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Umerical: Ifferentiation

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18 views54 pages

Umerical: Ifferentiation

Uploaded by

leekaify
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Numerical

Differentiation
PRESENTED BY: GISON, HIDALGO, YANSON
review:

Graphical Representation of a
Derivative
review:

Derivative
- Represents the rate of change of
a dependent variable with respect
to an independent variable
review:
Second derivative
-How fast the slope is changing
-Commonly called the Curvature
-High value for the second
derivative means high curvature
review:
Partial derivatives
-Can be thought of as taking the
derivative of the function at a point
with all but one variable held
constant.
Derivatives in engineering
approximations of the first
derivative

FORWARD BACKWARD CENTERED


FINITE-
DIFFERENCE
EXAMPLE PROBLEM USING Finite-
Difference Approximations of
Derivatives:
EXAMPLE PROBLEM USING Finite-
Difference Approximations of
Derivatives:
EXAMPLE PROBLEM USING Finite-
Difference Approximations of
Derivatives:
EXAMPLE PROBLEM USING Finite-
Difference Approximations of
Derivatives:
EXAMPLE PROBLEM USING Finite-
Difference Approximations of
Derivatives:
EXAMPLE PROBLEM USING Finite-Difference
Approximations of Derivatives:
High-Accuracy Differentiation
Formulas: FORWARD
Forward finite-difference
formulas: two versions are
presented for each derivative.
The latter version
incorporates more terms of
the Taylor series expansion
and is, consequently, more
accurate.
High-Accuracy Differentiation
Formulas: Backward

Backward finite-difference
formulas: two versions are
presented for each derivative.
The latter
version incorporates more
terms of the Taylor series
expansion and is,
consequently, more accurate
High-Accuracy Differentiation
Formulas: centered

Centered finite-difference
formulas: two versions are
presented for each derivative.
The latter
version incorporates more
terms of the Taylor series
expansion and is,
consequently, more
accurate.
EXAMPLE PROBLEM USING High-Accuracy
Differentiation FormulaS:
EXAMPLE PROBLEM USING High-Accuracy
Differentiation FormulaS:
EXAMPLE PROBLEM USING High-Accuracy
Differentiation FormulaS:
EXAMPLE PROBLEM USING High-Accuracy
Differentiation FormulaS:
EXAMPLE PROBLEM USING High-Accuracy
Differentiation FormulaS:
RICHARDSON EXTRAPOLATION
To this point, we have seen that there are two ways to improve
derivative estimates when employing finite differences:

Decrease the step size

Use a higher-order formula that employs more points.

Richardson Extrapolation, uses two derivative estimates to


compute a third, more accurate, approximation.
RICHARDSON EXTRAPOLATION
EXAMPLE PROBLEM USING Richardson
Extrapolation:
EXAMPLE PROBLEM USING Richardson
Extrapolation:
EXAMPLE PROBLEM USING Richardson
Extrapolation:
DERIVATIVES OF UNEQUALLY
SPACED DATA

Lagrange interpolating polynomial


Real-life data from
can handle nonequispaced data.
experiments/field studies often
have uneven intervals, making
them unsuitable for the
aforementioned rechniques.
DERIVATIVES OF UNEQUALLY
SPACED DATA
DERIVATIVES OF UNEQUALLY
SPACED DATA
DERIVATIVES AND INTEGRALS
FOR DATA WITH ERRORS
DERIVATIVES OF UNEQUALLY
SPACED DATA

The error amplification occurs because differentiation is


subtractive. Hence, random positive and negative errors
tend to add. In contrast, the fact that integration is a
summing process makes it very forgiving with regard to
uncertain data. In essence, as points are summed to form
an integral, random positive and negative errors cancel
out.
DERIVATIVES OF UNEQUALLY
SPACED DATA

Primary approach for determining derivatives for imprecise data:


the primary approach for determining derivatives for imprecise
data is to use least-squares regression to fit a smooth,
differentiable function to the data.Lower-order polynomial
regression is often a good first try.
True functional relationship should guide the least-squares fit:
If we know the true relationship between our variables, we
should use that to guide our curve fitting process. This gives us
the best results.
Partial derivatives
Partial derivatives
Partial derivatives
Partial derivatives
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab
Numerical Differentiation
with matlab

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