A new method to compute second derivatives

In this article we consider the problem of computing approximations to the second derivatives of functions of n variables using finite differences. We show how to derive different formulas and how to comput the errors of those approximations as functions of the increment h, both for first and second...

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Autores principales: Scolnik, Hugo Daniel, Gambini, María Juliana
Formato: Articulo
Lenguaje:Inglés
Publicado: 2001
Materias:
Ciencias Informáticas
Algorithms
finite difference
numerical approximation
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/9428
http://journal.info.unlp.edu.ar/wp-content/uploads/ipaper3.pdf
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-9428
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Informáticas
Algorithms
finite difference
numerical approximation
spellingShingle Ciencias Informáticas
Algorithms
finite difference
numerical approximation
Scolnik, Hugo Daniel
Gambini, María Juliana
A new method to compute second derivatives
topic_facet Ciencias Informáticas
Algorithms
finite difference
numerical approximation
description In this article we consider the problem of computing approximations to the second derivatives of functions of n variables using finite differences. We show how to derive different formulas and how to comput the errors of those approximations as functions of the increment h, both for first and second derivatives. Based upon those results we describe the methods of Gill and Murray and the one of gradient difference. On the other hand we introduce a new algorithm which use conjugate directions methods for minimizing functions without derivatives and the corresponding numerical comparisons with the other two methods. Finally, numerical experiences are given and the corresponding conclusions are discussed.
format Articulo
Articulo
author Scolnik, Hugo Daniel
Gambini, María Juliana
author_facet Scolnik, Hugo Daniel
Gambini, María Juliana
author_sort Scolnik, Hugo Daniel
title A new method to compute second derivatives
title_short A new method to compute second derivatives
title_full A new method to compute second derivatives
title_fullStr A new method to compute second derivatives
title_full_unstemmed A new method to compute second derivatives
title_sort new method to compute second derivatives
publishDate 2001
url http://sedici.unlp.edu.ar/handle/10915/9428
http://journal.info.unlp.edu.ar/wp-content/uploads/ipaper3.pdf
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AT gambinimariajuliana anewmethodtocomputesecondderivatives
AT scolnikhugodaniel newmethodtocomputesecondderivatives
AT gambinimariajuliana newmethodtocomputesecondderivatives
bdutipo_str Repositorios
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