Numerical differentiation: Consider a smooth function f(r). The central difference approxima- tion to the first derivative for small h> 0 is Def(x) while f'(x) = Def(x) + Ch² for some constant C that depends on f". Discarding the error term we have f'(a) Def(x). Similarly we define the forward difference approximation to the first derivative for small à as f(a+h)-f(x-h) 2h Djf(x)= and the backward difference approximation 1. P f(r+h)-f(r) h Dbf(x)= with truncation error of O(h). There is a general numerical procedure to determine the order of accuracy of the approximation (i.e. the exponent p in the error formula ChP): We consider a problem with known solution. In our case we consider a given function f(r) and values h = h₁, h₂, hn with h4+1
Numerical differentiation: Consider a smooth function f(r). The central difference approxima- tion to the first derivative for small h> 0 is Def(x) while f'(x) = Def(x) + Ch² for some constant C that depends on f". Discarding the error term we have f'(a) Def(x). Similarly we define the forward difference approximation to the first derivative for small à as f(a+h)-f(x-h) 2h Djf(x)= and the backward difference approximation 1. P f(r+h)-f(r) h Dbf(x)= with truncation error of O(h). There is a general numerical procedure to determine the order of accuracy of the approximation (i.e. the exponent p in the error formula ChP): We consider a problem with known solution. In our case we consider a given function f(r) and values h = h₁, h₂, hn with h4+1
Computer Networking: A Top-Down Approach (7th Edition)
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![Numerical differentiation: Consider a smooth function f(r). The central difference approxima-
tion to the first derivative for small h> 0 is
Def(1) =
while f'(x) = Def(x) + Ch² for some constant C that depends on f". Discarding the error term
we have f'(2) Def(x).
Similarly we define the forward difference approximation to the first derivative for small h as
Djf(x) =
and the backward difference approximation
f(x+h)-f(x-h)
2h
1.
f(r+h)-f(x)
h
Dof(2)=
with truncation error of O(h). There is a general numerical procedure to determine the order of
accuracy of the approximation (i.e. the exponent p in the error formula Chp): We consider a problem
with known solution. In our case we consider a given function f(r) and values h = h₁, h₂, hn
with hi+1 <h₁. We compute the quantity Df(x) and the exact value f'(x) and then we compute
the error E; = f'(x) - Df(r)] for each h,. This error must be E; = Ch. Taking the values E
and E;+1 we can approximate the order p as follows: We compute the fraction
E;/Ei+1= (hi/hi+1)
p=
f(x)-f(x-h)
h
and then using logarithms and solving for p we get the approximation
log(E₁/Ei+1)
log(hi/hi+1)
Consider the function f(x) = sin(r). Approximate the derivative f'() with central,
forward and backward differences for values h = 0.2, 0.1, 0.05, 0.01, 0.005, 0.001, 0.0005,
0.0001 and plot the graph of the error f'(x) - Df(n) for the corresponding values of h.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fba18de34-fc06-47a6-b1ea-c54726b84874%2Fdc6b3f8e-89f1-4431-884d-c4e1327f9860%2Fwm28u0m_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Numerical differentiation: Consider a smooth function f(r). The central difference approxima-
tion to the first derivative for small h> 0 is
Def(1) =
while f'(x) = Def(x) + Ch² for some constant C that depends on f". Discarding the error term
we have f'(2) Def(x).
Similarly we define the forward difference approximation to the first derivative for small h as
Djf(x) =
and the backward difference approximation
f(x+h)-f(x-h)
2h
1.
f(r+h)-f(x)
h
Dof(2)=
with truncation error of O(h). There is a general numerical procedure to determine the order of
accuracy of the approximation (i.e. the exponent p in the error formula Chp): We consider a problem
with known solution. In our case we consider a given function f(r) and values h = h₁, h₂, hn
with hi+1 <h₁. We compute the quantity Df(x) and the exact value f'(x) and then we compute
the error E; = f'(x) - Df(r)] for each h,. This error must be E; = Ch. Taking the values E
and E;+1 we can approximate the order p as follows: We compute the fraction
E;/Ei+1= (hi/hi+1)
p=
f(x)-f(x-h)
h
and then using logarithms and solving for p we get the approximation
log(E₁/Ei+1)
log(hi/hi+1)
Consider the function f(x) = sin(r). Approximate the derivative f'() with central,
forward and backward differences for values h = 0.2, 0.1, 0.05, 0.01, 0.005, 0.001, 0.0005,
0.0001 and plot the graph of the error f'(x) - Df(n) for the corresponding values of h.
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