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Overview
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Learn how to approximate derivatives numerically using finite difference schemes. Explore the error of each method with Taylor series. The course covers forward, backward, and central difference derivatives, along with practical examples in Matlab and Python. Intended for individuals in science and engineering looking to simulate differential equations.
Syllabus
Numerical differentiation and finite difference
Understanding error with Taylor series
Forward difference derivative
Backward difference derivative
Central difference derivative
Matlab code example
Python code example
Taught by
Steve Brunton