Numerical Differentiation Numerical Differentiation Finite Difference Numerical Differentiation
- Slides: 31
Numerical Differentiation •
Numerical Differentiation: Finite Difference •
Numerical Differentiation: Finite Difference •
Numerical Differentiation: Finite Difference •
Numerical Differentiation: Finite Difference •
Truncation Error Analysis: First Derivative •
Truncation Error Analysis: First Derivative •
Truncation Error Analysis: Second Derivative •
Truncation Error Analysis: Non-Uniform Grid •
Numerical Differentiation: Finite Difference •
General Technique for Construction of Finite Difference Scheme of Arbitrary Order • Method of Undetermined Coefficients
General Technique for Construction of Finite Difference Scheme of Arbitrary Order: Example •
General Technique for Construction of Finite Difference Scheme of Arbitrary Order: Example •
General Technique for Construction of Finite Difference Scheme of Arbitrary Order: Example •
General Technique for Construction of Finite Difference Scheme of Arbitrary Order: Example • LHS RHS RHS
Forward Finite Difference Schemes of Arbitrary Orders
Backward Finite Difference Schemes of Arbitrary Orders
Central Finite Difference Schemes of Arbitrary Orders
Richardson’s Extrapolation •
Richardson’s Extrapolation • Combine terms to result in derivative estimates of TE O(h 2)
Richardson’s Extrapolation • Combine terms to result in derivative estimates of TE O(h 3)
Richardson’s Extrapolation •
Richardson’s Extrapolation •
Richardson’s Extrapolation •
Richardson’s Extrapolation •
Richardson’s Extrapolation •
Partial Derivatives •
Partial Derivatives •
Tutorial 10 Problem 2 Sol: