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Activity Number:
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47
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Type:
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Contributed
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Date/Time:
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Sunday, August 11, 2002 : 4:00 PM to 5:50 PM
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Sponsor:
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General Methodology
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| Abstract - #301566 |
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Title:
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Numerical Differentiation Using Statistical Design
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Author(s):
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Chris Bodily*+ and John Monahan
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Affiliation(s):
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North Carolina State University and North Carolina State University
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Address:
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, , , ,
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Keywords:
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numerical differentiation ; differencing ; response surface
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Abstract:
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Derivatives are frequently required by numerical procedures used across many disciplines. Numerical differentiation can be useful for approximating derivatives. This paper will introduce computational differentiation (the process by which derivatives are obtained with a computer), focusing on statistical response surface (RSM) designs for approximating derivatives. The RSM designs are compared with two competing numerical methods: namely a rival-saturated statistical design approach, and a method employing finite differencing. A covariance model incorporating function smoothness and computer round-off error is proposed for estimating the derivative approximation variances. These variances and the computational workload each method requires become the basis for comparing the derivative approximations.
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