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Part Six

Part Six. Numerical Differentiation and Integration. Motivation. You encounter differentiation and integration every day !.

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Part Six

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  1. Part Six Numerical Differentiation and Integration

  2. Motivation You encounter differentiation and integration every day! Differentiation:Almost all physical processes/phenomena are best cast in differentiation formExample: Newtons 2nd law: F = (dv/dt)m Heat conduction: Heat flux = -k’ (dT/dx) Our parachutist problem: dv/dt = (mg – cv)/m Integration:Integration is commonplace in science and engineering Urban area River cross-section Windblow on rocket

  3. What are Differentiation and Integration? Differentiation: rate of change of a dependent variable with respect to an independent variable. Integration: the integral of the function f(x) with respect to the independent variable x, evaluated between the limits x = a to x = b.

  4. Why Numerical Methods? Example: numerical integration • Very often, the function f(x) to differentiate or the integrand to integrate is too complex to derive exact analytical solutions. • In most cases in engineering, the function f(x) is only available in a tabulated form with values known only at discrete points. Numerical Solution

  5. Examples of Numerical Differentiation and Integration Differentiation Integration There exist much more efficient and accurate numerical methods than these two! They are the ones we are to learn!

  6. Some Often Used Math Derivations Differentiation Integration

  7. Overall Structure

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