Chapter 8

Numerical Differentiation
&
Integration
8.1 Introduction
Differentiation and integration are basic mathematical operations with a wide
range of applications in various fields of science and engineering. Simple
continuous algebraic or transcendental functions can be easily differentiated or
integrated directly. However at times there are complicated continuous functions
which are tedious to differentiate or integrate directly or in the case of
experimental data, where tabulated values of variables are given in discrete form,
direct methods of calculus are not applicable.
In this chapter, we develop ways to approximate the derivatives of function
, when only data points are given and also to integrate definite integrals
by splitting the area under the curve in specified ways.
8.2 Numerical Differentiation
Numerical differentiation is the process of computing the value of the derivative of
an explicitly unknown function, with given discrete set of points
. To differentiate a function numerically, we first determine an
interpolating polynomial and then compute the approximate derivative at the given
point.
If ’s are equispaced
i. Newton's forward interpolation formula is used to find the derivative near the
beginning of the table.
ii. Newton's backward interpolation formula is used to compute the derivation
near the end of the table.
iii. Stirling’s formula is used to estimate the derivative near the centre of the table.
If ’s are not equispaced, we may find using Newton’s divided difference
method or Lagrange’s interpolation formula and then differentiate it as many times
as required.
8.2.1 Derivatives Using Newton’s Forward Interpolation Formula
Newton’s forward interpolation formula for the function is given by

,
Differentiating with respect to

Also

Again

Using , we get

Now at ,

Now

Or

8.2.2 Derivatives Using Newton’s Backward Interpolation Formula

Newton’s backward interpolation formula for the function is given by

Differentiating with respect to

Also

Again

Using , we get

Now at ,
Similarly

8.2.3 Derivatives Using Stirling’s Interpolation Formula

Stirling’s central difference interpolation formula (taking as the middle value
of the table) is given by:

Differentiating with respect to

Also

Again

Using , we get

Now at ,

Similarly

8.2.4 Derivatives of Polynomial with Unequispaced ’s

In case where ’s are not equispaced in a given data, the polynomial
may be found using Newton’s divided difference method or Lagrange’s
interpolation formula and then direct differentiation may be applied.
Remark:

 In case derivative has to be found at a point, whose value needs to be

interpolated, then first apply applicable interpolation technique and then
differentiate the function.

 In all the cases irrespective of data points being equispaced or not, the
polynomial may be found using the applicable interpolation
formulae and then direct differentiation can be done using usual calculus
techniques.
Example 1 Given a cubic polynomial with following data points
0 1 2 3
5 6 3 8

Find and at

Solution: Derivative has to be evaluated near the starting of the table, thereby
constructing forward difference table for the function

To find the derivative at , taking and applying the relation:

From table , , , ,
Substituting these values in , we get

Also

Aliter
Newton’s forward interpolation formula given by:

, ,
Also from table , ,
Substituting these values in , we get
 Also

Example 2 Given a polynomial with following data points:

1.0 1.1 1.2 1.3 1.4 1.5 1.6
7.989 8.403 8.781 9.129 9.451 9.750 10.031

Find and at and

Solution: Derivatives has to be evaluated near the starting as well as towards the
end of the table, thereby constructing difference table for the function

7.989

8.403
0.378

0.002

To find the derivative at , taking and applying the relation:

From table , , , ,
,
Substituting these values in , we get

Also

To find the derivative at , taking and applying the relation:

From table , , , ,
,
Substituting these values in , we get

Also

Example3 Following table gives the census population of a state for the years
to .
Year 1961 1971 1981 1991 2001
Population
19.96 36.65 58.81 77.21 94.61
(Million)
Find the rate of growth of the population in the year 2001
Solution: Derivative has to be evaluated near the end of the table, thereby
constructing backward difference table for the function
Year Population

1971

To find rate of growth (derivative) in the year 2001, taking and

applying the relation:

From table , , , ,
Substituting these values in , we get
Example4 A slider in a machine moves along a fixed straight rod. Its
distance cm along the rod is given below for various values of the time . Find the
velocity and acceleration of the slider when seconds.
0 0.1 0.2 0.3 0.4 0.5 0.6
30.13 31.62 32.87 33.64 33.95 33.81 33.24
Solution: Derivatives has to be evaluated towards the centre of the table, thereby
constructing central difference table for the function . Also , ,
, 3 , 3, 4, 5, 6 lie along the dotted line as shown.

30.13

31.62
1.25

To find the velocity (derivative) at , taking and applying the

relation:

From table , , , , ,
., All the positions have been shown, enclosed in
boxes.
Substituting these values in , we get
seconds

To find the acceleration (second derivative) at and applying the relation

Also from table, ,, ,

Substituting these values in , we get
seconds2
Example5 The following data gives corresponding values of pressure ‘ ’ and
specific volume ‘ ’ of a super heated expandable system
2 4 6 8 10
105 42.7 25.3 16.7 13
Find the rate of change of volume with respect to pressure, when units.
Solution: Values of are not equispaced, thereby constructing divided difference
table for the function

105

42.7 0.001

25.3 0.005 0.000007

16.7 0.025

Newton’s divided difference formula is given by

Here , , , ,
, , ,

Substituting these values in , we get

25.3(1)](0.000007)

It is evident that volume decreases with increase in pressure.

Example6 Find for the following the following data points of a polynomial
.
0 2 4 6 8
4 8 15 7 6
Solution: To find or , constructing forward difference table for the
function .

0
4
2 3
7
4 40

6 7

Newton’s forward interpolation formula given by:

Also

Again

Using , we get

Now for , , ,
Also from table , , ,
Substituting these values in , we get

Note: Here formula for computing derivatives can not be applied directly as
at point at which derivative has to be computed does not exist in
the table and has to be interpolated first.
8.2.5 Maxima and Minima of a Tabulated Function:
Newton’s forward interpolation formula for the function is given by
 ,

Differentiating with respect to

For finding maxima/minima of a function ,

,

Neglecting 4th and higher order differences in equation and substituting in ,

we get a quadratic equation of the form ,where , , are
constants. Solving for and substituting in , we get points of
maxima/minima for the function .
 Newton’s forward method is apt for finding extreme values of a tabulated
data, wherever their location may be, by index assuming values ,
if the extreme value is not in vicinity of the point ( ). Yet we may also
use Newton’s backward or Stirling’s central differences formulae to locate
extreme values, if desired.
Example 7 From the following data, find maximum and minimum values of .
0 2 4 6
2 0
Solution: Constructing forward difference table for the function

Newton’s forward interpolation formula for the function is given by

Taking , , , ,
Substituting these values in , we get
Differentiating with respect to , we get

For to be maximum,

Substituting in , maximum and minimum values of are 4 and 0 respectively.

Example 8 From the following table, find for which is maximum.
3 4 5 6 7 8
0.205 0.240 0.259 0.262 0.250 0.224
Also find maximum value of .
Solution: Constructing forward difference table for the function , upto
third differences

0.205

0.240
0.019 0

Newton’s forward interpolation formula for the function is given by

Taking , , , ,
Substituting these values in , we get

Differentiating with respect to , we get

For to be maximum,
Also or

is maximum when or
Substituting in , maximum value of is given by

8.3 Numerical Integration

Numerical Integration is the process of computing the value of definite
integral , when the integrand function is given as discrete set of
points . As in case of numerical differentiation, here
also the integrand is first replaced with an interpolating polynomial, and
then it is integrated to compute the value of the definite integral. This gives us
'quadrature formula' for numerical integration.
Newton Cotes Quadrature Formula
For an explicitly known function , let take values , , ,
for taking values , , , , where ’s are equispaced.
To evaluate , divide the interval into equal parts, each of
width , such that
Clearly Then ,

By Newton’s forward interpolation formula:

, also when , , ,

This is known as Newton’s Cote’s quadrature formula. Different quadrature

formulae are derived by taking , , , in equation .