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1. Numerical differentiation
This Section deals with ways of numerically approximating derivatives of functions. One reason for
dealing with this now is that we will use it briefly in the next Section. But as we shall see in these
next few pages, the technique is useful in itself.

2. First derivatives
Our aim is to approximate the slope of a curve f at a particular point x = a in terms of f (a) and
the value of f at a nearby point where x = a + h. The shorter broken line Figure 11 may be thought
of as giving a reasonable approximation to the required slope (shown by the longer broken line), if h
is small enough.

This slope approximates f ! (a)

Slope of line is f ! (a)

a a+h x

Figure 11

So we might approximate
di↵erence in the y-values f (a + h) f (a)
f 0 (a) ⇡ slope of short broken line = = .
di↵erence in the x-values h
This is called a one-sided di↵erence or forward di↵erence approximation to the derivative of f .
A second version of this arises on considering a point to the left of a, rather than to the right as we
did above. In this case we obtain the approximation
f (a) f (a h)
f 0 (a) ⇡
h
This is another one-sided di↵erence, called a backward di↵erence, approximation to f 0 (a).
A third method for approximating the first derivative of f can be seen in Figure 12.

HELM (2008): 59
Section 31.3: Numerical Di↵erentiation
 f

This slope approximates f ! (a)

Slope of line is f ! (a)

a−h a a+h x

Figure 12
Here we approximate as follows
di↵erence in the y-values f (x + h) f (x h)
f 0 (a) ⇡ slope of short broken line = =
di↵erence in the x-values 2h
This is called a central di↵erence approximation to f 0 (a).

Key Point 11
First Derivative Approximations
Three approximations to the derivative f 0 (a) are
f (a + h) f (a)
1. the one-sided (forward) di↵erence
h

f (a) f (a h)
2. the one-sided (backward) di↵erence
h

f (a + h) f (a h)
3. the central di↵erence
2h

In practice, the central di↵erence formula is the most accurate.

These first, rather artificial, examples will help fix our ideas before we move on to more realistic
applications.

60 HELM (2008):
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Example 18
Use a forward di↵erence, and the values of h shown, to approximate the derivative
of cos(x) at x = ⇡/3.
(a) h = 0.1 (b) h = 0.01 (c) h = 0.001 (d) h = 0.0001
Work to 8 decimal places throughout.

Solution
cos(a + h) cos(a) 0.41104381 0.5
(a) f 0 (a) ⇡ = = 0.88956192
h 0.1
0 cos(a + h) cos(a) 0.49131489 0.5
(b) f (a) ⇡ = = 0.86851095
h 0.01
0 cos(a + h) cos(a) 0.49913372 0.5
(c) f (a) ⇡ = = 0.86627526
h 0.001
0 cos(a + h) cos(a) 0.49991339 0.5
(d) f (a) ⇡ = = 0.86605040
h 0.0001

One advantage of doing a simple example first is that we can compare these approximations with
the ‘exact’ value which is
p
0 3
f (a) = sin(⇡/3) = = 0.86602540 to 8 d.p.
2
Note that the accuracy levels of the four approximations in Example 15 are:

(a) 1 d.p. (b) 2 d.p. (c) 3 d.p. (d) 3 d.p. (almost 4 d.p.)

The errors to 6 d.p. are:

(a) 0.023537 (b) 0.002486 (c) 0.000250 (d) 0.000025

Notice that the errors reduce by about a factor of 10 each time.

Example 19
Use a central di↵erence, and the value of h shown, to approximate the derivative
of cos(x) at x = ⇡/3.
(a) h = 0.1 (b) h = 0.01 (c) h = 0.001 (d) h = 0.0001
Work to 8 decimal places throughout.

HELM (2008): 61
Section 31.3: Numerical Di↵erentiation
 Solution
cos(a + h) cos(a h) 0.41104381 0.58396036
(a) f 0 (a) ⇡ = = 0.86458275
2h 0.2
cos(a + h) cos(a h) 0.49131489 0.50863511
(b) f 0 (a) ⇡ = = 0.86601097
2h 0.02
cos(a + h) cos(a h) 0.49913372 0.50086578
(c) f 0 (a) ⇡ = = 0.86602526
2h 0.002
cos(a + h) cos(a h) 0.49991339 0.50008660
(d) f 0 (a) ⇡ = = 0.86602540
2h 0.0002

This time successive approximations generally have two extra accurate decimal places indicating a
superior formula. This is illustrated again in the following Task.

Task
Let f (x) = ln(x) and a = 3. Using both a forward di↵erence and a central
di↵erence, and working to 8 decimal places, approximate f 0 (a) using h = 0.1 and
h = 0.01.
(Note that this is another example where we can work out the exact answer, which
in this case is 13 .)

Your solution

62 HELM (2008):
Workbook 31: Numerical Methods of Approximation
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Answer
Using the forward di↵erence we find, for h = 0.1
ln(a + h) ln(a) 1.13140211 1.09861229
f 0 (a) ⇡ = = 0.32789823
h 0.1
and for h = 0.01 we obtain
ln(a + h) ln(a) 1.10194008 1.09861229
f 0 (a) ⇡ = = 0.33277901
h 0.01
Using central di↵erences the two approximations to f 0 (a) are
ln(a + h) ln(a h) 1.13140211 1.06471074
f 0 (a) ⇡ = = 0.33345687
2h 0.2
and
ln(a + h) ln(a h)
1.10194008 1.09527339
f 0 (a) ⇡ = = 0.33333457
2h 0.02
The accurate answer is, of course, 0.33333333

There is clearly little point in studying this technique if all we ever do is approximate quantities we
could find exactly in another way. The following example is one in which this so-called di↵erencing
method is the best approach.

Example 20
The distance x of a runner from a fixed point is measured (in metres) at intervals
of half a second. The data obtained are
t 0.0 0.5 1.0 1.5 2.0
x 0.00 3.65 6.80 9.90 12.15
Use central di↵erences to approximate the runner’s velocity at times t = 0.5 s and
t = 1.25 s.

Solution
Our aim here is to approximate x0 (t). The choice of h is dictated by the available data given in the
table.
Using data with t = 0.5 s at its centre we obtain
x(1.0) x(0.0)
x0 (0.5) ⇡ = 6.80 m s 1 .
2 ⇥ 0.5
Data centred at t = 1.25 s gives us the approximation
x(1.5) x(1.0)
x0 (1.25) ⇡ = 6.20 m s 1 .
2 ⇥ 0.25
Note the value of h used.

HELM (2008): 63
Section 31.3: Numerical Di↵erentiation
 Task
The velocity v (in m s 1 ) of a rocket measured at half second intervals is
t 0.0 0.5 1.0 1.5 2.0
v 0.000 11.860 26.335 41.075 59.051
Use central di↵erences to approximate the acceleration of the rocket at times
t = 1.0 s and t = 1.75 s.

Your solution

Answer
Using data with t = 1.0 s at its centre we obtain
v(1.5) v(0.5)
v 0 (1.0) ⇡ = 29.215 m s 2 .
1.0
Data centred at t = 1.75 s gives us the approximation
v(2.0) v(1.5)
v 0 (1.75) ⇡ = 35.952 m s 2 .
0.5

3. Second derivatives
An approach which has been found to work well for second derivatives involves applying the notion
of a central di↵erence three times. We begin with
f 0 (a + 12 h) f 0 (a 1
h)
f 00 (a) ⇡ . 2
h
Next we approximate the two derivatives in the numerator of this expression using central di↵erences
as follows:
f (a + h) f (a) f (a) f (a h)
f 0 (a + 12 h) ⇡ and f 0 (a 12 h) ⇡ .
h h

64 HELM (2008):
Workbook 31: Numerical Methods of Approximation
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Combining these three results gives

00 f 0 (a + 12 h) f 0 (a 1
2
h)
f (a) ⇡
h
⇢✓ ◆ ✓ ◆
1 f (a + h) f (a) f (a) f (a h)
⇡
h h h
f (a + h) 2f (a) + f (a h)
=
h2

Key Point 12
Second Derivative Approximation
A central di↵erence approximation to the second derivative f 00 (a) is

f (a + h) 2f (a) + f (a h)
f 00 (a) ⇡
h2

Example 21
The distance x of a runner from a fixed point is measured (in metres) at intervals
of half a second. The data obtained are
t 0.0 0.5 1.0 1.5 2.0
x 0.00 3.65 6.80 9.90 12.15
Use a central di↵erence to approximate the runner’s acceleration at t = 1.5 s.

Solution
Our aim here is to approximate x00 (t).
Using data with t = 1.5 s at its centre we obtain

x(2.0) 2x(1.5) + x(1.0)

from which we see that the runner is slowing down.

HELM (2008): 65
Section 31.3: Numerical Di↵erentiation