Given a function f : R⟶R that is continuously differentiable on  x∈{x−k,...,xn−2,xn−1,xn,xn+1,xn+2,...,xk}⊂R, use the Taylor series to derive the second-order accurate approximations for the following: forward difference formula for f′(xn), backward difference formula for f′(xn), and central difference formula for f′(xn).

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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Given a function f : R⟶R that is continuously differentiable on  x∈{x−k,...,xn−2,xn−1,xn,xn+1,xn+2,...,xk}⊂R, use the Taylor series to derive the second-order accurate approximations for the following:

  1. forward difference formula for f′(xn),
  2. backward difference formula for f′(xn), and
  3. central difference formula for f′(xn).
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