You are on page 1of 1

Finite Dierence Derivative Approximations

First Derivative
Formula ui+1 ui h ui ui1 h ui+1 ui1 2h 3ui 4ui1 2h ui2 TE O(h) O(h) O(h2 ) O(h2 ) O(h4 )

ui+2 + 8ui+1 8ui1 + ui2 12h

Second Derivative
Formula ui+1 2ui + ui1 h2 ui 2ui1 + ui2 h2 ui+3 + 4ui+2 5ui+1 + 2ui h2 ui+2 + 16ui+1 30ui + 16ui1 ui2 12h2 TE O(h2 ) O(h) O(h2 ) O(h2 )

You might also like