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First Derivative: Difference Type Formula Truncation Error

This document outlines different numerical methods for approximating the first, second, third, and fourth derivatives of functions. For each derivative, it lists the type of difference formula used (e.g. forward, backward, central), the formula, and the order of the truncation error. A variety of formulas are presented using different point stencils like two-point, three-point, etc to approximate each successive derivative.

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40 views

First Derivative: Difference Type Formula Truncation Error

This document outlines different numerical methods for approximating the first, second, third, and fourth derivatives of functions. For each derivative, it lists the type of difference formula used (e.g. forward, backward, central), the formula, and the order of the truncation error. A variety of formulas are presented using different point stencils like two-point, three-point, etc to approximate each successive derivative.

Uploaded by

Will ok
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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First derivative

Difference Truncation
Formula
Type Error
Two-point
forward
Two-point
backward
Two-point 𝟐
central
Three-point 𝟐
forward
Three-point 𝟐
backward
Four-point 𝟒
central
Second derivative
Difference Truncation
Type
Formula Error

Three-point
𝑶(𝒉)
forward

Three-point
𝑶(𝒉)
backward

Three-point
𝑶(𝒉𝟐 )
central

Four-point
𝑶(𝒉𝟐 )
forward

Four-point
𝑶(𝒉𝟐 )
backward

Five-point
𝑶(𝒉𝟒 )
central
Third derivative
Difference Truncation
Formula
Type Error

Four-point 𝑓 𝑥 − 3𝑓 𝑥 + 3𝑓 𝑥 − 𝑓(𝑥 )
forward 𝑓( )
𝑥 = 𝑶(𝒉)
ℎ

Four-point 𝑓 𝑥 − 3𝑓 𝑥 + 3𝑓 𝑥 − 𝑓(𝑥 )
backward 𝑓( )
𝑥 = 𝑶(𝒉)
ℎ

𝑓 𝑥 − 2𝑓 𝑥 + 2𝑓 𝑥 − 𝑓(𝑥 )
Four-point central 𝑓( )
𝑥 = 𝑶(𝒉𝟐 )
2ℎ

−3𝑓 𝑥 + 14𝑓 𝑥 − 24𝑓 𝑥 + 18𝑓 𝑥 − 5𝑓(𝑥 )


Five-point forward 𝑓( )
𝑥 = 𝑶(𝒉𝟐 )
2ℎ

Five-point 5𝑓 𝑥 − 18𝑓 𝑥 + 24𝑓 𝑥 − 14𝑓 𝑥 + 3𝑓(𝑥 )


backward 𝑓( )
𝑥 = 𝑶(𝒉𝟐 )
2ℎ
𝑓( )
𝑥
Six-point central −𝑓 𝑥 + 8𝑓 𝑥 − 13𝑓 𝑥 + 13𝑓 𝑥 − 8𝑓 𝑥 +𝑓 𝑥 𝑶(𝒉𝟒 )
=
8ℎ
Fourth derivative
Difference Truncation
Formula
Type Error

𝑓 𝑥 − 4𝑓 𝑥 + 6𝑓 𝑥 − 4𝑓 𝑥 + 𝑓(𝑥 )
Five-point forward 𝑓( )
𝑥 = 𝑶(𝒉)
ℎ

Five-point 𝑓 𝑥 − 4𝑓 𝑥 + 6𝑓 𝑥 − 4𝑓 𝑥 + 𝑓(𝑥 )
backward 𝑓( )
𝑥 = 𝑶(𝒉)
ℎ

𝑓 𝑥 − 4𝑓 𝑥 + 6𝑓 𝑥 − 4𝑓 𝑥 + 𝑓(𝑥 )
Five-point central 𝑓( )
𝑥 = 𝑶(𝒉𝟐 )
ℎ

−2𝑓 𝑥 + 11𝑓 𝑥 − 24𝑓 𝑥 + 26𝑓 𝑥 − 14𝑓 𝑥 + 3𝑓(𝑥 )


Six-point forward 𝑓( ) 𝑥 = 𝑶(𝒉𝟐 )
ℎ

Six-point 3𝑓 𝑥 − 14𝑓 𝑥 + 26𝑓 𝑥 − 24𝑓 𝑥 + 11𝑓 𝑥 − 2𝑓(𝑥 )


backward 𝑓( ) 𝑥 = 𝑶(𝒉𝟐 )
ℎ

𝑓( )
𝑥
Seven-point
central −𝑓 𝑥 + 12𝑓 𝑥 + 39𝑓 𝑥 + 56𝑓 𝑥 − 39𝑓 𝑥 + 12𝑓 𝑥 +𝑓 𝑥 𝑶(𝒉𝟒 )
=
6ℎ

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