Numerical Differentiation Using Finite Difference

Explore numerical differentiation techniques using finite difference methods in this 50-minute lecture from the Engineering Mathematics course at the University of Washington. Delve into the fundamental concepts and practical applications of finite difference approximations for calculating derivatives. Access accompanying lecture notes and Matlab code examples to reinforce your understanding of the topic. Gain valuable insights from Professor Steve Brunton's expertise in this essential area of computational mathematics, applicable to various engineering and scientific disciplines.

ME564 Lecture 14: Numerical differentiation using finite difference