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Numerical differentiation

Index Numerical differentiation

In numerical analysis, numerical differentiation describes algorithms for estimating the derivative of a mathematical function or function subroutine using values of the function and perhaps other knowledge about the function. [1]

18 relations: Areas of mathematics, Automatic differentiation, B-spline, Derivative, Difference quotient, Differential calculus, Finite difference, Finite difference coefficient, Five-point stencil, GNU Scientific Library, List of numerical analysis topics, Meshfree methods, NAG Numerical Library, Numerical analysis, Savitzky–Golay filter, Symmetric derivative, Vibronic coupling, Work loop.

Areas of mathematics

Mathematics encompasses a growing variety and depth of subjects over history, and comprehension requires a system to categorize and organize the many subjects into more general areas of mathematics.

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Automatic differentiation

In mathematics and computer algebra, automatic differentiation (AD), also called algorithmic differentiation or computational differentiation, is a set of techniques to numerically evaluate the derivative of a function specified by a computer program.

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B-spline

In the mathematical subfield of numerical analysis, a B-spline, or basis spline, is a spline function that has minimal support with respect to a given degree, smoothness, and domain partition.

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Derivative

The derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value).

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Difference quotient

In single-variable calculus, the difference quotient is usually the name for the expression which when taken to the limit as h approaches 0 gives the derivative of the function f. The name of the expression stems from the fact that it is the quotient of the difference of values of the function by the difference of the corresponding values of its argument (the latter is (x+h)-x.

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Differential calculus

In mathematics, differential calculus is a subfield of calculus concerned with the study of the rates at which quantities change.

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Finite difference

A finite difference is a mathematical expression of the form.

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Finite difference coefficient

In mathematics, to approximate a derivative to an arbitrary order of accuracy, it is possible to use the finite difference.

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Five-point stencil

In numerical analysis, given a square grid in one or two dimensions, the five-point stencil of a point in the grid is a stencil made up of the point itself together with its four "neighbors".

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GNU Scientific Library

The GNU Scientific Library (or GSL) is a software library for numerical computations in applied mathematics and science.

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List of numerical analysis topics

This is a list of numerical analysis topics.

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Meshfree methods

In the field of numerical analysis, meshfree methods are those that do not require connection between nodes of the simulation domain, i.e. a mesh, but are rather based on interaction of each node with all its neighbours.

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NAG Numerical Library

The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group.

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Numerical analysis

Numerical analysis is the study of algorithms that use numerical approximation (as opposed to general symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics).

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Savitzky–Golay filter

A Savitzky–Golay filter is a digital filter that can be applied to a set of digital data points for the purpose of smoothing the data, that is, to increase the signal-to-noise ratio without greatly distorting the signal.

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Symmetric derivative

In mathematics, the symmetric derivative is an operation generalizing the ordinary derivative.

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Vibronic coupling

Vibronic coupling (also called nonadiabatic coupling or derivative coupling) in a molecule involves the interaction between electronic and nuclear vibrational motion.

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Work loop

The work loop technique is used in muscle physiology to evaluate the mechanical work and power output of skeletal or cardiac muscle contractions via ''in vitro'' muscle testing of whole muscles, fiber bundles or single muscle fibers.

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Numerical derivative.

References

[1] https://en.wikipedia.org/wiki/Numerical_differentiation

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