Numerical Derivative & Integral — Advanced

❓Calculus 🏠Home 🧮Basic Video
📘 How to use this — copy and paste CSV, TSV, or spreadsheet data

What this page adds. The basic calculator takes the first derivative by the central difference and the first integral by the trapezoid rule, in your browser, on up to three columns. This page takes any number of columns, derivatives and integrals up to order 4, the forward, backward and Savitzky-Golay derivatives, Simpson's rule, and your own integration constants. To do that it sends your table to the server, computes there, and sends the numbers back. Nothing is stored, but the data does leave your machine. If that matters for your data, use the basic page. The derivative and integral article explains each method.

Each derivative order multiplies the noise: on measured data a second derivative is a stretch and a fourth is mostly noise. Use Savitzky-Golay, or smooth the data first. Savitzky-Golay needs evenly spaced x.

  1. Paste your data into the Input grid — straight from a spreadsheet, or as CSV/TSV text — or import a CSV/TSV file. Column x, then any number of y columns. Rows are sorted by x; every x must be different.
  2. Pick the Operation, the Method and the Order (1 to 4).
    • Derivative: Forward difference, Backward difference and Central difference are applied Order times; one-sided at the first and last rows. Savitzky-Golay fits a polynomial of degree Polyorder over a Window of samples and reads the derivative of Order from it in one pass; Polyorder must be at least the Order.
    • Integral: Trapezoid or Simpson, as a running sum from the first x, repeated Order times. Simpson takes uneven x and an odd number of panels with SciPy's correction.
  3. Constants (integral only): every order starts at 0 at the first x. Open Constants, pick the order k, and set its C_k; the curve redraws at once.
  4. Press calculate. The upper chart shows your data, the lower chart the result of the chosen Order. The Output grid lists x, then the result for each y column. Export saves it as a CSV/TSV file. The server time shows beside the button.
  5. Area over a range (integral only) — under the charts, set From and To and pick Signed (area below the axis subtracts) or Absolute (every part adds). At Order 1 it is the area under your data; at a higher Order, the area under the integral one order below, so that it equals the change of the result over the range.
  6. Real time range — on Window, Polyorder, C_k, From and To.
    • ▲▼ buttons or the mouse wheel over the box: the value moves by one step and the server recomputes at once.
    • Digit wheel: over the box, the wheel steps the digit just left of the mouse pointer.
    • Limits: Window 5 to 101, odd; Polyorder 1 to 6; From and To inside the data's x - outside is refused with a reason, never moved for you.
    • Typing or the arrow keys change the box only; press calculate to recompute.

Input

Output

Input

Derivative