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(BWM 30603)
First derivative
Basic first derivative
(2 point forward, 2 point backward, 3 point central)
Other first derivative formulations
(3 point forward, 3 point backward, 5 point)
Second derivative
3 point central
5 point
h2 h3 hn n
f ( x+h)= f ( x)+h f ' ( x)+ f ' ' ( x)+ f ' ' ' ( x)+ + f ( x)
2! 3! n!
Considering only the first derivative (do not have higher derivatives or very small)
f ( x+h) f ( x)
f ' ( x)=
h
dx y( x+h) y ( x)
y ' ( x)=
h
h
x
x ( x+h) Forward : using the point data
after the the point of concern
dy
y ' ( x)=
dx
y ( x)
y ( xh) dy y( x) y( xh)
y ' ( x)=
dx h
h
x
( xh) x Backward : using the point data
before the the point of concern
a. Calculate the velocity of the particle when the time t = 1 as you have learned in
Dynamics
v(1)=2.7182818285
y ( x+2 h) + 4 y ( x+h) 3 y ( x)
y ' ( x)=
2h
3 y ( x) 4 y( xh) + y( x2 h)
y ' ( x)=
2h
5-point difference
y ( x+h) 2 y ( x) + y( xh)
y ' ' ( x)=
h2
5-point difference
s (t)=(2+3t )e 0.5 t
s (t)=(2+3t )e 0.5 t