Numerical Differentiation and Integration through Aitken-Neville Schemes

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Ramesh Kumar Muthumalai

Abstract

Some new formulas are given to approximate higher order derivatives and integrals through Aitken-Neville iterative schemes for arbitrary spaced grids. An algorithm is given in MATLAB for numerical differentiation. Also, numerical examples are provided to study error analysis of new formulas for numerical differentiation and integration.

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