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Re: Finding derivatives of a list?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg40854] Re: [mg40816] Finding derivatives of a list?
  • From: Daniel Lichtblau <danl at wolfram.com>
  • Date: Tue, 22 Apr 2003 06:44:08 -0400 (EDT)
  • References: <200304200302.XAA09952@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

AES/newspost wrote:
> 
> Specific problem is how to generate a list of values of the second
> derivative of a relatively smooth function at a set of equally spaced
> points, when the function itself is known only as a list of numerical
> values at those same points?
> 
> --
> "Power tends to corrupt.  Absolute power corrupts absolutely."
> Lord Acton (1834-1902)
> "Dependence on advertising tends to corrupt.  Total dependence on
> advertising  corrupts totally." (today's equivalent)

Here are some possibilities.

(i) Form an interpolation of relatively high order (say 6 or so). Take
second derivatives.

(ii) Use finite differences to approximate the second derivatives.

(iii) Use Fourier to get the approximated derivatives. See for example

Wang, Jing. B (2002). Numerical differentiation using Fourier. The
Mathematica Journal 8:3. 383-388.

I believe there was a small error in the code provided; you might want
to contact the author at wang at physics.uwa.edu.au


Daniel Lichtblau
Wolfram Research


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