Differentiation-Discrete Functions

1. Differentiation-Discrete Functions Chemical Engineering Majors Authors: Autar Kaw, Sri HarshaGarapati http://numericalmethods.eng.usf.edu Transforming Numerical Methods Education for STEM Undergraduates http://numericalmethods.eng.usf.edu

2. Differentiation –Discrete Functionshttp://numericalmethods.eng.usf.edu

3. Forward Difference Approximation For a finite http://numericalmethods.eng.usf.edu

4. Graphical Representation Of Forward Difference Approximation Figure 1 Graphical Representation of forward difference approximation of first derivative. http://numericalmethods.eng.usf.edu

5. Example 1 A new fuel for recreational boats being developed at the local university was tested at an area pond by a team of engineers. The interest is to document the environmental impact of the fuel – how quickly does the slick spread? Table 1 shows the video camera record of the radius of the wave generated by a drop of the fuel that fell into the pond. Using the data a)Compute the rate at which the radius of the drop was changing at seconds. b)Estimate the rate at which the area of the contaminant was spreading across the pond at seconds. http://numericalmethods.eng.usf.edu

6. Example 1 Cont. Table 1 Radius as a function of time. Use Forward Divided Difference approximation of the first derivative to solve the above problem. Use a time step of 0.5 sec. http://numericalmethods.eng.usf.edu

7. Example 1 Cont. Solution (a) http://numericalmethods.eng.usf.edu

8. Example 1 Cont. (b) http://numericalmethods.eng.usf.edu

9. Direct Fit Polynomials In this method, given data points one can fit a order polynomial given by To find the first derivative, Similarly other derivatives can be found. http://numericalmethods.eng.usf.edu

10. Example 2-Direct Fit Polynomials • A new fuel for recreational boats being developed at the local university was tested at an area pond by a team of engineers. The interest is to document the environmental impact of the fuel – how quickly does the slick spread? Table 2 shows the video camera record of the radius of the wave generated by a drop of the fuel that fell into the pond. Using the data • Compute the rate at which the radius of the drop was changing at seconds. • Estimate the rate at which the area of the contaminant was spreading across the pond at seconds. Table 2 Radius as a function of time. Use the third order polynomial interpolant for radius and area calculations. http://numericalmethods.eng.usf.edu

11. Example 2-Direct Fit Polynomials cont. Solution (a) For the third order polynomial (also called cubic interpolation), we choose the radius given by Since we want to find the radius at , and we are using a third order polynomial, we need to choose the four points closest to and that also bracket to evaluate it. The four points are (Note: Choosing is equally valid.) http://numericalmethods.eng.usf.edu

12. Example 2-Direct Fit Polynomials cont. such that Writing the four equations in matrix form, we have http://numericalmethods.eng.usf.edu

13. Example 2-Direct Fit Polynomials cont. Solving the above four equations gives Hence http://numericalmethods.eng.usf.edu

14. Example 2-Direct Fit Polynomials cont. Figure 2 Graph of radius vs. time. http://numericalmethods.eng.usf.edu

15. Example 2-Direct Fit Polynomials cont. , The derivative of radius at t=2 is given by Given that http://numericalmethods.eng.usf.edu

16. Example 2-Direct Fit Polynomials cont. (b) For the third order polynomial (also called cubic interpolation), we choose the area given by Since we want to find the area at , and we are using a third order polynomial, we need to choose the four points closest to and that also bracket to evaluate it. The four points are (Note: Choosing is equally valid.) http://numericalmethods.eng.usf.edu

17. Example 2-fit Direct Ploynomials cont. such that Writing the four equations in matrix form, we have http://numericalmethods.eng.usf.edu

18. Example 2- Direct Fit polynomials cont. Solving the above four equations gives Hence http://numericalmethods.eng.usf.edu

19. Example 2-Direct Fit Polynomials cont. Figure 3 Graph of area vs. time. http://numericalmethods.eng.usf.edu

20. Example 2- Direct Fit Polynomial cont , The derivative of radius at t=2 is given by Given that http://numericalmethods.eng.usf.edu

21. Lagrange Polynomial In this method, given , one can fit a order Lagrangian polynomial given by where ‘ ’ in stands for the order polynomial that approximates the function given at data points as , and a weighting function that includes a product of terms with terms of omitted. http://numericalmethods.eng.usf.edu

22. Lagrange Polynomial Cont. Then to find the first derivative, one can differentiate once, and so on for other derivatives. For example, the second order Lagrange polynomial passing through is Differentiating equation (2) gives http://numericalmethods.eng.usf.edu

23. Lagrange Polynomial Cont. Differentiating again would give the second derivative as http://numericalmethods.eng.usf.edu

24. Example 3 A new fuel for recreational boats being developed at the local university was tested at an are pond by a team of engineers. The interest is to document the environmental impact of the fuel – how quickly does the slick spread? Table 3 shows the video camera record of the radius of the wave generated by a drop of the fuel that fell into the pond. Using the data (a)Compute the rate at which the radius of the drop was changing at . (b)Estimate the rate at which the area of the contaminant was spreading across the pond at . Table 3 Radius as a function of time. Use second order Lagrangian polynomial interpolation to solve the problem. http://numericalmethods.eng.usf.edu

25. Example 3 Cont. Solution: (a) For second order Lagrangian polynomial interpolation, we choose the radius given by Since we want to find the radius at , and we are using a second order Lagrangian polynomial, we need to choose the three points closest to that also bracket to evaluate it. The three points are Differentiating the above equation gives Hence, http://numericalmethods.eng.usf.edu

26. Example 3 Cont. (b) For second order Lagrangian polynomial interpolation, we choose the area given by http://numericalmethods.eng.usf.edu

27. Example 3 Cont. Since we want to find the area at , and we are using a second order Lagrangian polynomial, we need to choose the three points closest to that also brackets to evaluate it. The three points are Differentiating the above equation gives Hence http://numericalmethods.eng.usf.edu

28. Additional Resources For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit http://numericalmethods.eng.usf.edu/topics/discrete_02dif.html

29. THE END http://numericalmethods.eng.usf.edu