Numerical Differentiation: Second Derivatives and Differentiating Data @Eigensteve

Uploaded November 2022 | Updated September 2026, 2 weeks ago

This video explores how to numerically compute second derivatives and how to differentiate vectors of data. Examples are given in Python and Matlab.

Paper on ML for differentiation: pnas.org/doi/10.1073/pnas.1814058116

Playlist: youtube.com/playlist?list=PLMrJAkhIeNNTYaOnVI3QpH7jgULnAmvPA
Course Website: http://faculty.washington.edu/sbrunton/me564/

@eigensteve on Twitter
eigensteve.com
databookuw.com

This video was produced at the University of Washington

%%% CHAPTERS %%%
0:00 Higher order finite difference schemes
5:30 Finite difference second derivative
14:27 Differentiating data vectors
26:28 Python code example
35:22 Matlab code example

Numerical Differentiation: Second Derivatives and Differentiating Data

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