-g 1) . , 924
e=o(.oi).i (.1) 1 , 8D
25. Numerical Interpolation, Differentiation, and Integration
Numerical analyste have a tendency to ac-
cumulate a multiplicity of tools each designed for
highly specialized operations and each requiring
special knowledge to use properly. From the
vast stock of formulas available we have culled
the present selection. We hope that it will be
useful. As with all such compendia, the reader
may miss his favorites and find others whose
utility he thinks is marginal.
We would have liked to give examplea to
illuminate the formulas, but this haa not been
feasible. Numerical analysis is partially a ecience
and partially an art, and short of writing a text-
book on the subject it has been imposeible to
indicate where and under what circumstances the
various formulas are useful or accurate, or to
elucidate the numerical difficulties to which one
might be led by uncritical use. The formulas are
therefore issued together with a caveat against bk=~$:(.--~)
if n and k am of same parity.
their blind application.
Forward Diferencu Central Dif.tncsr
2-1 f-1
Formulas
mainders.
25.1.3
25.1. Difemncea
Forwud DiiTerencea
25.1.1
Divided Mfllerencxm
25.1.4
877
878 NUMERICAL ANALYSIS
25.1.10
25.1.11
n even.
n odd.
25.2.8
(
s<
<
zl)
k
-P(P--l) (P--2)f-l+(p--1)(P--2)fo .0046hf7()=.0046A7 (l<Jp1<2)
6 2
.Ol9hf7()= .019A7 (2<lp1<3)
(z-a<<zs)
Lagrange Eight Point Interpolation Formula
25.2.21
25.2.22
Rr (P)=
25.2.28 25.2.34
f(~o+Ph)=fo+P&+(G+ . . . +@*;+En
A2
xa . f a
25.2.29
(&
< z<n)
Relation Between Newton and Lagranee Coefficients
25.2.30
25.2.54 m=2n+l
+ (1 -m) (1 -2m)
24m4
(1 -3m)
At
f(x)"21 s+&
k-1
(akcos kx+bks b kz) 25.2.58
882 NUMERICAL ANALYSIS
+
(f1- 2fo+f- l)P8+ (fl -f- l)P +2(fo-fp) =0 25.2.65
Inverse Interpolation by Revemion of !hries
OD
25.2.61
p=h+C2h8+C3h3+ . . ., h=(fp-%)/$
-a,
al---
c5=-+>+ ai
3a; 2l&
a; ai
G At+
cca=s-4 ..*
a 4 =%a + . . .
4 ...
a4=a+ 25.3.1
k=O
+
25.3.21
3p-6p+2A?i+ . . . +&
d (n)
P &j]+R:
6
25.3.8
(6) d p )+hn+l
R,=hy(n+l)
dp n+l
( (n+l
p )jb+l)(t)
dx
(%<<%)
25.3.9
1 1 1
hfi=&-,j@+B&-;iG+ ... - -0 - l
bjo, -l.o)+o(ha)
bx 2h (j1.0-f
884 NUMERICAL ANALYSIS
25.3.22 I 25.3.26
a&o-a
-- 1
1
(A -f- 1.1 +A,-1-f- 1. -1) +0(h2) a2.fo.0-
axay a
1
2
Cfl.l-~l,-l-f-l.l+f-l. -,,+0(h2)
25.3.23 25.3.27
a2f0
-3-
az2
O 1
h2
~f1,0-2f0.0+f-1,0~+0~h2~ a2f0.0- -1 c f i o+f-1,
. o+ fo. 1+fo. -1
axay 212
-2fo.o-f1.1-f-I. -1) +O(h2)
25.3.a
25.3.28
---
a;+0- I& (-fa. 04-16f1,o- 30f0,o
+ w-~. o) +o(h41
o-j-2,
-
a;$- -$cfa,0-4f1, O+ 6f0.0-4f-I, o+f-2. o) + 0(h2)
25.3.25 25.3.29
a;?-&
-- ~f1.1-~f0.I+f-l,l+f1.0-2f0.0+f~~.0
;.
f&-p -
1
~fl,l+f-l,l+fl.-l+f-l.--l
25.3.30
=p
1 [ ~ 0 ~ 0 . 0 - ~ ( ~ 1 , 0 + ~I s0u.- l , o + % . -1) Jrf(z)dz=h [$+fl+ . . . +fm-l+$]
h 1lm 6 (4) )
+2(UI,l+Ul, - l + ~ - l , l + ~ - - I .-1) +E [-f-1+f1+fm-1-fm+1l+720 hf (
+(%.2+ u2. o+u-2. O+%. -2) 1+0(h2)
886 NUMERICAL ANALYSIS
Simpeon'e Rule
25.4.5
(E) h7
8f("
+32js+7jJ - 945
25.4.15
Euler-Maclaurin Summation Formula
25.4.7
275f (*) (t)h7
+75f4+19fs)- 12096
25.4.16
(See 25.2.1.)
25.4.9
25.4.19
25.4.21
299376
{ 16067Cf0+f10)
J;f(2)d2=F
3h
8592
f(*)()ha
( f I + f 2 1 + 4
NUMERICAL ANALYSIS
f(12) ()h13
J_:Df(z)dz=&
-[f(zo+a)
+f(zo--ih)] 1 +R
25.4.28
Abscissas:
of
J",j(x)dx=-
2,
c
2 n
n 1-1
j(st>+ E n
25.422
2s exp [------
-n n
n .. .]
2.322 4-52 6-72'
28f (4) (4) h5 (See Table 25.5 for z,.)
[f(x)dz=$ (2f,-f2+2f3)+ 90
For n=8 and n210 some of the zeros are
25.4.23 complex.
95f4) ()he Remainder:
~ f ( z ) ~ (11f1+.f2+f3+llf4)+
z = ~ 144
+1 %=+I
- (n+l) ( ~ 2
25.4.24 R ~ = J - ~ (n+ 1) !f
6h
c f ( x ) d z = s (1 1fi- 14j2+26fr 14f4 +11fs)
-- 2
n(n+l>! 2 2.+y(n+I)
1-1
(f 1
+41f'"()h7 where (=(d
satisfies O I E I s and O l E t l s
140
25.4.25 (i=l, . . . ,n)
25.4.30 J)(Y)dY=T
b-a
c WJ(Yf) +a
n
1-1
Y"(9) Z , + (b+a
T)
=&~ZGRP~~O)
(21 (1-22)
(For the Jacobi polynomials P!".O' see chapter 22.)
Radau's Integration Formula
Abscissas:
25.4.31
ztis the i"zero of q,,(z)
Weights:
Related polynomials: &
Pn-l(z)+Z'n(d
z+1
Weights: 25.4.34
1 1-zt - 1 1
wf=2
[Pn4(zt)]2 1-z: [PL(zt)I2
Remainder: Related orthogonal polynomials:
25.4.35
Related polynomials: P:-l(z)
Abscissas: zris th6 (i-lPzero of P:,,(z)
Weights: yt=a+ (b-ulzt
2
W{= (X'Pf 1) Related orthogonal polynomials:
n(n- 1) [Pn-1 ( 4 I'
1
(See Table 25.6 for z: and wi.9 -p2n+1
JCi (G),
~2,+1(1)=1
ey
un(x)= sin (arccos x)
Abscissas:
25.4.37 dy=dca 2wJ(yt)
i-1 +Rn x*=cos -r
n+ 1
i *
Remainder:
n! Jr
2"(2n)!f""(> (-
Rn=- < 1
Filon'a Integration Formula a
25.4.47
Abscissas:
2i-1 r
x: =cos2 - -
*
2n+l 2
Weights:
2r
w:=2n+l z:
25.4.46
O r , Y3 wi
-
1
J
2uh r
~(X,Y)G%=-
1 2Tn
C
2m 12-1
f(h COS
nn
mj
">
h sin -
m
(090) \12
+0(hh"-2
Circle C: i+
y2< ha. (fh,O) 1/12 ~=0(h4)
25.4.61 (fz'fzJ3)
h h 1/12
-
1
JJf(x,Y)d;rdy=k wJ(z*,yJ+R
uh2 c i-1
(xi, Yf) Wt Square' S: l x l l h , J Y ! S h
(OJ 'I 1/6 25.4.62
1
(fh,O) 1/24 R=O(h6) >JJf('J ?/)dsdy=&
4h i=1 WJ(xf,Y<) +R
R
(Xi, Yd Wt
(090) 419
( fhl fh) 1/36 R=O(h4)
(fh,O) 1/9
/n i h \ 1 In
(xt, Vi) Wi 4 For regions, such as the square, cube, cylinder, etc.,
which are the Cartesian products of lower dimensional
(0,O) 1/9 regions, one may always develop integration rules by
"multiplying together'' the lower dimensional rules. Thus
if
(J6-lh ,,%!,Js-Ih sin 2Tk IS+&
10 10 10 i.) 3 6 0 Sp1j(z)ha 5
i=l
wij(Zi)
($ h,O) lOl8l
Equilateral Triangle T
Radius of Circumscribed Circle=h
25.4.63 (XC,YO
1
- JJTf(z,Y)dzdy=e Wff(2f,Yf)+R a@ 270/1200
54 a h 2 1-1
G + 1
((7)
h,o) 155-fl
-m+1 1200
(( 14 >h R =O(h6)
4G7
+1
)4
((-F)h,O)
I 1554-G
(Xf,YO
C0,O)
Wf
314
((fly) h,*(+-)
0 1
m) 1200
R=O(hs)
(h,0) 1/12 Regular Hexagon H
Radius of Circumscribed Circle=h
1/12
(+$) 25.4.64
1
-JJj(x,Y)dzdy=k1-1 W f A X f , Yf)+R
?2 a h z H
(-3tfzfi)
h h 3/60
R=o(~*) (Zf ,Yf ) Wf
(090) 21/36
(-kt 0) 8/60
(ASfZ
h h d-3) 5/72 R=O(h4)
($*t 43) 8/60
(fh,O) 5/72
894 NUMERICAL ANALYSIS
(xr,?/r,2 3 W#
(f4*& A, h,O)
I ( O , * & h , f d h ). - I
(X#,Y#) 201
R=O(V)
(f h,0,O)
(0,O) 258/1008
(0, *h, 0) 1/30
(A+-& m) 125/1008 R=OW ((40, fh)
z,)
fg
-
(X#,Yf, 'u)f
(fh 0) 125/1008
&h)
9 9
(fh,O, 0)
(0, fh, 0) 40/840
(090, fh)
Sphere S: $+yP+z*<h*
(21, %,23 wi 25.4.66
(fh,O,O) 1/6
1
~=0(h4) -s s s l ( z , Y , Z ) d n l y d ~ =w~d ( w h ,z:)+R
(o,fh,o) 1/6 :*ha B
(O,O,fh) 1/6
(Zc,Yr,Zr) Wt cf,=sum of values off at the 6 points midway
from the center of C to the 6 faces.
(O,O,0) 2/5 cfr=sum of values o f f at the 6 centers of the
(fh,O,o) 1/10 faces of c.
~=0(h4) cfo=sum of values off at the 8 vertices of C.
(0, fh,O) 1/10 c f e = S U m of values o f f at the 12 midpoints of
edges of C.
(O,O,&I&) 1/10
cfd=sum of values o f f at the 4 points on the
Cube6 C: IzlSh diagonals of each face at a distance of
IYl S h i&h from the center of the face.
2
IzlSn.
Tetrahedron: F
(zt,Yt, zo wr 25.470
(-+h,O,O) 1/6
R=o(~*)
'$$Sf
V
(w,
z)dzdydz=qj1 Cfw+z
9 CfY
(0, fh,O) 1/6 9- +terms of 4thorder
(O,O,*h) 1/6 32 1 4
=Gfm+%C f o + C~ f a
25.4.68
&J$Jf(r,Y,z)ddYdz
C
where
+terms of 4" order
1
V: Volume of T
=-360 [-496fm+128Cf,+8cf,+5cfo]+O(h~)
zfo:Sum of values of the function at the vertices
25.4.69 of F.
1
=-450 [91Cf1-4OCfe+ 16Cfd]+O(h6)
cfe:
Sum of values of the function at midpoints
of the edges of F.
where fm=f(o, 0,0) . CfY: Sum of values of the function at the center
of gravity of the faces of 5.
I see footnote to 26.4.62. fm: Value of function at center of gravity of T.
896 NuadERIcAL ANALYSIB
h
25.5.3 Y,+l=y.+z (Y:+,+Y:) +o(m
Runge-Kutta Method
25.5.20
Yn+l=Yn+h [y:+g
1
1
(k,+kz+b> +O(h6)
Runge-Kutta Method
25.5.22 yn+,=yn+h
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NUMERICAL ANALYSIS 899
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