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  • First Derivative: Difference Type Formula Truncation Error

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    This document outlines different numerical methods for approximating the first, second, third, and fourth derivatives of functions. For each derivative, it lists the type of difference formula used (e.g. forward, backward, central), the formula, and the order of the truncation error. A variety of formulas are presented using different point stencils like two-point, three-point, etc to approximate each successive derivative.

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    Finite Difference Formula

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    This document outlines different numerical methods for approximating the first, second, third, and fourth derivatives of functions. For each derivative, it lists the type of difference formula used (e.g. forward, backward, central), the formula, and the order of the truncation error. A variety of formulas are presented using different point stencils like two-point, three-point, etc to approximate each successive derivative.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    19 views4 pages

    First Derivative: Difference Type Formula Truncation Error

    Uploaded by

    Will ok
    This document outlines different numerical methods for approximating the first, second, third, and fourth derivatives of functions. For each derivative, it lists the type of difference formula used (e.g. forward, backward, central), the formula, and the order of the truncation error. A variety of formulas are presented using different point stencils like two-point, three-point, etc to approximate each successive derivative.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 4

    First derivative

    Difference Truncation
    Formula
    Type Error
    Two-point
    forward
    Two-point
    backward
    Two-point 𝟐
    central
    Three-point 𝟐
    forward
    Three-point 𝟐
    backward
    Four-point 𝟒
    central
    Second derivative
    Difference Truncation
    Type
    Formula Error

    Three-point
    𝑶(𝒉)
    forward

    Three-point
    𝑶(𝒉)
    backward

    Three-point
    𝑶(𝒉𝟐 )
    central

    Four-point
    𝑶(𝒉𝟐 )
    forward

    Four-point
    𝑶(𝒉𝟐 )
    backward

    Five-point
    𝑶(𝒉𝟒 )
    central
    Third derivative
    Difference Truncation
    Formula
    Type Error

    Four-point 𝑓 𝑥 − 3𝑓 𝑥 + 3𝑓 𝑥 − 𝑓(𝑥 )
    forward 𝑓( )
    𝑥 = 𝑶(𝒉)
    ℎ

    Four-point 𝑓 𝑥 − 3𝑓 𝑥 + 3𝑓 𝑥 − 𝑓(𝑥 )
    backward 𝑓( )
    𝑥 = 𝑶(𝒉)
    ℎ

    𝑓 𝑥 − 2𝑓 𝑥 + 2𝑓 𝑥 − 𝑓(𝑥 )
    Four-point central 𝑓( )
    𝑥 = 𝑶(𝒉𝟐 )
    2ℎ

    −3𝑓 𝑥 + 14𝑓 𝑥 − 24𝑓 𝑥 + 18𝑓 𝑥 − 5𝑓(𝑥 )


    Five-point forward 𝑓( )
    𝑥 = 𝑶(𝒉𝟐 )
    2ℎ

    Five-point 5𝑓 𝑥 − 18𝑓 𝑥 + 24𝑓 𝑥 − 14𝑓 𝑥 + 3𝑓(𝑥 )


    backward 𝑓( )
    𝑥 = 𝑶(𝒉𝟐 )
    2ℎ
    𝑓( )
    𝑥
    Six-point central −𝑓 𝑥 + 8𝑓 𝑥 − 13𝑓 𝑥 + 13𝑓 𝑥 − 8𝑓 𝑥 +𝑓 𝑥 𝑶(𝒉𝟒 )
    =
    8ℎ
    Fourth derivative
    Difference Truncation
    Formula
    Type Error

    𝑓 𝑥 − 4𝑓 𝑥 + 6𝑓 𝑥 − 4𝑓 𝑥 + 𝑓(𝑥 )
    Five-point forward 𝑓( )
    𝑥 = 𝑶(𝒉)
    ℎ

    Five-point 𝑓 𝑥 − 4𝑓 𝑥 + 6𝑓 𝑥 − 4𝑓 𝑥 + 𝑓(𝑥 )
    backward 𝑓( )
    𝑥 = 𝑶(𝒉)
    ℎ

    𝑓 𝑥 − 4𝑓 𝑥 + 6𝑓 𝑥 − 4𝑓 𝑥 + 𝑓(𝑥 )
    Five-point central 𝑓( )
    𝑥 = 𝑶(𝒉𝟐 )
    ℎ

    −2𝑓 𝑥 + 11𝑓 𝑥 − 24𝑓 𝑥 + 26𝑓 𝑥 − 14𝑓 𝑥 + 3𝑓(𝑥 )


    Six-point forward 𝑓( ) 𝑥 = 𝑶(𝒉𝟐 )
    ℎ

    Six-point 3𝑓 𝑥 − 14𝑓 𝑥 + 26𝑓 𝑥 − 24𝑓 𝑥 + 11𝑓 𝑥 − 2𝑓(𝑥 )


    backward 𝑓( ) 𝑥 = 𝑶(𝒉𝟐 )
    ℎ

    𝑓( )
    𝑥
    Seven-point
    central −𝑓 𝑥 + 12𝑓 𝑥 + 39𝑓 𝑥 + 56𝑓 𝑥 − 39𝑓 𝑥 + 12𝑓 𝑥 +𝑓 𝑥 𝑶(𝒉𝟒 )
    =
    6ℎ

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