Standard and Corrected Numerical Differentiation Formulae

oleh: François Dubeau

Format: Article
Diterbitkan: Emrah Evren KARA 2019-06-01

Deskripsi

Standard numerical differentiation rules that might be established by the method of undetermined coefficients are revisited. Best truncation error bounds are established by a direct method and by the method of integration by parts "backwards". A new method to increase the order of the truncation error using a primitive is presented. This approach leads to corrected numerical differentiation rules. Differentiation formulae and numerical tests are presented.