=e ee a 654 ‘iene a Daeanen Cais 20 [NUMERICAL DIFFERENTIATION. {nto Eq, (23.2) to yield fo i 2k Soi) — flsss2) —2flnsid + fod £0) = +0?) ‘or, by collecting terms, Hebis2) +4 fess) = 3f0) < +00e) es) fis) = Notice that inclusion of the second-derivaive teem has improved the accuracy to (0{H2), Similar improved versions can be developed forthe backward and centered fore las as wel as for the approximations of the higher derivatives. The formulas are sumac rized in Figs. 23.1 through 23.3 along with all the results from Chap. 4. The following example illustrates the utility ofthese formulas for estimating derivatives. FIGURE 23.1 Forward fntedvideddierence formulas: wo versions ore preserted for each derivative, The later version incorperates more tems of fe Taylor series expansion and is, consequently, mare occur. Fit Dave Err va fd) on fy) = =a Aa 3 ch second Dacia p= Masel 2 an bale siiei+ 20) a) Tid Deve Pid ah rel a) Foxth Dia tal = feel on) Dias) + Mibu) = 2a + ad aa)[cancers |. tame! ‘a.Nanwicl T onawucun-m Matotsic Engine, Dileniaionand Dotan Conon 250 So ation even 23.1_HIGH-ACCURACY DIFFERENTIATION FORMULAS. 655 Fier Denane Ere aw = Melati frag = Mt ate te) ow) Sscord Daiaive ry) = Hel = 2h ad ea = Bal 2 ad Bad Sg Mae) op hid Dae = Bile) + hac ~ He a FIGURE 23.2 . Backward fitecvides ow) difrence formulas: tuo versions or prsenied for each eivotve The lata version fi) + Rec oa Incorporaies mera ems ofthe Taylor sais exponsion ond i 262) 2a) + Wea) ed 5 consequenly, mare orci, F ae FIGURE 23.3, Fist Devatne for Cantred firitedivided inate . dlfrerce formats: bao fg — Ht fact or ‘versions ere presered foreach erative. The lane version fig Redd Meal ote incorporates more ems othe “yo sates expansion ond s, Second Detvatve consequeny, mare accurate fil = 2d + he) on ful 2d ed : hay = wf +16 ow hid Daioh fsa] — Ds) + ff) = Aca 4 {| Pheu) «i= fea oe 1314 Bile) = Mh + fie) = Bf + fel oF ove 39x) + 12R a) + fad ol)=e ee a Hethts ergs iro nd Daeanen aan 20 Sx tion terse 656 [NUMERICAL DIFFERENTIATION. EXAMPIEDSIN HighAccuracy Differentiation Formulas 23.2 Problem Statement, Recall that in Example 4.4 we estimated the derivative of fe) = 0.x —0.15e — 05x? 0.25" + 1.2 atx = 0.5 using finite divided differences and a step size of h = 0.25, Forward Backward Centered th) 1h) oun) Esinote 1155 ~o718 ~0.934 esl 265 a7 -24 "where the errors were computed on the basis ofthe tre value of ~0.9125, Repeat this com- putation, but employ the high-accuracy formulas from Figs. 23.1 through 23.3, Solution. The data needed for this ample is foi-2) =12 “f0-1) = 11035156 fess) = 0925 Xian “fi1) = 016363281 Mia Sains) =02 ‘he oar eet acy Osco 281 7035 ‘The backward difference of accuracy O(/2) is computed as (Fig. 23.2) 0935) A.1098186 +12 3035 ‘The centered difference of accuracy O(/*) is computed as (Fig. 23.3) pay a2 4 AOGUER “SLIT 12 yyy As expected, the errors for the forward and backward differences are considerably ‘more aceurate than the results from Example 44, However, surprisingly, the centered di ference yields a perfect result. This is because the formulas based on the Taylor series are equivalent to passing polynomials through the data points. F105) 0.859375 5.82% F105) 0878125 = 3.77% RICHARDSON EXTRAPOLATION To this point, we have seen that there ate {wo ways to improve derivative estimates when ‘employing finite divided differences: (1) decrease the step size or (2) use a higher-order formula that employs more points. A thied approach, based on Richardson extrapolation, uses two derivative estimates fo compute a thind, more accurate approximation,