4.8.13 · Maths › Numerical Methods
Ek derivative basically ek slope ki limit hai: f ′ ( x ) = lim h → 0 h f ( x + h ) − f ( x ) .
Computer h → 0 nahi le ja sakta (infinitesimals nahi hote, sirf finite numbers hote hain), isliye hum ek choti lekin finite h par ruk jaate hain aur us resulting slope ko approximation ki tarah use karte hain.
Forward : dekhta hai function kahan ja raha hai (uses x aur x + h ).
Backward : dekhta hai function kahan se aaya (uses x − h aur x ).
Central : dono views ko average karta hai → yeh curvature ko symmetrically dekhta hai aur same h ke liye sabse zyada accurate hota hai.
WHAT kar rahe hain hum? f ′ ( x ) (aur higher derivatives) ko ek table of values ya ek aisi function se estimate karna jise hum sample kar sakein, bina exact symbolic derivative ke.
WHY matter karta hai yeh? Real problems mein f experiments, simulations se aata hai, ya itna messy hota hai ki haath se differentiate karna mushkil ho. ODE solvers, optimisation, aur PDEs sab inhi formulas par based hain.
HOW milte hain formulas? Taylor series se. Neeche jo bhi hai woh derive kiya gaya hai, kabhi seedha thopa nahi gaya.
x ke around Taylor expansion, ± h step karke:
f ( x + h ) = f ( x ) + h f ′ ( x ) + 2 h 2 f ′′ ( x ) + 6 h 3 f ′′′ ( x ) + ⋯
f ( x − h ) = f ( x ) − h f ′ ( x ) + 2 h 2 f ′′ ( x ) − 6 h 3 f ′′′ ( x ) + ⋯
Yeh step kyun? Hum f ′ ( x ) akele chahte hain, toh pehli expansion ko f ′ ( x ) ke liye solve karo.
f ( x + h ) − f ( x ) = h f ′ ( x ) + 2 h 2 f ′′ ( x ) + ⋯
h se divide karo:
f ′ ( x ) = h f ( x + h ) − f ( x ) − error 2 h f ′′ ( ξ )
Yeh step kyun? Same idea lekin f ( x − h ) expansion ko solve karo.
f ( x ) − f ( x − h ) = h f ′ ( x ) − 2 h 2 f ′′ ( x ) + ⋯
f ′ ( x ) = h f ( x ) − f ( x − h ) + 2 h f ′′ ( ξ )
Yeh step kyun? Dono expansions ko subtract karo taaki symmetric f ′′ terms cancel ho jayein.
f ( x + h ) − f ( x − h ) = 2 h f ′ ( x ) + 6 2 h 3 f ′′′ ( x ) + ⋯
2 h 2 f ′′ terms equal aur opposite hain → woh khatam ho jaate hain. 2 h se divide karo:
f ′ ( x ) = 2 h f ( x + h ) − f ( x − h ) − 6 h 2 f ′′′ ( ξ )
Yeh step kyun? Dono expansions ko add karo taaki odd terms (f ′ , f ′′′ ) cancel ho jayein aur f ′′ bach jaye.
f ( x + h ) + f ( x − h ) = 2 f ( x ) + h 2 f ′′ ( x ) + 12 h 4 f ′′′′ ( x ) + ⋯
f ′′ ke liye solve karo:
Worked example Example 1 — Teeno ko compare karo
f ( x ) = sin x par x = 1 , h = 0.1 ke saath
True value: f ′ ( 1 ) = cos 1 = 0.5403023 .
Data: sin ( 0.9 ) = 0.7833269 , sin ( 1.0 ) = 0.8414710 , sin ( 1.1 ) = 0.8912074 .
Forward : 0.1 0.8912074 − 0.8414710 = 0.497364 → error 0.0429 .
Yeh step kyun? Sirf x aur x + h use karta hai; error ∼ 2 h ∣ f ′′ ∣ = 2 0.1 sin 1 ≈ 0.042 . ✔ match karta hai.
Backward : 0.1 0.8414710 − 0.7833269 = 0.581441 → error 0.0411 .
Central : 0.2 0.8912074 − 0.7833269 = 0.539403 → error 0.00090 .
Yeh step kyun? Forward aur backward ka average O ( h ) term cancel kar deta hai; error ∼ 6 h 2 ∣ f ′′′ ∣ = 6 0.01 cos 1 ≈ 0.0009 . ✔
Lesson: same h ke liye central error ~47× chhota hota hai.
Worked example Example 2 —
f ( x ) = e x ki second derivative x = 0 par, h = 0.1
True: f ′′ ( 0 ) = e 0 = 1 .
e 0.1 = 1.105171 , e 0 = 1 , e − 0.1 = 0.904837 .
f ′′ ( 0 ) ≈ 0.01 1.105171 − 2 ( 1 ) + 0.904837 = 0.01 0.010008 = 1.0008
Yeh step kyun? Combination f ( x + h ) − 2 f ( x ) + f ( x − h ) curvature ko isolate karta hai; error ∼ 12 h 2 f ′′′′ = 12 0.01 ≈ 0.0008 . ✔
Worked example Example 3 — Ek raw table se (koi formula nahi pata)
x
2.0
2.1
2.2
f
0.6931
0.7419
0.7885
f ′ ( 2.1 ) estimate karo, h = 0.1 .
Central: 0.2 0.7885 − 0.6931 = 0.2 0.0954 = 0.477 .
Yeh step kyun? Hum central node 2.1 choose karte hain taaki dono neighbours use kar sakein. (Yeh data ln x ka hai; true f ′ ( 2.1 ) = 1/2.1 = 0.4762 — kaafi close!)
h hamesha better hota hai."
Kyun sahi lagta hai: math error → 0 jab h → 0 , toh clearly tiny h jeetega.
Fix: numerator almost-equal numbers ka difference hai → catastrophic cancellation aur roundoff ε / h ki tarah badh jaata hai. Total error ≈ truncation ↓ 6 h 2 ∣ f ′′′ ∣ + roundoff ↑ h ε . Ek optimal h hota hai (≈ ε 1/3 central ke liye). Usse neeche mat jao.
Common mistake Central formula ko
2 h ki jagah h se divide karna.
Kyun sahi lagta hai: forward/backward h se divide karte hain, toh aadat se h bolne ka man karta hai.
Fix: central x − h se x + h tak span karta hai, width hoti hai 2 h . 2 bhool jaao toh answer aadha ho jaata hai.
Common mistake Interior point par forward difference use karna jab dono neighbours available hain.
Kyun sahi lagta hai: forward pehla formula hota hai jo seekhte hain.
Fix: agar dono x ± h available hain, toh central ek order zyada accurate hai bilkul free mein. Forward/backward sirf table ke edges par use karo jahan ek neighbour missing ho.
Common mistake Error symbol
O ( h ) vs O ( h 2 ) ko cosmetic samajhna.
Kyun sahi lagta hai: dono h → 0 ke saath shrink karte hain.
Fix: h aadha karne par forward error 2 se katta hai lekin central error 4 se. Kai steps mein yahi farq ek usable aur ek bekar answer ke beech hota hai.
Recall Woh 20% jo 80% deta hai
Central 1st: 2 h f ( x + h ) − f ( x − h ) , error O ( h 2 ) .
Central 2nd: h 2 f ( x + h ) − 2 f ( x ) + f ( x − h ) , error O ( h 2 ) .
Forward/backward O ( h ) — sirf table edges ke liye.
Sab Taylor series se aate hain : subtract karo → odd derivative, add karo → even derivative.
Recall Feynman: ek 12-saal ke bachche ko explain karo
Socho tum ek pahaad par ho aur jaanna chahte ho ki bilkul wahan kitni dhaaldari hai jahan tum khade ho.
Forward : ek kadam aage lete ho, dekhte ho kitna upar/neeche gaye, yahi tumhara dhaaldari ka andaaza hai.
Backward : same lekin ek kadam peeche lete ho.
Central : ek kadam aage AND ek kadam peeche dono check karte ho, aur un dono jagahon ke beech ka farq use karte ho. Kyunki tumne dono taraf nazar daali, tumhara dhaaldari ka andaaza kaafi zyada sahi hota hai — chote-mote bumps cancel ho jaate hain.
Agar bahut bade kadam lo (h bada) toh chote bumps miss ho jaate hain; agar bahut hi chote kadam lo toh tumhara ruler itna precise nahi hota aur answer noisy ho jaata hai. Toh ek samajhdaari se chota step chuno.
Mnemonic Cancellation rule yaad rakhne ka tarika
"SubtractOdd, AddEven" — Taylor expansions ko Sub tract karo taaki odd derivatives (f ′ ) rakho, Add karo taaki even derivatives (f ′′ ) rakho. Aur C entral = C heta raho 2 h ka.
Forward difference formula for f ′ ( x ) ? h f ( x + h ) − f ( x ) , error O ( h ) .
Backward difference formula for f ′ ( x ) ? h f ( x ) − f ( x − h ) , error O ( h ) .
Central difference for f ′ ( x ) aur uska order? 2 h f ( x + h ) − f ( x − h ) , error O ( h 2 ) .
Central second-derivative formula? h 2 f ( x + h ) − 2 f ( x ) + f ( x − h ) , error O ( h 2 ) .
Central forward se zyada accurate kyun hai? Dono Taylor expansions subtract karne se f ′′ term cancel hoti hai, O ( h ) error khatam hota hai, sirf O ( h 2 ) bachta hai.
Forward difference ka leading error term kya hai? − 2 h f ′′ ( ξ ) .
Central first-difference ka leading error term kya hai? − 6 h 2 f ′′′ ( ξ ) .
h ko arbitrarily small kyun nahi bana sakte?Roundoff/cancellation error ε / h ki tarah badhta hai; total error ka optimum finite h par hota hai.
Even-derivative formula derive karne ki trick? f ( x + h ) aur f ( x − h ) ki Taylor series ADD karo (odd terms cancel ho jaate hain).
Forward ya backward central ki jagah kab use karna chahiye? Data table ke edges par jab ek neighbour missing ho.
Finite step h approximation
Central second derivative
O of h squared second order