0
votes
1answer
26 views

Show that the approximation to $f$'($x_0$) has discretization error $O$($h^2$)

We Define 3 grid points $x_{-1}$, $x_0$, $x_1$ with $x_{-1}=x_0-h$ and $x_{1} = x_0 + h$ with $h$ > 0. Given a smooth function f, show that the approximation to $f'(x_0)$ given by the centered ...
0
votes
0answers
25 views

How do you solve part (b) to this polynomial interpolation question?

(a) Approximate $f'(x_0)$ and $f''(x_0)$ using the values $x_0-h$, $x_0$ and $x_0 + \alpha h$ $(0 < \alpha)$ by applying the polynomial interpolation method. (b) Assuming $f(x)\in C^3$, evaluate ...
0
votes
2answers
42 views

How do you answer these questions regarding the Taylor series method?

(a) Approximate $f'(x_0)$ and $f''(x_0)$ using the values $x_0-h$, $x_0$ and $x_0 + \alpha h$ $(0 < \alpha)$ by applying the Taylor series method. (b) Assuming $f(x)\in C^3$, evaluate the ...
-1
votes
1answer
39 views

Derivatives as Linear Approximations

I have always thought of the fact that a derivative is a linear approximation as being nothing more than that- an approximation. But is there an epsilon-delta meaning behind that? Is there a stronger ...
0
votes
3answers
53 views

Where did the linear approximation/linearization formula come from?

Where did the linear approximation/linearization formula come from? I understand that it takes root in the point-slope form and slope intercept form of a linear equation, but I don't understand where ...
3
votes
2answers
115 views

Approximate $|x|$ with a smooth function

I am trying to get the derivative of $|x|$, and I want that derivative function, say $g(x)$, to be a function of x. So it really needs the |x| to be smooth (ex. $x^2$); I am wondering what is the ...
0
votes
0answers
32 views

How to evaluate the derivate of a hypergeometric function w.r.t. one of its parameters?

I have to numerically evaluate the derivative of the hypergeometric function w.r.t. its first and second parameters $\large\frac{\partial}{\partial a}{_2F_1}\left(a , b ,c;z\right)$ and ...
0
votes
0answers
4 views

Multidimentional Scaling with Pairwise distance “vectors”

Consider a random variable $z$ with a Gaussian distribution : $$ \mathbf{z} \sim \mathcal{N} ( \mathbf{m}, \mathbf{V} ) $$ Where $\mathbf{m}$ and $ \mathbf{V}$ are mean and variance parameters. ...
0
votes
0answers
41 views

Efficient approximation of derivatives of an integral

Suppose $ \phi(z) $ is the probit function (http://en.wikipedia.org/wiki/Probit). And $$ Z = \int \phi(\mathbf{w}^\top \mathbf{x}) \mathcal{N}(\mathbf{w}; \mathbf{\mu}, \mathbf{\Sigma}) d\mathbf{w} ...
0
votes
1answer
76 views

How do I use the linear approximation of a function given a value, a, and change in x?

My book gives a few definitions/formulas for obtaining linear approximation, but I'm having trouble understanding how to use them. Heres the question: a.) Use the Linear Approximation for f(x) = ...
1
vote
1answer
93 views

Differentiability Theorem Question

$f(x,y) = \begin{cases} \frac{1}{2} y \log(x^2+y^2), & (x,y) \neq (0,0) \\ 0, & (x,y) = (0,0) \end{cases}$ You may assume that this is a continuous function. Prove that f does not satisfy ...
1
vote
1answer
24 views

The value of $w$ also has a max error of $p\%$

Suppose $\frac{1}{w}=\frac{1}{x}+\frac{1}{y}+\frac{1}{z}$ where each variable $x,y,z$ can be measured with a max error of $p\%$ Prove that the calculated value of $w$ also has a max error of $p\%$ ...
0
votes
1answer
46 views

curve fitting with known first derivatives

I need to find a polynomial function $f(x)$ minimum order 2 that best satisfies the following it passes through points (x1,y1) and (x2,0) it is known that $f'(x_{1})=A$ and $f'(x_{2})=B$ with ...
4
votes
1answer
140 views

Find the order of the error for the approximation $f' '(x)$

Given $$f''(x) = \frac{ f(x+h) - 2f(x) + f(x-h)}{h^2}.$$ I realize that this is just an approximation - that it won't give the exact value of $f''(x)$ and therefore there is an error term. However, I ...
3
votes
1answer
776 views

Method for estimating the nth derivative?

When using numerical analysis, I often find that I am required to estimate a derivative (e.g. when using Newton Iteration for finding roots). To estimate the first derivative of a function $f(x)$ at ...
1
vote
2answers
341 views

Smoothing of absolute value and sign functions for numerical integration

I'm doing Numerical integration of ODEs. for a special system that has an always positive coordinate s and a conjugated momentum ...
4
votes
1answer
145 views

Numerical differentiation issues

I've been using this to compute the first order derivative's value of a function $f$ in a given point: $$f'(x) = \frac{f(x+\epsilon) - f(x-\epsilon)}{2\epsilon}$$ For some $\epsilon = 0.0001$ or ...