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Lesson 28 - Nptel

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Lesson 28

1. What are the different types of difference operators?

2. Why is it that for functions that are 2nd or 3rd order polynomials, the second order central difference operator is the closest numerical difference approximation to the exact second derivative?

) ( ) ( ) (

: by defined

is operator

difference

backward

The

2 )]

( 1 2 )

( 1 2[ ) 1 (

yields, ) ( on operating

operator

difference

average

The

2 ).

( 1 2 )

( 1 yield

to ) ( on operates

by denoted

operator,

difference

central The

h x f x f x f

h x f h x f x

f

x f h

x f h x f

x f

. on depend but

of t independen are

constants

the Also, . of s derivative even

only includes

side hand right The

) ( )

( )

( )

(

: ) ( and ) ( between operator

difference central

order the

ip relationsh

a exists there ), ( and ) ( between i.e.

derivative order

the

and operator difference

forward order

he between t

ip relationsh

the o Similar t

)

4 ( 4 2 )

2 ( 2 1 )

(

) ( th

) (

k f

c f

a f h c a f h c a f h a f

x f x

f k

x f x

f k

k

l k

k k

k k

k k

k k

th

th



s.

derivative exact

the represent not

they will and

s difference

higher

the of accuracy

on the effect t significan

have will errors Roundoff errors.

roundoff

involve

will ns computatio the

ns applicatio

practical in

However

size.

step the of ve irrespecti function

the of derivative

second the to equal exactly

is operator

difference

central order second cally the theoreti

case in this Thus

) ( ) ( 2 ) ( ) ) (

(

s, polynomial

degree 3rd or degree -

2nd for Hence,

2 2

2

h

h a f a f h a f h

a a f

f    

 

(2)

3. Why may it be necessary to extrapolate function values in order to compute difference operators?

4. What is Richardson extrapolation and why is it useful?

The Richardson extrapolation technique enables calculation of the limiting value of a quanitity as the grid size approaches zero, without actually having to reduce the grid size to zero. Thus if it is necessary to estimate the function value at an unknown grid point it is no longer necessary to reduce the grid size in order to reduce the truncation error in the estimate.

5. What is operator calculus?

The difference operators, E, Δ, δ, μ etc. can be operated on using the rules of calculus to find approximation formulas. However this requires making assumptions on the continuity and differentiability of the space of functions on which these operators are defined. Operator calculus can be used to establish relations between the various difference operators.

incomplete is

derivaties

its and function

the of knowledge Often

).

, ( grid

a on points s at variou

values function

the of knowledge

requires function

a

of s derivative

the estimate

to operators

difference

the using that apparent

is It

1

0 x xn

x

reduces.

size grid the as increase errors

off round addition In

smaller.

becomes size

grid

the as increases sharply

points grid unknown at

alues function v the

estimate work to

the However, size.

grid with reduces procedure

estimation this

to due error truncation

The points.

grid unknown at the

function the

of value the estimate to

polynomial

this use and alues function v known

ugh the order thro

possible highest

the of nomial

- poly a fit to is this do way to One

grid.

in the points all at not but grid on the points

some at known are

s derivative

the of some possibly

and alues function v

the i.e.

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