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Chapter 4 Differentiation and Integration ※ 求一個函數的derivative (導數)的解析解較容易，求一個函數的integral (積分)的解析解通常很難 ( 用數值方法求definite integrals (定積分)的近似解。 § 4.2 Normal Differentiation 一階微分(first-order derivative): 直接由微分定義求出 The formal definition of the derivative i.e., f(x) 的導函數即在x點的斜率 for small h, we obtain the approximation to the derivative: (4.2.2)  此式稱為前項差分近似(forward difference approximation) Example: f (x) = x9, f’(x) = 9x8, 畫圖看在x = 1時，h跟error (即?f ’(x) )的關係。(where h = 0.05, 0.005, 0.0005, …) % ch4_1.m x=1; h=.5; hvals=[ ]; dfbydx=[ ]; for i=1:17 h=h/10; hvals=[hvals h]; dfbydx(i)=(f401(x+h)-f401(x))/h; end; exact=9; % f’(x) = 9x8, f’(1)=9 loglog(hvals,abs(dfbydx-exact),*); % x,y軸都是對數座標 axis([1e-18 1 1e-8 1e4]) xlabel(h value); ylabel(error in approximation); % f401.m function fv=f401(x) fv=x.^9; 結論: 當h減少，誤差也會下降，但是當h10-9後，rounding error (四捨五入誤差)會使近似結果變差。 (2) 高階微分(higher derivatives): 微分定義出(Taylor series expansion) Definition: (Taylor Series)Let f be a function with derivatives of all orders throughout some interval containing a as an interior point. Then the Taylor series generated by f at x = a is  Theorem: (Taylor Theorem)If f is differentiable through order n+1 in an open interval I containing a, than for each x in I, there exists a number c between x and a such thatwhere .(Note: 若f(x) = ex, a = 0, I = R時，) ※ 求函數在x = xi的導數之Central Difference Approximation (中央差分近似):(上式中取a=xi，x=xi+h)展開，得到 (*)把f(x) 以h的距離取樣，令 則 (4.2.3)同理，將(*)裡的h用 ?h取代，可得到 (4.2.4)將(4.2.3) ? (4.2.4)得到若忽略掉 的部分，可得一近似解：, with errors of O(h2) (4.2.5)此稱為Central Difference Approximation (中央差分近似)此法比(4.2.2)式更準確，但當h(0時，二者相同。 ※ f’’(xi)的近似:將(4.2.3) ? (4.2.4)得到若忽略掉 的部分，可得一近似解：, with errors of O(h2) (4.2.6) error 0 0 -1 0 1 0 0 O(h2) 0 0 1 -2 1 0 0 0 -1 2 0 -2 1 0 0 1 -4 6 -4 1 0 0 1 -8 0 8 -1