Oscar Veliz | Approximating the Jacobian: Finite Difference Method for Systems of Nonlinear Equations @OscarVeliz | Uploaded 3 years ago | Updated 1 hour ago
Generalized Finite Difference Method for Simultaneous Nonlinear Systems by approximating the Jacobian using the limit of partial derivatives with the forward finite difference. Example code on GitHub github.com/osveliz/numerical-veliz

Chapters
0:00 Intro
0:13 Prerequisites
0:32 Refresher
0:43 What is the Jacobian?
2:06 Approximating the Jacobian
3:00 Finite Differences
3:21 Note on Notation
4:23 Visualization
6:17 Improving Accuracy
6:42 Note on Notation 2
7:45 Oscar's Notes
8:24 Mathemaniac
8:34 Thank You

Recommended Viewing
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Newton's Method for Systems of Nonlinear Equations youtu.be/m_nfoUz-PNY
Generalized Steffensen's Method youtu.be/ndf2vjXjXzQ
Generalized Secant Method youtu.be/p2OPlnHJPNI
"What is Jacobian?" by @mathemaniac youtu.be/wCZ1VEmVjVo
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Background music "The Golden Present" by @JesseGallagher

#FiniteDifferenceMethod #NumericalAnalysis #NonlinearSystem