numerical differentiation

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1: 3.4 Differentiation

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§3.4(i) Equally-Spaced Nodes

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§3.4(ii) Analytic Functions

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§3.4(iii) Partial Derivatives

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2: 3.3 Interpolation

… ►For theory and applications see Stenger (1993, Chapter 3).

3: Philip J. Davis

… ►Davis also co-authored a second Chapter, “Numerical Interpolation, Differentiation, and Integration” with Ivan Polonsky. …

4: 18.40 Methods of Computation

… ►See Gautschi (1983) for examples of numerically stable and unstable use of the above recursion relations, and how one can then usefully differentiate between numerical results of low and high precision, as produced thereby. …

5: Bibliography M

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Notes:

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External Links:

mpmath

Referenced by:

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6: 10.45 Functions of Imaginary Order

… ►In consequence of (10.45.5)–(10.45.7), ${\tilde{I}}_{\nu }\left(x\right)$ and ${\tilde{K}}_{\nu }\left(x\right)$ comprise a numerically satisfactory pair of solutions of (10.45.1) when $x$ is large, and either ${\tilde{I}}_{\nu }\left(x\right)$ and $(1/\pi )\sinh \left(\pi \nu \right){\tilde{K}}_{\nu }\left(x\right)$, or ${\tilde{I}}_{\nu }\left(x\right)$ and ${\tilde{K}}_{\nu }\left(x\right)$, comprise a numerically satisfactory pair when $x$ is small, depending whether $\nu \ne 0$ or $\nu =0$. …

7: 10.24 Functions of Imaginary Order

… ►In consequence of (10.24.6), when $x$ is large ${\tilde{J}}_{\nu }\left(x\right)$ and ${\tilde{Y}}_{\nu }\left(x\right)$ comprise a numerically satisfactory pair of solutions of (10.24.1); compare §2.7(iv). Also, in consequence of (10.24.7)–(10.24.9), when $x$ is small either ${\tilde{J}}_{\nu }\left(x\right)$ and $\tanh \left(\frac{1}{2}\pi \nu \right){\tilde{Y}}_{\nu }\left(x\right)$ or ${\tilde{J}}_{\nu }\left(x\right)$ and ${\tilde{Y}}_{\nu }\left(x\right)$ comprise a numerically satisfactory pair depending whether $\nu \ne 0$ or $\nu =0$. …

8: 3.7 Ordinary Differential Equations

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§3.7(ii) Taylor-Series Method: Initial-Value Problems

… ►By repeated differentiation of (3.7.1) all derivatives of $w(z)$ can be expressed in terms of $w(z)$ and $w^{\prime }(z)$ as follows. … ► … ►

§3.7(v) Runge–Kutta Method

… ►The method consists of a set of rules each of which is equivalent to a truncated Taylor-series expansion, but the rules avoid the need for analytic differentiations of the differential equation. …

9: 20.14 Methods of Computation

… ►Similarly, their $z$-differentiated forms provide a convenient way of calculating the corresponding derivatives. … ►In practice a value with, say, $\mathrm{\Im }\tau \ge 1/2$, $\left|q\right|\le 0.2$, is found quickly and is satisfactory for numerical evaluation.

10: 25.11 Hurwitz Zeta Function

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25.11.6 $$\zeta (s,a)=\frac{1}{a^s}\left(\frac{1}{2}+\frac{a}{s-1}\right)-\frac{s(s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{{\tilde{B}}_2\left(x\right)-B_2}{{(x+a)}^{s+2}}dx,$$ $s\ne 1$, $\mathrm{\Re }s>-1$, $a>0$.

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Symbols:

$B_n$: Bernoulli numbers, $\zeta (s,a)$: Hurwitz zeta function, $dx$: differential of $x$ , $\int$: integral, ${\tilde{B}}_n\left(x\right)$: periodic Bernoulli functions, $\mathrm{\Re }$: real part, $x$: real variable, $a$: real or complex parameter and $s$: complex variable

Keywords:

Euler–Maclaurin formula, improper integral

Source:

Apostol (1985a, (25), p. 231)

Referenced by:

Erratum (V1.0.12) for Equations (25.11.6), (25.11.19), and (25.11.20)

Permalink:

http://dlmf.nist.gov/25.11.E6

Encodings:

pMML, png, TeX

Errata (effective with 1.0.12):

Originally the integrand was incorrect because its numerator contained the function ${\tilde{B}}_2\left(x\right)$. The correct function is $\frac{{\tilde{B}}_2\left(x\right)-B_2}{2}$.

Reported 2016-05-08 by Clemens Heuberger

See also:

Annotations for §25.11(iii), §25.11 and Ch.25

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25.11.17 $$\frac{\partial }{\partial a}\zeta (s,a)=-s\zeta (s+1,a),$$ $s\ne 0,1$; $\mathrm{\Re }a>0$.

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Symbols:

$\zeta (s,a)$: Hurwitz zeta function, $\frac{\partial f}{\partial x}$: partial derivative of $f$ with respect to $x$ , $\partial x$: partial differential of $x$ , $\mathrm{\Re }$: real part, $a$: real or complex parameter and $s$: complex variable

Keywords:

derivative

Proof sketch:

Derivable by differentiating (25.11.1) with respect to $a$.

Referenced by:

(25.11.10)

Permalink:

http://dlmf.nist.gov/25.11.E17

Encodings:

pMML, png, TeX

See also:

Annotations for §25.11(vi), §25.11(vi), §25.11 and Ch.25

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25.11.19 $${\zeta }^{\prime }(s,a)=-\frac{\ln a}{a^s}\left(\frac{1}{2}+\frac{a}{s-1}\right)-\frac{a^{1-s}}{{(s-1)}^2}+\frac{s(s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{({\tilde{B}}_2\left(x\right)-B_2)\ln \left(x+a\right)}{{(x+a)}^{s+2}}dx-\frac{(2s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{{\tilde{B}}_2\left(x\right)-B_2}{{(x+a)}^{s+2}}dx,$$ $\mathrm{\Re }s>-1$, $s\ne 1$, $a>0$.

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Symbols:

$B_n$: Bernoulli numbers, $\zeta (s,a)$: Hurwitz zeta function, $dx$: differential of $x$ , $\int$: integral, $\ln z$: principal branch of logarithm function, ${\tilde{B}}_n\left(x\right)$: periodic Bernoulli functions, $\mathrm{\Re }$: real part, $x$: real variable, $a$: real or complex parameter, $s$: complex variable and $k$: integer

Keywords:

derivative

Source:

Apostol (1985a, fourth equation, p. 231); with $k=1$, ${\phi }_2(x)=\frac{1}{2}({\tilde{B}}_2\left(x\right)-B_2)$

Referenced by:

Erratum (V1.0.12) for Equations (25.11.6), (25.11.19), and (25.11.20)

Permalink:

http://dlmf.nist.gov/25.11.E19

Encodings:

pMML, png, TeX

Errata (effective with 1.0.12):

Originally both integrands were incorrect because their numerators contained the function ${\tilde{B}}_2\left(x\right)$. The correct function is $\frac{{\tilde{B}}_2\left(x\right)-B_2}{2}$.

Reported 2016-06-27 by Gergő Nemes

See also:

Annotations for §25.11(vi), §25.11(vi), §25.11 and Ch.25

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25.11.20 $${(-1)}^k{\zeta }^{(k)}(s,a)=\frac{{(\ln a)}^k}{a^s}\left(\frac{1}{2}+\frac{a}{s-1}\right)+k!a^{1-s}\sum _{r=0}^{k-1}\frac{{(\ln a)}^r}{r!{(s-1)}^{k-r+1}}-\frac{s(s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{({\tilde{B}}_2\left(x\right)-B_2){(\ln \left(x+a\right))}^k}{{(x+a)}^{s+2}}dx+\frac{k(2s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{({\tilde{B}}_2\left(x\right)-B_2){(\ln \left(x+a\right))}^{k-1}}{{(x+a)}^{s+2}}dx-\frac{k(k-1)}{2}{\int }_0^{\mathrm{\infty }}\frac{({\tilde{B}}_2\left(x\right)-B_2){(\ln \left(x+a\right))}^{k-2}}{{(x+a)}^{s+2}}dx,$$ $\mathrm{\Re }s>-1$, $s\ne 1$, $a>0$.

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Symbols:

$B_n$: Bernoulli numbers, $\zeta (s,a)$: Hurwitz zeta function, $dx$: differential of $x$ , $!$: factorial (as in $n!$), $\int$: integral, $\ln z$: principal branch of logarithm function, ${\tilde{B}}_n\left(x\right)$: periodic Bernoulli functions, $\mathrm{\Re }$: real part, $x$: real variable, $a$: real or complex parameter, $s$: complex variable and $k$: integer

Keywords:

derivative

Source:

Apostol (1985a, fourth equation, p. 231); with ${\phi }_2(x)=\frac{1}{2}({\tilde{B}}_2\left(x\right)-B_2)$

Referenced by:

Erratum (V1.0.12) for Equations (25.11.6), (25.11.19), and (25.11.20)

Permalink:

http://dlmf.nist.gov/25.11.E20

Encodings:

pMML, png, TeX

Errata (effective with 1.0.12):

Originally all three integrands were incorrect because their numerators contained the function ${\tilde{B}}_2\left(x\right)$. The correct function is $\frac{{\tilde{B}}_2\left(x\right)-B_2}{2}$.

Reported 2016-06-27 by Gergő Nemes

See also:

Annotations for §25.11(vi), §25.11(vi), §25.11 and Ch.25

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25.11.24 $$\sum _{r=1}^{k-1}{\zeta }^{\prime }(s,\frac{r}{k})=(k^s-1){\zeta }^{\prime }\left(s\right)+k^s\zeta \left(s\right)\ln k,$$ $s\ne 1$, $k=1,2,3,\mathrm{\dots }$.

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Symbols:

$\zeta (s,a)$: Hurwitz zeta function, $\zeta \left(s\right)$: Riemann zeta function, $\ln z$: principal branch of logarithm function, $a$: real or complex parameter, $s$: complex variable and $k$: integer

Keywords:

derivative

Proof sketch:

Derivable from (25.11.15) with $a=1/k$, multiplying by $k^s$, differentiating with respect to $s$, and using (25.11.2).

Referenced by:

(25.11.21), §25.11(vi)

Permalink:

http://dlmf.nist.gov/25.11.E24

Encodings:

pMML, png, TeX

See also:

Annotations for §25.11(vi), §25.11(vi), §25.11 and Ch.25

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