2014级国际班课程材料_李备整理numerical analysis许香敏lecture 09 numercal differentiaton.pptxVIP

Chapter 4 Numerical Differentiation  and Integration;4.1 Numerical Differentiation 4.2 Richardson’s Extrapolation 4.3 Elements of Numerical Integration 4.4 Composite Numerical Integration 4.5 Romberg Integration;4.6 Adaptive Quadrature Methods 4.7 Gaussian Quadrature 4.8 Multiple Integrals 4.9 Improper Integrals;Numerical Differentiation;The derivative of a function at ;Finite Difference Approximation based on Taylor series approximation;O(h2) error is proportional to the square of the step size O(h3) error is proportion