Finite Differences - Numerical Analysis

Numerical differentiation (finite difference calculus) and its applications.

$ 10.00

Payment required for enrolment
Enrolment valid for 12 months
This course is also part of the following learning tracks. You may join a track to gain comprehensive knowledge across related courses.
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Course Chapters

1
Introduction

Welcome and course outline. Review of elementary calculus concepts, including Taylor's series.

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2
Divided Differences

Definition and use of divided differences.

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3
First Forward and Backward Differences

Definition, geometric interpretation and use of the first forward and backward differences of error order h.

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4
Higher Forward and Backward Differences

Definition and use of second and higher forward and backward differences of error order h.

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5
Higher-Error-Order Forward and Backward Differences

Definition and use of forward and backward differences of error order h-squared and higher.

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6
Central Differences

Definition and use of first and higher central differences of error order h.

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7
Differences and Polynomials

Fitting data at a series of equally-spaced points with a polynomial, using difference expressions.

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