Various Consequences

TPS Sizing Optimization Using Complex Variable Differentiation Sensitivity I stumbled upon an interesting old presentation that shows a ...

I’ve been posting lots of links to uncertainty quantification (UQ) references lately in comments (eg here , here , here ), but I don’t reall...

Newton's method are really useful for solving non-linear systems. Each iteration of the Newton's method requires solving a linear ...

To solve Laplace's equation with a complex step finite difference we needed to develop asymmetric difference relations to solve on the ...

We showed in an earlier post that approximating first derivatives with complex steps leads to a second order accurate formula that avoids t...

Over the course of a couple posts ( 1 and 2 ) we've shown that you can extend the idea of finite difference approximations to include d...

We can use the results from the previous post about complex step finite differences to solve the 2D Laplace's equation. Instead of sol...

I wrote a while back about using a complex step to approximate the first derivative of a function. The neat thing being that there was no ...

Finite differences are cool, but you are limited by subtractive cancellation ( section 3.4: subtractive cancellation exercises ). What if y...