Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

ON A SIMPLE HIGH ORDER NUMERICAL DIFFERENTIATION USING THE LAGRANGE INTERPOLATION

  • HAHM N. (Department of Mathematics, University of Incheon) ;
  • YANG M. (Department of Mathematics, University of Incheon) ;
  • HONG B. I. (Department of Mathematics, and Institute of Natural Sciences, Kyung Hee University)
  • Published : 2005.09.01

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Abstract

Numerical differentiation is one of the main topics which have been studied by many researchers. If we use the forward difference scheme or the centered difference scheme, the convergence rates to the derivative are O(h) and O($h^2$), respectively. In this paper, using the Lagrange Interpolation, we construct a simple high order numerical differentiation scheme which has the convergence rate O($h^{2k}$) if we have 2k+1 equally spaced nodes. Our scheme is constructive.

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