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Lecture 8, Numerical Differentiation

The document discusses numerical differentiation methods in the context of engineering applications, specifically focusing on first and second derivatives with second order accuracy. It includes geometric understanding, examples, and proofs of various derivative formulas using Taylor series. The content is intended for a course (GENG-8030) at the University of Windsor, led by Dr. Hassanzadeh during Winter 2023.

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vileji2030
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10 views20 pages

Lecture 8, Numerical Differentiation

The document discusses numerical differentiation methods in the context of engineering applications, specifically focusing on first and second derivatives with second order accuracy. It includes geometric understanding, examples, and proofs of various derivative formulas using Taylor series. The content is intended for a course (GENG-8030) at the University of Windsor, led by Dr. Hassanzadeh during Winter 2023.

Uploaded by

vileji2030
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Computational Methods and Modeling for

Engineering Applications
(GENG-8030)

Department of Electrical and Computer Engineering,


University of Windsor, ON, Canada,

By:
Dr. Hassanzadeh

Numerical Differentiation

Winter 2023
Derivative at a point
• Geometric understanding
Numerical
Differentiation
x1, x2, x3, …., xn
Y1,y2,y3,…,yn
𝑓 ( 𝑥𝑖 )= 𝑦 𝑖
¿h

𝑦 =¿
order
of

accuracy
Example
Example: Find the first and second derivatives at all points with second order accuracy.
Sometimes order of accuracy is important
For loop to compute for all other points except than first and last
points
Proof of the formulas, using Taylor series:
two pints forward formulas for first derivative

• Proof:
Two point backward formula for first derivative

• Proof:
Drive the following formula
Proof: Two-point central formula for first derivative
proof
proof
proof

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