06 Differentiation

04 Feb 2016

Taking numerical derivatives is based on the elementary definition

$$\frac{dy(t)}{dt} := \lim_{h\rightarrow 0} \frac{y(t+h) - y(t)}{h}$$

We will then derive different finite difference approximations to the derivative and assess their error.

Class material

You can follow the lecture in the slides 06_differentiation.ipynb.

For the problem that you should solve during the class, get the notebook 06_differentiation-students.ipynb (git pull your PHY494-resources-2016 repository).

Additional resources

• Computational Physics: Ch 5.1 – 5.6