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Numerical Differentiation

The document discusses numerical differentiation, highlighting its necessity when dealing with complex functions or discrete data points. It provides formulas for calculating the first and second derivatives using forward, backward, and centered finite-difference methods, along with their respective error orders. The content is aimed at a weekend batch of students under the instruction of Sadia Tasnim, Lecturer in EEE at PU.

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md ibrahim hossain
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15 views4 pages

Numerical Differentiation

The document discusses numerical differentiation, highlighting its necessity when dealing with complex functions or discrete data points. It provides formulas for calculating the first and second derivatives using forward, backward, and centered finite-difference methods, along with their respective error orders. The content is aimed at a weekend batch of students under the instruction of Sadia Tasnim, Lecturer in EEE at PU.

Uploaded by

md ibrahim hossain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Numerical Differentiation

Instructor- Sadia Tasnim


Lecturer, EEE, PU

For Weekend Batch 1


Numerical Differentiation
Why do we require numerical differentiation?
- When the function 𝑓(𝑥) is too complicated to perform
differentiation.
- When we only have discrete data points but no exact function
𝑓(𝑥) .

For Weekend Batch 2


Numerical Differentiation
• To find 1st derivative of 𝑓 𝑥 :

Type Formula Error order

Forward finite-divided- 𝑓 𝑥𝑖+1 − 𝑓 𝑥𝑖 𝑂(ℎ)


difference 𝑓 ′ 𝑥𝑖 =
ℎ

Backward finite-divided- 𝑓 𝑥𝑖 − 𝑓 𝑥𝑖−1 𝑂(ℎ)


difference 𝑓′ 𝑥𝑖 =
ℎ

Centered finite-divided- 𝑓 𝑥𝑖+1 − 𝑓 𝑥𝑖−1 𝑂(ℎ2 )


difference 𝑓′ 𝑥𝑖 =
2ℎ

For Weekend Batch 3


Numerical Differentiation
• To find 2nd derivative of 𝑓 𝑥 :

Type Formula Error order

Forward finite-divided- 𝑓 𝑥𝑖+2 − 2𝑓 𝑥𝑖+1 + 𝑓(𝑥𝑖 ) 𝑂(ℎ)


difference 𝑓 " 𝑥𝑖 =
ℎ2

Backward finite-divided- 𝑓 𝑥𝑖 − 2𝑓 𝑥𝑖−1 + 𝑓(𝑥𝑖−2 ) 𝑂(ℎ)


difference 𝑓" 𝑥𝑖 =
ℎ2

Centered finite-divided- 𝑓 𝑥𝑖+1 − 2𝑓 𝑥𝑖 + 𝑓(𝑥𝑖−1 ) 𝑂(ℎ2 )


difference 𝑓" 𝑥𝑖 =
ℎ2

For Weekend Batch 4

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