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3
votes
1answer
428 views

Finite difference method basic implementation on Octave

Trying to study the error of FDM for a second order derivative versus step size I calculated the coefficients and validated them, but the output has errors for small step sizes. The function in ...
2
votes
2answers
148 views

Fixing catastrophic cancellation in velocity formula

In Writing Scientific Software: A Guide to Good Style, several disasters are mentioned including a missle defence system which led to deaths at a US base in Saudi Arabia in 1991. The error was caused ...
6
votes
1answer
204 views

Does mean removal increase accuracy of numerical differentiation?

I wish to compute the derivative of a vector through numerical differentiation. Let's say, we use a standard 2nd order central difference scheme, to arrive at a differentiation matrix, and apply it on ...