Derivative approximations - PowerPoint PPT Presentation

Lecture 2

Engineering Computation. Lecture 2. Round-off Error due to Arithmetic Operations. Smearing Occurs when individual terms are larger than summation itself. Consider the exponential series with x = -10 Consider formulas such as:. With 7-decimal-digit accuracy:

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Numerics for PDE using EXCEL

Anthony Peirce Department of Mathematics University of British Columbia. Numerics for PDE using EXCEL. First derivative Approximations. Second derivative Approximation. 1D heat equation. Discrete from of 1D heat equation. Laplace’s Equation. Discretization of Laplace’s Equation.

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