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Numerical Integration and Differentiation

The document is a mathematics assignment on numerical differentiation and integration techniques. It contains 13 exercises involving applying numerical methods like the trapezoidal rule, Simpson's rule, and backward difference formula to evaluate derivatives and integrals. The exercises involve calculating derivatives from data points, approximating integrals of various functions, and using composite rules to evaluate double integrals.

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Gaurav Upadhyay
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
29 views

Numerical Integration and Differentiation

The document is a mathematics assignment on numerical differentiation and integration techniques. It contains 13 exercises involving applying numerical methods like the trapezoidal rule, Simpson's rule, and backward difference formula to evaluate derivatives and integrals. The exercises involve calculating derivatives from data points, approximating integrals of various functions, and using composite rules to evaluate double integrals.

Uploaded by

Gaurav Upadhyay
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Dr.

BR Ambedkar National Institute of Technology, Jalandhar


Department of Mathematics

Assignment

BTech 3rd Semester (IT and ECE), MACI-203


Topic:Numerical Differentiation and Integration

1. Given the following pair of values

x : 1 2 4 8 10
y : 0 1 5 21 27

dy
Determine numerically at x = 4.
dx
2. The following data gives pressure and corresponding volumes of a superheated steam

v: 2 4 6 8 10
p : 105 42.7 25.3 16.7 13

Find the rate of change of

• pressure with respect to the volume when v = 2


• volume with respect to pressure when p = −105

3. Use the backward difference formula to find missing entry of the following table

x : 0.0 0.2 0.4


f (x) : 0.00000 0.74140 1.3718
f 0 (x) :

4. Find approximate value of following integrals using Trapezoidal rule.


R 0.5 2
a. 0 x − 4 dx
R 1.5
b. 1 x2 log x dx
R π/4
c. 0 x sin x dx

5. Find error bound in Exercise 1 using the error formula and compare with actual error.

6. Repeat Exercise 1 using Simpson’s 1/3rd rule.


R2
7. The Trapezoidal rule applied to 0 f (x) dx gives value 4 and Simpson’s rule gives value 2.
What is f (1)?
R1
8. The quadrature formula −1 f (x) dx = c0 f (−1) + c1 f (0) + c2 f (1) is exact for polynomials of
degree less than or equal to 2. Determine c0 , c1 and c2 .

9. Use Composite Trapezoidal rule with indicated values of n to approximate the following inte-
grals

a 1 2 x dx, n = 8
R3
x +4
R 2 2x
b 0 e sin 3x dx, n = 8

1
R2
c 1 x ln x dx, n = 4.

10. Use Composite Simpson’s rule to approximate the integrals in above Exercise.

11. Let f be defined by



3 if 0 ≤ x ≤ 0.1
x + 1

f (x, u) = 1.001 + 0.03(x − 0.1) + 0.3(x − 0.1)2 + 2(x − 0.1)3 if 0.1 ≤ x ≤ 0.2

1.009 + 0.15(x − 0.2) + 0.9(x − 0.2)2 + 2(x − 0.2)3 if 0.2 ≤ x ≤ 0.3

R 0.3
Use Composite Trapezoidal rule with n = 6 to approximate f (x) dx.
0
R 2.5 R 2.4
12. Use Composite Simpson’s rule with n = 4, m = 4 to approximate 2.1 1.2 xy 2 dydx
R1R2 2xy
13. Apply Trapezoidal rule to evaluate dxdy, take h = k = 0.25.
0 1 (1 + x2 )(1 + y 2 )

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