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Lecture 7 Numerical Differentiation

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Marc Lawrence Tiglao I
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Lecture 7 Numerical Differentiation

Uploaded by

Marc Lawrence Tiglao I
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Republic of the Philippines

CAMARINES NORTE STATE COLLEGE


F. Pimentel Avenue, Brgy. 2, Daet, Camarines Norte – 4600, Philippines

College of Engineering
Lecture 07 - Numerical Differentiation

Lecture Objectives:
At the end of this topic the students should be able to:
 Understand the application of high-accuracy numerical differentiation
formulas for equispaced data.
 Know how to evaluate derivatives for unequally spaced data
 Understand how Richardson extrapolation is applied for numerical
differentiation.

Differentiation - is a method of finding the derivative of a function.


- is a process where the instantaneous rate of change is obtained in a function based
on one of its variables
Derivative - represents the rate of change of a dependent variable with respect to an
independent variable
Graphical Definition of a Derivative

The graphical definition of a derivative: as Δx approaches zero in going from (a) to (c), the
difference approximation becomes a derivative.

The mathematical definition of the derivative begins with a difference approximation:

1
EE 103: Numerical Methods and Analysis
Republic of the Philippines
CAMARINES NORTE STATE COLLEGE
F. Pimentel Avenue, Brgy. 2, Daet, Camarines Norte – 4600, Philippines

College of Engineering
where y and f(x) are alternative representatives for the dependent variable and x is the
independent variable. If Δx is allowed to approach zero, as occurs in moving from a to c, the
difference becomes a derivative:

where dy∕dx [which can also be designated as y′ or f′(xi)] is the first derivative of y with
respect to x evaluated at xi.
The second derivative represents the derivative of the first derivative,

Thus, the second derivative tells us how fast the slope is changing. It is commonly referred
to as the curvature, because a high value for the second derivative means high curvature.

Numerical Differentiation - is the process of finding the numerical value of a derivative of a


given function at a given point
Finite difference representation:

or
where h is called the step size—that is, the length of the interval over which the
approximation is made, xi+1 − xi.

Graphical depiction of (a) forward, (b) backward, and (c) centered finite-difference
approximations of the first derivative.

2
EE 103: Numerical Methods and Analysis
Republic of the Philippines
CAMARINES NORTE STATE COLLEGE
F. Pimentel Avenue, Brgy. 2, Daet, Camarines Norte – 4600, Philippines

College of Engineering

 Finite Difference Formulas


a. Forward Difference

where h is called the


step size—that is, the length of the interval over which the approximation is made;
and O(h) is the error

b. Backward Difference

c. Centered Difference

3
EE 103: Numerical Methods and Analysis
Republic of the Philippines
CAMARINES NORTE STATE COLLEGE
F. Pimentel Avenue, Brgy. 2, Daet, Camarines Norte – 4600, Philippines

College of Engineering
Example: Use forward and backward difference approximations of O(h) and a centered difference
approximation of O(h2) to estimate the first derivative of ( ) at x = 3 with h = 0.25. Repeat the
computation using h = 0.125. (note: the true value can be determined by getting the derivative of the given
equation)

Solution: for h = 0.25


( )
( )
( )

Using forward difference:


( )
Backward difference:
( )
Centered difference

( )

for h = 0.125

Example 2: Find the estimate of the first derivative of the function

when x = 0.4 at h= 0.4. Compare the result with the exact solution.

4
EE 103: Numerical Methods and Analysis

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