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Journal of Computational and Applied Mathematics
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Journal of Computational and Applied Mathematics
Article . 1999
License: Elsevier Non-Commercial
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Journal of Computational and Applied Mathematics
Article . 1999 . Peer-reviewed
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Closed-form expressions for the finite difference approximations of first and higher derivatives based on Taylor series

Authors: Khan, Ishtiaq Rasool; Ohba, Ryoji;

Closed-form expressions for the finite difference approximations of first and higher derivatives based on Taylor series

Abstract

The finite difference approximations based on Taylor series can be used for numerical differentiation of the functions, which are difficult to differentiate analytically. The authors present closed-form expressions of these approximations of arbitrary order for first and higher derivatives. A comparison of the three types of approximations is given with an ideal digital differentiator by comparing their frequency responses. The comparison reveals that the central difference approximations can be used as digital differentiators, because they do not introduce any phase distortion and their amplitude response is closer to that of an ideal differentiator. It is also observed that central difference approximations are in fact the same as maximally flat digital differentiators. In the appendix, a computer program, written in Mathematica is presented, which can give the approximation of any order to the derivative of a function at a certain mesh point.

Keywords

Software, source code, etc. for problems pertaining to real functions, Applied Mathematics, Finite difference formula, ideal digital differentiator, Digital filter, Numerical differentiation, Computational Mathematics, computer program, finite difference approximations, Taylor series, closed-form expressions, numerical differentiation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
52
Top 10%
Top 1%
Average
hybrid
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