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Numerical Dierentiation Richardson’s Extrapolation Numerical Integration (Quadrature) Numerical Analysis and Computing Lecture Notes #07 —Numerical Dierentiation and Integration — Dierentiation; Richardson’s Extrapolation; Integration Joe Mahay, hmahaffy@math.sdsu ...

Filetype PDF | Posted on 26 Jan 2023 | 2 years ago

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...Numerical dierentiation richardson s extrapolation integration quadrature analysis and computing lecture notes joe mahay hmahaffy math sdsu edui department of mathematics dynamical systems group computational sciences research center san diego state university ca http www rohan edu jmahay spring r f x dx outline ideas fundamental tools moving along anice piece algebra magic the why introduction trapezoidal simpson rules newton cotes formulas big picture goal is to compute an accurate approximation derivative a function n given measurements underlying at i node values our task estimate later higher derivatives in same nodes strategy fit polynomial cleverly selected subset use that as denition limit lim h obvious small problems cancellation roundo errors for so dierence may have very few signicant digits nite precision arithmetic smaller not necessarily better numerically...

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Posted on: 26 Jan 2023 | 2 years ago
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