Numerical Derivative Formula: X's Not Same Distance

In summary, the conversation discusses the numerical formula for a derivative when the x-values are not equally spaced. It is important to consider the application and distribution of the data when choosing the best formula. However, caution must be taken when using numerical derivation with measurement data to avoid subtracting significant parts and ending up with noise.
  • #1
ddddd28
73
4
Hello,
What is the numerical formula for a derivative, considering the x's are not in the same distance?
 
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  • #2
What do you mean by "numerical formula for a derivative" and which "x's" at which distances?

Do you have a discrete approximation for a function and try to approximate its derivative? There are multiple ways to do this, and the best one will depend on the application.Please stop making even more copies of this thread! I deleted the copies.
 
  • #3
ddddd28 said:
Hello,
What is the numerical formula for a derivative, considering the x's are not in the same distance?
The best you can do is obviously [itex] f'(x_{n})\approx \frac{y_{n+1}-y_{n}}{x_{n+1}-x_{n}}[/itex].

There are better formulas, but then you have to know more about the distribution.

NB! Be very careful with numerical derivation of measurement data! Very often you subtract the significant part of the data and end up with the "noise" inherent in the data.
 

FAQ: Numerical Derivative Formula: X's Not Same Distance

What is the numerical derivative formula?

The numerical derivative formula is a mathematical method of approximating the derivative of a function at a specific point by using nearby data points. It is often used when the exact derivative is difficult or impossible to calculate analytically.

How is the numerical derivative formula calculated?

The numerical derivative formula is typically calculated by using a finite difference method, where the derivative is approximated by the slope of a secant line between two nearby points on the function. The distance between these points, also known as the step size, can vary depending on the specific formula being used.

Why does the numerical derivative formula require nearby data points to have unequal distances?

The numerical derivative formula requires unequal distances between data points because it is based on the slope of a secant line. If the data points were all equidistant, the secant line would become a tangent line and the formula would no longer be accurate.

What is the importance of the step size in the numerical derivative formula?

The step size, or the distance between data points, is an important factor in the numerical derivative formula because it affects the accuracy of the approximation. A smaller step size will result in a more accurate derivative, but will also require more data points and computation time. A larger step size may be faster, but can lead to a less accurate approximation.

How is the numerical derivative formula used in scientific research?

The numerical derivative formula is commonly used in many fields of science, such as physics, engineering, and economics. It allows researchers to approximate derivatives of complex functions and model real-world phenomena. It is also used in numerical optimization and solving differential equations.

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