Numerical Differentiation and Integration
Situations arise frequently when the conventional calculus methods of differentiation and integration cannot be applied to a function, for instance,
- when we do not know the exact function but know only values of it at a set of discrete points; and
- when the function is known but is too complicated to apply the conventional methods of calculus.
In such cases we apply numerical methods. The method of finding the derivative dy/dx/ integral of a function y = f (x) using numerical techniques is called numerical differentiation /numerical integration.
8.1.1 Numerical Differentiation