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Numerical Differentiation with Finite Difference Derivatives

Steve Brunton via YouTube

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Overview

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This course introduces numerical differentiation with finite-difference schemes for functions and data. It uses Taylor series to analyze error and demonstrates implementations in MATLAB and Python.

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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