Feb 11, 2002 ------------ - Introduction to numerical differentiation - fundamentally unstable - doing limits on the computer - Can use good old Taylor's formula to get a rule - Forward difference formula - Error: O(h) - Central difference formula - Error: O(h^2) - Generally, we should aim for higher orders of error reduction - Notice that the error here is intrinsic - not due to finite precision arithmetic - Worked out problems - 4.3.1 - 4.3.3 Feb 13, 2002 ------------ - Recap formulas - forward difference - central difference - Two ways of deriving - the central difference formula - Richardson extrapolation - examples of obtaining higher-order formulas - Worked out problems - 4.3.13