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Standard and Corrected Numerical Differentiation Formulae
oleh: François Dubeau
Format: | Article |
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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.