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διαφορικη Mε central difference equation
διαφορικη Mε central difference equation
διαφορικη Mε central difference equation
διαφορικη Mε central difference equation
διαφορικη Mε central difference equation
διαφορικη Mε central difference equation

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Table of contents

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

When analytical dierentiation is dicult or not possible. When the function is specied as a set of discrete points. To solve dierential equations numerically. (Chap 8-9)

Approaches

Finite dierence approximation (Sec 6.2-3) Dierentiating analytically after curve tting (Sec 6.6)

Higher-order formula Curve tting

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

f (a) = lim f (a + h) f (a) f (a) f (a h) = lim h0 h0 h h f (a + h) f (a h) = lim h0 2h

=

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

When the points are equally spaced : xi+1 = xi + h f (xi+1 ) = f (xi ) + f (xi )h + f (xi ) 2 f (xi ) 3 f (4) (xi ) 4 h + h + h + ... 2! 3! 4! f ( ) 2 = f (xi ) + f (xi )h + h (xi < < xi+1 ) 2! f (xi+1 ) f (xi ) f ( ) f (xi ) = h h 2! f (xi+1 ) f (xi ) f (xi ) = + O(h) h

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

Three-point central dierence formula f (xi ) = f (xi1 ) 2f (xi ) + f (xi+1 ) + O(h2 ) h2

f (xi ) = f (xi2 ) + 16f (xi1 ) 30f (xi ) + 16f (xi+1 ) f (xi+2 ) + O(h4 ) 12h2

Example 6-4 (p.246) h three-point central dierence truncation error 0.2 0.1 0.0028820 0.000724

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 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 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 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 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 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 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

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