Numerical Differentiation and Integration
Numerical methods to find estimates for derivatives and definite integrals are presented and discussed in this chapter. Many engineering applications involve rates of change of quantities with respect to variables such as time. For example, linear damping force is directly proportional to velocity, which is the rate of change of displacement with respect to time. Other applications may involve definite integrals. For example, the voltage across a capacitor at any specified time is proportional to the integral of the current taken from an initial time to that specified time.
Numerical differentiation is desirable in various situations. Sometimes the analytical expression ...
