================== Forward Difference ================== :doc:`/WorkProcessClassifiers/LocalAlgorithm/index` - :doc:`/WorkProcessClassifiers/OneDimensionalAlgorithm/index` The basic formula for computing the *Forward Difference* derivative at the point :math:`t_i` is stated as follows: .. math:: Y(t_i)' = \frac{Y(t_i+h_i) - Y(t_i)}{h_i} where :math:`Y(t_i)` is the function value at time point :math:`t_i`\ , :math:`Y'(t_i)` is the first derivative at time point :math:`t_i`\ , :math:`h_i` is the step size between the point :math:`t_i` and the next time point. .. rubric:: Input Parameters +------------------------+------------------------------------------------+------------+-------------+---------+ | Parameter | Type | Constraint | Description | Remarks | +========================+================================================+============+=============+=========+ | :math:`Y` | A continuous function or a data vector | | | | +------------------------+------------------------------------------------+------------+-------------+---------+ | :math:`h_i` | :math:`h_i \in \mathbb{R}^+` | | | | +------------------------+------------------------------------------------+------------+-------------+---------+ .. rubric:: Output Parameters +----------------------------+---------------+------------+--------------------------------------------------------------------------------+---------+ | Parameter | Type | Constraint | Description | Remarks | +============================+===============+============+================================================================================+=========+ | :math:`\hat{Y}` | A data vector | | First derivative of :math:`Y` with respect to time :math:`t` | | +----------------------------+---------------+------------+--------------------------------------------------------------------------------+---------+ .. rubric:: Single Steps using the Algorithm * :doc:`/DataPreprocessing/MathematicalComputation/NumericalDifferentiation/ComputingFirstOrderDerivative/ComputingFirstOrderDerivativeWithForwardDifference/index` .. rubric:: References - R.\ L. Burden and J. D. Faires, Numerical Analysis, Fifth Edition, PWS Publishing Co. Boston, MA, 1993.