Ch.5NumericalDifferentiationandIntegration.pptVIP

Ch. 5 Numerical Differentiation and Integration;Numerical Differentiation;We construct the first Lagrange interpolating polynomial P1(x) for f determined by x0 and x1, with its error term:;This formula is known as the forward-difference formula if h0 and the backward-difference formula if h0.;and the second derivative formula;Three-Point Formulas;Hence, from the equation;and from the expression;Three-Point Formulas;Elements of Numerical Integration;and its truncation error over [a, b] to obtain;Trapezoidal Rule (using first Lagrange polynomials, 2 points, 1 interval):;Simpson’s 3/8 Rule (usi