- Communications in Advanced Mathematical Sciences
- Volume:2 Issue:2
- Standard and Corrected Numerical Differentiation Formulae
Standard and Corrected Numerical Differentiation Formulae
Authors : François DUBEAU
Pages : 135-153
Doi:10.33434/cams.512796
View : 40 | Download : 10
Publication Date : 2019-06-27
Article Type : Research Paper
Abstract :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.Keywords : Absolutely continuous function, Method of undetermined coefficients, Numerical differentiation rules, Peano kernel, Taylor`s expansion
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