Introduction to Numerical Differentiation
Numerical differentiation is a technique used to approximate the derivative of a function. It is especially useful when the derivative is challenging to obtain analytically. One common method is the finite difference approach, which we'll explore further.
Finite Difference Methods
Finite difference methods involve approximating derivatives by taking differences of function values at various points. Three popular finite difference techniques include:
- Forward Difference Formula
- Backward Difference Formula
- Central Difference Formula
Applications of Numerical Differentiation
These methods are applied in various fields such as physics, engineering, and finance, where analytic solutions are difficult to obtain.