Timeline for Numerically differentiated values and their corresponding x-coordinates
Current License: CC BY-SA 4.0
15 events
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| S Dec 18, 2020 at 17:02 | history | bounty ended | CommunityBot | ||
| S Dec 18, 2020 at 17:02 | history | notice removed | CommunityBot | ||
| Dec 14, 2020 at 19:39 | vote | accept | ACR | ||
| Dec 11, 2020 at 20:08 | history | edited | ACR | CC BY-SA 4.0 |
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| Dec 11, 2020 at 12:15 | comment | added | Dieter Kadelka | I'm wondering why the focus in this question is on inherently numerical instable algorithms for numerical differentiation. What is bad with f.i. using cubic splines? I don't understand. | |
| Dec 10, 2020 at 22:14 | comment | added | Steven Gubkin | @AllanMacLeod Indeed, it would almost certainly be better to fit some curve to the data points, and then talk about the derivatives of the model. | |
| Dec 10, 2020 at 22:06 | answer | added | Federico Poloni | timeline score: 2 | |
| Dec 10, 2020 at 20:13 | answer | added | Carlo Beenakker | timeline score: 2 | |
| Dec 10, 2020 at 18:17 | comment | added | Dirk | No one talks about it because there is no definitive way here. One can, however, make smoothness assumptions and use Taylor expansion to prove error bounds. This should be in most books on numerical math. Without assumptions on f nothing meaningful can be said. | |
| S Dec 10, 2020 at 15:42 | history | bounty started | ACR | ||
| S Dec 10, 2020 at 15:42 | history | notice added | ACR | Authoritative reference needed | |
| Dec 8, 2020 at 20:28 | comment | added | ACR | Okay, good to know that numerical differentiation is considered to be an old problem among mathematicians. But despite its shortcomings, it is still widely used. If we use the forward difference formula then the first derivative at x is which x? Nobody talks about it clearly. | |
| Dec 8, 2020 at 18:26 | comment | added | Allan MacLeod | Should point out that numerical differentiation is a classic ill-posed problem, meaning that small errors can cause quite large effects. | |
| Dec 8, 2020 at 17:13 | history | edited | ACR | CC BY-SA 4.0 |
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| Dec 8, 2020 at 15:33 | history | asked | ACR | CC BY-SA 4.0 |