[Note that, in this example, the mesh sizes in x and y are identical (h); strictly speaking,...

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[Note that, in thisexample, the mesh sizes in x and y are identical (h); strictlyspeaking, this need not be true. In some applications, we may needmore resolution along the x- or y-axis; we could then use separatemesh sizes hx and hy.]

By definition, thepartial derivative of a function f ( x , y ) with respect to xis

∂ f ∂ x = L i m h ⟶ 0f ( x i + h , y j ) − f ( x i , y j ) h

and the partialderivative with respect to y is

∂ f /∂ y = L i m h ⟶ 0f ( x i , y j + h ) − f ( x i , y j )/ h

If we applied theseformulas to our grid values, we would get the finitedifference expressions

∂ f /d x ( x i , y j )≅ f ( x i + 1 , y j ) − f ( x i , y j )/ h

Note:To avoid round-off error, retain at least six decimalplaces in all of your calculations.

  • Assume the function f is defined as f(x, y) = 3 tan x cosy
  • Use differentiation rules to find the exact partial derivatives∂ f /∂ x and ∂ f /∂ y , and evaluate those exact partialderivatives at (1.56, -2.1).  
  • Use the finite difference formulas to estimate ∂ f /∂ x and ∂f/ ∂ y at (1.56, -2.1) for three different values of the mesh size
    • h = 0.01
    • h = 0.001
    • h = 0.0001
  • Use your calculated values to fill in this table:

Estimated partialderivatives using finite difference formulas:

h

finitedifference approx. to ∂ f/ ∂x

exact ∂f/ ∂ x

finitedifference approx. to ∂ f/ ∂y

exact ∂f/ ∂ y

0.01

0.001

0.0001

Answer the followingquestions:

  • For which partial derivative is the finite differenceapproximation more accurate?
  • Why is the finite difference approximation for the otherpartial derivative less accurate?  Under what real-worldconditions might we see such poor approximations?

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