PHYSICS · Multi-part · Fermi University Physics · Mathematical Methods for Physics · Computational Physics · Scientific programming for physicists
Scientific Computing for Physicists, Ch Spectra with error bars: the fast transform, convolution and spectral estimation
Problem
Consider f(x)=sin(3x) sampled at N=8 equally spaced points on [0,2π), so Δx=π/4.
((a)) Explain why the spectral derivative of these samples reproduces the exact derivative f′(x)=3cos(3x) at every grid point, and give its numerical error (state it as zero to rounding).
((b)) Compute the maximum, over the grid, of the error made by the standard central-difference formula Dcf(xj)=[f(xj+Δx)−f(xj−Δx)]/(2Δx) applied to the same samples.