Numerical Differentiation

and Difference formulas

Sourav Rakshit
MDS
srakshit@iitm.ac.in
Evaluate derivative from discrete data

Data
Direct fit polynomials: Unequally spaced

Exact fit or approximate polynomial

Equally spaced: Newton Forward-Difference
 One-sided difference

Centred difference
Newton Backward-Difference formula
One-sided difference

Centred difference
Taylor series

Single variable

Multiple variable
Numerical derivative formulas