Numerical Differentiation: Second Derivative of a Continuous Function: Example
|
In this segment, we'll take an
example of how do we numerically differentiate a
function to find the second derivative of it. So here is the example which we
are asked to do. We’re supposed to use the Center Divided Difference formula
for finding the second derivative of the function. The function is here, the
step size is given here, we're supposed to find the second derivative of 2, then
we're also supposed to find the true value and also
the true error just to get a sense of how good or how accurate our formula is
so let's go ahead and do that. So, the formula for the second derivative of
the function is approximately given as this quantity, if
we use the Central Divided Difference scheme. So based on what we are asked,
x is 2, the step size is 0.64, so let’s go ahead and substitute these values
and see what happens. So, the second derivative of the function at 2 will be
given by calculating the value of the function at these points as given here.
So, what that means is we have to calculate the
value of the function at 2.64, we have to calculate the value of the function
at 2, and we have the calculate and 1.36. And that's what's going to give us
the second derivative of the function. So, since our function is 7x to the
power 4, we make that substitution. And this value here turns out to be equal
to 341.7344. Let's go and see what the exact value is, of the second derivative
of the function at 2. Our function is given as 7 x to
the power 4, so the first derivative of the function will be 7 times 4 x to
the power 4 minus 1 that is 28 x cubed. We take one more derivative here to
find the second derivative, so we get 28 times 3, times x to the power 3
minus 1, so that gives us gives us 84 x squared. So, what that simply implies
is that the exact value of the derivative of the function at 2 will be 84
times 2 squared, which is I think about 336. If we want to find the true
error, that would be the exact value minus the approximate value. The exact
value is 336. Now what is the approximate value which we just obtained? We obtained
341.7344. So, if we subtract the two quantities, we get -5.7344. That's the true
error. And that's the end of this segment |