Soru
Demonstrate that the following forward-difference approximation for the second derivative of a function is accurate to the second order,ie., O(h^2) f''(x_(i))cong (2f(x_(i))-5f(x_(i)+h)+4f(x_(i)+2h)-f(x_(i)+3h))/(h^2)
Çözüm
4.3
(250 Oylar)
Aysel
Elit · 8 yıl öğretmeni
Uzman doğrulaması
Cevap
To demonstrate that the given forward-difference approximation for the second derivative of a function is accurate to the second order, we need to compare it with the Taylor series expansion of the second derivative.Let's consider a function
that is twice differentiable. We can expand
in a Taylor series around
as follows:
where
is an integer and
is the step size.Now, let's substitute
into the above equation to get the expressions for
,
,
, and
:
Now, let's substitute these expressions into the given forward-difference approximation:
Substituting the expressions for
,
,
, and
, we get:
Simplifying the above expression, we get: