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    Finite Difference Equations

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    Atoy Valdez
    This document lists and compares several common difference approximations for estimating the first and second derivatives of a function from discrete data points. For the first derivative, it provides six different difference approximations with truncation errors ranging from O(h) to O(h4) and notes whether they are one-sided or two-sided. For the second derivative, it lists five approximations with truncation errors from O(h) to O(h4) and indicates the number of points used. It highlights that the two-sided, three-point approximations are most typically applied in a specific mechanical engineering course.

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    Finite Difference Equations

    Uploaded by

    Atoy Valdez
    10 views1 page
    This document lists and compares several common difference approximations for estimating the first and second derivatives of a function from discrete data points. For the first derivative, it provides six different difference approximations with truncation errors ranging from O(h) to O(h4) and notes whether they are one-sided or two-sided. For the second derivative, it lists five approximations with truncation errors from O(h) to O(h4) and indicates the number of points used. It highlights that the two-sided, three-point approximations are most typically applied in a specific mechanical engineering course.

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    finite equations

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    This document lists and compares several common difference approximations for estimating the first and second derivatives of a function from discrete data points. For the first derivative, it provides six different difference approximations with truncation errors ranging from O(h) to O(h4) and notes whether they are one-sided or two-sided. For the second derivative, it lists five approximations with truncation errors from O(h) to O(h4) and indicates the number of points used. It highlights that the two-sided, three-point approximations are most typically applied in a specific mechanical engineering course.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    10 views1 page

    Finite Difference Equations

    Uploaded by

    Atoy Valdez
    This document lists and compares several common difference approximations for estimating the first and second derivatives of a function from discrete data points. For the first derivative, it provides six different difference approximations with truncation errors ranging from O(h) to O(h4) and notes whether they are one-sided or two-sided. For the second derivative, it lists five approximations with truncation errors from O(h) to O(h4) and indicates the number of points used. It highlights that the two-sided, three-point approximations are most typically applied in a specific mechanical engineering course.

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    Some common dierence approximations

    February 15, 2011

    First derivative at xi , f (xi ): Dierence approximation (fi+1 fi )/h (fi fi1 )/h (3fi + 4fi+1 fi+2 )/2h (3fi 4fi1 + fi2 )/2h (fi+1 fi1 )/2h (fi2 8fi1 + 8fi+1 fi+2 )/12h Truncation error O(h) O(h) O(h2 ) O(h2 ) O(h2 ) O(h4 ) Comments One-sided (forward), two-point One-sided (backward), two-point One-sided (forward), three-point One-sided (backward), three-point *Two-sided, two-point Two-sided, four-point

    Second derivative at xi , f (xi ): Dierence approximation (fi+2 2fi+1 + fi )/h2 (fi 2fi1 + fi2 )/h2 (fi+1 2fi + fi1 )/h2 (fi+3 + 4fi+2 5fi+1 + 2fi )/h2 (fi3 + 4fi2 5fi1 + 2fi )/h2 (fi2 + 16fi1 30fi + 16fi+1 fi+2 )/12h2 Truncation error O(h) O(h) O(h2 ) O(h2 ) O(h2 ) O(h4 ) Comments One-sided (forward), three-point One-sided (backward), three-point *Two-sided, three-point One-sided (forward), four-point One-sided (backward), four-point Two-sided, ve-point

    Starred equations are those that are most typically applied in MecE 390.

    Adapted from K. Nandakumar (ChE 474 course notes, 1997) and http://reference.wolfram.com/mathematica/tutorial/NDSolvePDE.html

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