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(BWM 30603)

Universiti Tun Hussein Onn Malaysia

Topics

First derivative

Basic first derivative

(2 point forward, 2 point backward, 3 point central)

Other first derivative formulations

(3 point forward, 3 point backward, 5 point)

Second derivative

3 point central

5 point

First derivative

Using Taylor's series

h2 h3 hn n

f ( x+h)= f ( x)+h f ' ( x)+ f ' ' ( x)+ f ' ' ' ( x)+ + f ( x)

2! 3! n!

Considering only the first derivative (do not have higher derivatives or very small)

f ( x+h) f ( x)

f ' ( x)=

h

First derivative

2-point forward

The slope or gradient

y ( x+h)

dy

y ' ( x)=

dx

y ( x) dy

dx y( x+h) y ( x)

y ' ( x)=

h

h

x

x ( x+h) Forward : using the point data

after the the point of concern

First derivative

2-point backward

The slope or gradient

dy

y ' ( x)=

dx

y ( x)

y ( xh) dy y( x) y( xh)

y ' ( x)=

dx h

h

x

( xh) x Backward : using the point data

before the the point of concern

First derivative

3-point central

The slope or gradient

y ( x+h)

dy

y ' ( x)=

dx

y ( x) dy

y ' ( x)=

dx 2h

h h

x

( xh) x ( x+h) Central : using the points data

before and after

the the point of concern

Example 5-1

The motion of an particle follows an exponential function s (t)=e t

a. Calculate the velocity of the particle when the time t = 1 as you have learned in

Dynamics

Numerical differential

> 2-point forward

> 2-point backward

> 3-point central

motion s (t)=e t

ds

velocity v(t)=

dt

e =e perhaps you will find it

dt

difficult to derive mathematically

t

then velocity v(t)=e

v(1)=2.7182818285

2-point forward Using small increment h=105

2-point backward Using small increment h=105

3-point central Using small increment h=105

First derivative

other higher formulations

y ( x+2 h) + 4 y ( x+h) 3 y ( x)

y ' ( x)=

2h

3 y ( x) 4 y( xh) + y( x2 h)

y ' ( x)=

2h

5-point difference

y ' ( x)=

12 h

Second Derivative

3-point central difference

y ( x+h) 2 y ( x) + y( xh)

y ' ' ( x)=

h2

5-point difference

y ' ' ( x)=

12 h2

Example 5-2

The displacement of a particle which moves along the s-axis follows a motion equation

s (t)=(2+3t )e 0.5 t

Use the following numerical derivative methods:

> 2 point forward difference

> 2 point backward difference

> 3 point central difference

Lecture Module 5 BWM 30603 15

Lecture Module 5 BWM 30603 16

Lecture Module 5 BWM 30603 17

Lecture Module 5 BWM 30603 18

Example 5-3

The displacement of a particle which moves along the s-axis follows a motion equation

s (t)=(2+3t )e 0.5 t

Use the following numerical derivative methods:

> 3 point central difference

> 5 point difference

Lecture Module 5 BWM 30603 20

Lecture Module 5 BWM 30603 21

Lecture Module 5 BWM 30603 22

Lecture Module 5 BWM 30603 23

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