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    7/22/2011 http://numericalmethods.eng.usf.edu 1

    Backward Divided Difference

    Major: All Engineering Majors

    Authors: Autar Kaw, Sri Harsha Garapati

    http://numericalmethods.eng.usf.eduTransforming Numerical Methods Education for STEM

    Undergraduates

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    Backward DividedDifference

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    Definition

    ix

    ix

    .

    x

    xxfxf

    x

    xf

    (

    (

    p(

    !d

    0

    lim

    Slope at

    f(x)

    y

    x

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    Backward Divided Difference

    xx (x

    x

    x

    xxfxfxf

    (

    ($d

    x

    xxfxfxf iii

    (

    ($d

    )(xf

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    ExampleExample:

    The velocity of a rocket is given by

    300,8.921001014

    10

    14ln2000

    4

    4

    ee

    v v!tt

    ttR

    where R given in m/s and t is given in seconds. Use backward difference approximation

    Of the first derivative of t to calculate the acceleration at .16st! Use a step size of.2st!(

    t

    ttta

    iii

    (

    1RRSolution:

    16!it

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    2 !t

    ttt ii (!1 14216 !!

    2

    141616

    RR !a

    168.91621001014

    1014ln200016

    4

    4

    v

    v!R sm /07.392!

    148.91421001014

    1014ln200014

    4

    4

    v

    v!R sm /24.334!

    Example (contd.)

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    Hence

    The exact value of 16a can be calculated by differentiating

    tt

    t 8.921001014

    1014ln2000

    4

    4

    v

    v!R

    as

    Example (contd.)

    2/915.2

    824.334

    07.392

    2

    )14()16(16 sa !!

    !

    RR

    ? A

    2/674.29)16(

    3200

    4.294040)()(

    sma

    t

    tt

    dt

    dta

    !

    !! R

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    The absolute relative true error is

    Example (contd.)

    100v

    !TrueValue

    eValueApproximatTrueValuet

    I

    %557.2

    100674.29

    915.28674.29

    !

    v

    !

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    Effect Of Step Sizex

    exf 49)( !Value of )2.0('f Using backward Divided difference method.

    h )2.0(

    f aE aI % S g f ca tdigits

    tE

    tI %

    0.05 72.61598 7.50 49 9. 65 77

    0.025 76.24 76 .627777 4.758129 1 .87571 4.8 7418

    0.0125 78.14946 1.905697 2.4 8529 1 1.97002 2.458849

    0.00625 79.12627 0.976817 1.2 4504 1 0.99 20 1.2 9648

    0.00 125 79.62081 0.4945 0.62111 1 0.49867 0.622404

    0.00156 79.86962 0.248814 0. 11525 2 0.24985 0. 1185

    0.000781 79.99442 0.124796 0.156006 2 0.12506 0.156087

    0.000 91 80.05691 0.062496 0.078064 2 0.06256 0.078084

    0.000195 80.08818 0.0 1272 0.0 9047 0.0 129 0.0 9052

    9.77E-05 80.10 8 0.015642 0.019527 0.01565 0.019529

    4.88E-05 80.11165 0.00782 0.009765 0.00782 0.009765

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    Effect of Step Size in Backward

    Divided Difference Method

    75

    85

    95

    1 3 5 7 9 11

    Number of times the step size is halved, n

    f'(0.2

    Initial step size=0.05

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    Effect of Step Size on

    Approximate Error

    0

    1

    2

    3

    4

    1 3 5 7 9 11

    Number of steps involved, n

    Ea

    Initial step size=0.05

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    Effect of Step Size on Absolute

    Relative Approximate Error

    0

    1

    2

    3

    4

    5

    0 1 2 3 4 5 6 7 8 9 10 11 12

    Number of steps involved, n

    |Ea

    |,

    Initial step size=0.05

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    Effect of Step Size on LeastNumber of Significant Digits

    Correct

    0

    0.5

    1

    1.5

    2

    2.5

    3

    3.5

    1 2 3 4 5 6 7 8 9 10 11

    Number of steps involved, n

    Leastn

    umberofsignific

    an

    digitscorrect

    Initial step size=0.05

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    Effect of Step Size on True Error

    0

    12

    3

    4

    5

    6

    7

    8

    0 2 4 6 8 10 12

    Number of steps involved, n

    Et

    Initial step size=0.05

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    Effect of Step Size on Absolute

    Relative True Error

    0

    1

    2

    3

    4

    5

    6

    7

    8

    9

    10

    1 2 3 4 5 6 7 8 9 10 11

    Number of steps involved, n

    |Et|

    %

    Initial step size=0.05

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    Additional ResourcesFor all resources on this topic such as digital audiovisuallectures, primers, textbook chapters, multiple-choice

    tests, worksheets in MATLAB, MATHEMATICA, MathCadand MAPLE, blogs, related physical problems, pleasevisit

    http://numericalmethods.eng.usf.edu/topics/continuous

    _02dif.html

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    THE END

    http://numericalmethods.eng.usf.edu