Scribd
Upload
14 views21 pages

Lesson 10 Num Sol

This lesson focuses on numerical differentiation, specifically the finite divided-difference method for estimating derivatives and constructing polynomial interpolations. It compares various methods such as forward, backward, and central differences, highlighting their accuracy and application to discrete data points. The lesson also discusses the implications of using these methods for both known and unknown functions.

Uploaded by

jasoncarmelo.sayson
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
14 views21 pages

Lesson 10 Num Sol

This lesson focuses on numerical differentiation, specifically the finite divided-difference method for estimating derivatives and constructing polynomial interpolations. It compares various methods such as forward, backward, and central differences, highlighting their accuracy and application to discrete data points. The lesson also discusses the implications of using these methods for both known and unknown functions.

Uploaded by

jasoncarmelo.sayson
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 21

Lesson 10

Numerical Differentiation
Prepared by Engr. Kenneth Ryan Llorera
Objectives


Perform Numerical Differentiation

Compare Analytical Differentiation to Numerical Differentiation
Finite Divided-Difference
We have already introduced the notion of numerical differentiation
in the previous lesson. Recall that we employed Taylor series expansions to
•

derive finite-divided-difference approximations of derivatives. We developed


forward, backward, and centered difference approximations of first and
higher derivatives. Recall that, at best, these estimates had errors that
were —that is, their errors were proportional to the square of the step size.
This level of accuracy is due to the number of terms of the Taylor series
that were retained during the derivation of these formulas. We will now
illustrate how to develop more accurate formulas by retaining more terms
•
The divided difference between two points and of a function

•
From the Taylor Expansion
Finite Divided-Difference Method
The finite divided-difference method is a technique used in
numerical analysis for estimating derivatives, constructing polynomial
•

interpolations, and solving differential equations based on discrete data


points. This method relies on the concept of "divided differences," which
calculate differences between function values at specified intervals. Divided
differences are particularly useful when dealing with unequal or non-
uniformly spaced points.
•
2nd order divided difference

•
General formula for higher order divided difference
Finite Divided Difference vs Unknown
Function
Suppose we have discrete data points for a function at , and we
want to estimate the second derivative of 𝑓(𝑥) at , given that;
•

First, get the first derivatives (1,2),


(2,3),(3,4)
𝑓 ( 2 ) − 𝑓 ( 1) 3
𝑓 [ 1 ,2 ]= = =3
Then get the finite divided difference
2 −1 1

between the (1,2) and (2,3) then (2,3)


𝑓 ( 3) − 𝑓 ( 2) 5
𝑓 [ 2 , 3 ] = = =5
and (3,4)
3 −2 1
𝑓 ( 𝑥 0 +h ) − 𝑓 ( 𝑥𝑓0 )[ 3 , 4 ] = 𝑓 ( 4 ) − 𝑓 ( 3 ) = 7 = 7
𝑓 [ 𝑥 0 , 𝑥1 ] = 4 −3 1
h
There might be more efficient way to
solve this, aside from sticking to a
general formula
Finite Divided Difference Methods
In order to solve this, we might consider the types of Finite Divided
Difference Method. Let us see the variations of finite divided difference
•

method.

 Forward Difference Method: This method uses the function value at the
current point and the next point to estimate the derivative. The forward
difference formula for the first derivative is:

 Backward Difference Method: This method uses the function value at the
current point and the previous point to estimate the derivative. The
backward difference formula for the first derivative is
Finite Divided Difference Methods
In order to solve this, we might consider the types of Finite Divided
Difference Method. Let us see the variations of finite divided difference
•

method.

 Central Difference Method: The central difference method is often more


accurate than the forward and backward methods because it uses
function values at both the points ahead and behind the current point.
The first derivative is approximated as:
Finite Divided Difference vs Unknown
Function
•
Let us tabulate what we have in the function

1
2
3
4

•
As we can see, the data is enough to perform all three finite divided
Finite Divided Difference Methods
Finite Divided Difference vs Unknown
Function
•
Let us tabulate again what we have in the function

1
reference 2
3
4

•
If we take a closer look, only central and forward difference method
Finite Divided Difference vs Unknown
Function
•
What if a 5th data was given to us

1
2
reference 3
4
5 25
Finite Divided Difference vs Unknown
Function
•
What if a 5th data was given to us

0
1
reference 2
3
4
Forward Difference Method
Suppose we have discrete data points for a function at , and we
want to estimate the second derivative of 𝑓(𝑥) at , given that;
•

•
Backward Difference Method
Suppose we have discrete data points for a function at , and we
want to estimate the second derivative of 𝑓(𝑥) at , given that;
•

•
Central Difference Method
Suppose we have discrete data points for a function at , and we
want to estimate the second derivative of 𝑓(𝑥) at , given that;
•

And obviously, these methods gave the same answers. But


the problem with unknown functions is we cannot check whether
we got the correct answer or not. If we try relying on our
observation, the function follows

with equal to 2
Finite Divided Difference vs Known
Function
Using our finite divided difference formula, we have to predict the
derivative and second derivative of the function when for a stepping size
•

First, because we already know our reference , we should just compute


the previous 2 and the next 2 values. Use exact values instead of what is
shown

Using differentiation, we know that


Forward Difference vs Known Function
Using our finite divided difference formula, we have to predict the
derivative and second derivative of the function when for a stepping size
•
Backward Difference vs Known Function
Using our finite divided difference formula, we have to predict the
derivative and second derivative of the function when for a stepping size
•
Central Difference vs Known Function
Using our finite divided difference formula, we have to predict the
derivative and second derivative of the function when for a stepping size
•
Finite Divided Difference vs Known
Function
Using our finite divided difference formula, we have to predict the
derivative and second derivative of the function when for a stepping size
•

Using differentiation, we know that


Finite Divided Difference vs Known
Function
Using our finite divided difference formula, we have to predict the
derivative and second derivative of the function when for a stepping size
•

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy