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Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Background
Approaches
Finite dierence approximation (Sec 6.2-3) Dierentiating analytically after curve tting (Sec 6.6)
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
=
x=xi
=
x=xi
f (xi ) f (xi1 ) x i x i 1
=
x=xi
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Two-point backward dierence formula for rst derivative f (xi ) = f (xi ) f (xi1 ) + O(h) h
Two-point central dierence formula for rst derivative f (xi ) = More accurate f (xi+1 ) f (xi1 ) + O(h2 ) 2h
Three-Point Forward and Backward Dierence Formulas for the First Derivative
Central dierence formula is more accurate, but can be used only for the interior points. Forward and backward formulas can be used for the rst and last points respectively, but are less accurate. More accurate formula for the rst and last points? Three-point forward dierence (for the rst point) f (xi ) = 3f (xi ) + 4f (xi+1 ) f (xi+2 ) + O(h2 ) 2h
Three-point backward dierence (for the last point) f (xi ) = f (xi2 ) 4f (xi1 ) + 3f (xi ) + O(h2 ) 2h
Example 6-1 (p.237) h forward dierence backward dierence central dierence Example 6-3 (p.244) h three-point forward dierence truncation error 1 0.25 2 0.125 truncation error 1 0.25 10 8 1 2.3125 2.1875 0.0625
Example 6-4 (p.246) h three-point central dierence truncation error 0.2 0.1 0.0028820 0.000724
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation
Outline
Background Finite Dierence Approximation of the Derivative Finite Dierence Formulas Using Taylor Series Expansion Summary of Finite Dierence Formulas for Numerical Dierentiation Dierentiation Formulas Using Lagrange Polynomials Dierentiation Using Curve Fitting Use of MATLAB Built-In Functions for Numerical Dierentiation Richardsons Extrapolation Error in Numerical Dierentiation Numerical Partial Dierentiation