What are some common numerical derivative techniques?

What are some common numerical derivative techniques?

Common numerical derivative techniques include finite difference methods, Richardson extrapolation, and polynomial interpolation.

Can you explain the finite difference method?

Sure! The finite difference method approximates derivatives by using values of the function at specific points, typically using forward, backward, or central differences.

What is the difference between forward and central differences?

Forward difference uses the function value at a point and the next point, while central difference uses the function values at both sides of the point for a more accurate estimate.

Are there any limitations to these techniques?

Yes, limitations include truncation errors, sensitivity to noise in data, and the requirement for function values at specific points.