8

Numerical Differentiation and Integration

8.1 Introduction

Situations arise frequently when the conventional calculus methods of differentiation and integration cannot be applied to a function, for instance,

  1. when we do not know the exact function but know only values of it at a set of discrete points; and
  2. 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 images of a function y = f (x) using numerical techniques is called numerical differentiation /numerical integration.

8.1.1 Numerical Differentiation

Numerical ...

Get Mathematical Methods now with the O’Reilly learning platform.

O’Reilly members experience live online training, plus books, videos, and digital content from nearly 200 publishers.