March 2013
Intermediate to advanced
247 pages
5h 18m
English
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4 Numerical Differentiation and Integration
4.1 NUMERICAL DIFFERENTIATION
4.1.1 APPROXIMATION OF A DERIVATIVE IN ONE VARIABLE
Recall the definition of the derivative from calculus:
For a finite Δx, this is an approximation of the derivative:
This is the simplest form of “finite difference derivative” and is called the “forward” difference approximation to the derivative. E(x) represents the “error” in the approximation. In order to estimate the ...
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