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Numerical differentiation. Finite difference estimation of derivative. In numerical analysis, numerical differentiation algorithms estimate the derivative of a mathematical function or function subroutine using values of the function and perhaps other knowledge about the function.
The derivative is a fundamental tool of calculus that quantifies the sensitivity of change of a function 's output with respect to its input. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point. The tangent line is the best linear ...
The derivative of () = for any (nonvanishing) function f is: ′ = ′ (()) wherever f is non-zero. In Leibniz's notation, this is written (/) =.The reciprocal rule can be derived either from the quotient rule, or from the combination of power rule and chain rule.
Newton's method uses curvature information (i.e. the second derivative) to take a more direct route. In calculus, Newton's method (also called Newton–Raphson) is an iterative method for finding the roots of a differentiable function F, which are solutions to the equation F (x) = 0. As such, Newton's method can be applied to the derivative f ...
The Heaviside step function, or the unit step function, usually denoted by H or θ (but sometimes u, 1 or 𝟙 ), is a step function named after Oliver Heaviside, the value of which is zero for negative arguments and one for nonnegative arguments. [1] It is an example of the general class of step functions, all of which can be represented as ...
An illustration of Newton's method. In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real -valued function.
The differentiation of trigonometric functions is the mathematical process of finding the derivative of a trigonometric function, or its rate of change with respect to a variable. For example, the derivative of the sine function is written sin′ ( a) = cos ( a ), meaning that the rate of change of sin ( x) at a particular angle x = a is given ...
The conclusion of this computation is that =.The exact solution of the differential equation is () =, so () =.Although the approximation of the Euler method was not very precise in this specific case, particularly due to a large value step size , its behaviour is qualitatively correct as the figure shows.
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