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Numerical Differentiation with Finite Difference Derivatives

Steve Brunton via YouTube

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Overview

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Explore numerical differentiation techniques and finite difference schemes for approximating derivatives in this comprehensive video lecture. Learn how to analyze error using Taylor series and understand forward, backward, and central difference derivatives. Gain practical insights through Matlab and Python code examples. Discover the importance of these methods in simulating differential equations for various scientific and engineering applications.

Syllabus

Numerical differentiation and finite difference
Understanding error with Taylor series
Forward difference derivative
Backward difference derivative
Central difference derivative
Matlab code example
Python code example

Taught by

Steve Brunton

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