Standard and Corrected Numerical Differentiation Formulae
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
References
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