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A Taxonomy of Numerical Differentiation Methods

Komarov, Pavel et al.
arXiv (All) · Papers
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and-sciencecomputational-engineeringfinancenumerical-analysis
Differentiation is a cornerstone of computing and data analysis in every discipline of science and engineering. Indeed, most fundamental physics laws are expressed as relationships between derivatives in space and time. However, derivatives are rarely directly measurable and must instead be computed
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