Numerical Differentiation

Finite Difference Methods – Forward,

Backward and Central

PREPARED BY: ENGR. OWEN FRANCIS A. MAONGAT

MATH 130 INSTRUCTOR
3.1 HIGH-ACCURACY NUMERICAL
DIFFERENTIATION FORMULAS
3.1.1 FORWARD FINITE-DIVIDED-
DIFFERENCE
Forward finite-divided-difference formulas: two versions are presented for each
derivative. The latter version incorporates more terms of the Taylor series expansion
and is, consequently, more accurate.
3.1.2 BACKWARD FINITE-DIVIDED-
DIFFERENCE
Backward finite-divided difference formulas: two versions are presented for each
derivative. The latter version incorporates more terms of the Taylor series expansion
and is, consequently, more accurate.
3.1.3 CENTERED FINITE-DIVIDED-
DIFFERENCE
Centered finite – divided difference formulas: two versions are presented for each
derivative. The latter version incorporates more terms of the Taylor series expansion
and is, consequently, more accurate.
SAMPLE PROBLEM
Problem Statement. Let f(x) = . By using forward, backward., and
central difference formula and data points Xo = 0.50, X 1 = 1 and
X2 = 1.5, find f’(1). Then determine which method produce the
best result.
Xi-1 Xi Xi+1
x 0.5 1 1.50
f(x) 0.25 1 2.25
f(Xi-1) f(Xi) f(Xi+1)
 f’(1) = = 2.50

f’(1) = = 1.50

f’(1) = = 2.0

Percentage of Error = | |x 100%

Central Difference Formula produce the best result.
SAMPLE PROBLEM
Problem Statement. Use forward and backward difference
approximations of O() and a centered difference approximation of
O() to estimate the first derivative of at x = 0.5 using a step size h
= 0.25.
SAMPLE PROBLEM
Problem Statement. The table shows the weather forecast of a
statistical data for rainfall per six years from 2000 – 2018.

Year 2000 2006 2012 2018

Rainfall (mm) 445 568 746 935

a.) Find the rate of change of the rainfall on 2012 using central
difference formula.
b.) Find the rate of change of the rainfall on 2006 using three-
points forward difference formula.
c.) Based on the information in (b), estimate the amount of rainfall for
year 1994 by using three-points backward difference formula.
SAMPLE PROBLEM
Problem Statement. Consider f(x) = . Calculate the second
derivative at x = 3 with h = 0.2, using three-point central
difference formula.