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  • Part 16 - Numerical Differentiation

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    EL NoLife
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    This document discusses numerical differentiation techniques including forward, backward, and centered divided differences. Forward divided difference uses values to the right of the point and is truncated but more accurate than backward divided difference which uses values to the left and is also truncated. Centered divided difference uses values on both sides and is the most accurate but requires evaluating the function an extra time. The document provides an example to estimate the derivative of a function at x=0.5 using these techniques with step sizes of h=0.5 and h=0.25.

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    Part 16_Numerical Differentiation (2)

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    This document discusses numerical differentiation techniques including forward, backward, and centered divided differences. Forward divided difference uses values to the right of the point and is truncated but more accurate than backward divided difference which uses values to the left and is also truncated. Centered divided difference uses values on both sides and is the most accurate but requires evaluating the function an extra time. The document provides an example to estimate the derivative of a function at x=0.5 using these techniques with step sizes of h=0.5 and h=0.25.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pptx, pdf, or txt
    9 views9 pages

    Part 16 - Numerical Differentiation

    Uploaded by

    EL NoLife
    This document discusses numerical differentiation techniques including forward, backward, and centered divided differences. Forward divided difference uses values to the right of the point and is truncated but more accurate than backward divided difference which uses values to the left and is also truncated. Centered divided difference uses values on both sides and is the most accurate but requires evaluating the function an extra time. The document provides an example to estimate the derivative of a function at x=0.5 using these techniques with step sizes of h=0.5 and h=0.25.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pptx, pdf, or txt
    of 9

    Numerical Differentiation

    Forward Divided Difference

    truncated

    more accurate

    truncated

    more accurate
    Backward Divided Difference

    truncated

    more accurate

    3
    Centered Divided Difference

    truncated

    more accurate

    4 4
    Example
    • Estimate the derivative of the function at xi=0.5 using Numerical Differentiation at h=0.5 and improve the
    estimates using h=0.25

    • Classical Method

    • at xi=1

    5
    FDD

    6
    7
    BDD

    8
    CDD

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