Lecture
Numerical Differentiation and Integration
Description
This lecture covers the concepts of numerical differentiation and integration, focusing on computing derivatives and integrals of regular functions using finite differences. It explains the forward and backward finite differences formulas, central finite differences, and the consistency of finite differences. The lecture also discusses the order of finite differences and their application in approximating functions. The instructor emphasizes the importance of regular functions and the accuracy of numerical methods in computing derivatives and integrals.
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