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5 Numerical Differentiation

5 Numerical Differentiation

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5.1 Basic Concepts D. Levy an exact formula of the form f0(x) = f(x+h)−f(x) h − h 2 f00(ξ), ξ ∈ (x,x+h).(5.3) Since this approximation of the derivative at x is based on the values of the function at

  Numerical, Derivatives

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