Central-DifferenceFormulas-Full-TimeFaculty.pdfVIP

SEC . 6.1 APPROXIMATING THE DERIVATIVE 323 Central-Difference Formulas If the function f (x ) can be evaluated at values that lie to the left and right of x , then the best two-point formula will involve abscissas that are chosen symmetrically on both sides of x . Theorem 6.1 (Centered Formula of Order O (h2)). Assume that f ∈ C3 [a , b] and that x − h , x , x + h ∈ [a , b]. Then f (x + h) − f (x − h) (3) f (x ) ≈ . 2h Furthermore, there exists a number c = c(x ) ∈ [a , b] such that f (x + h) − f (x − h) (4) f (x ) = + Etrunc (f , h), 2h where h2 f (3) (c) 2 Etrunc (f , h) = − = O (h ). 6 The term E (f , h) is called the truncation error. Proof. Start with the second-degree Taylor expansions f (x ) = P2 (x ) + E2 (x ), about x , for f (x + h) and f (x − h): f (2) (x )h2 f (3) (c )h3 1 (5) f (x + h) = f (x ) + f (x )h + + 2! 3! and f (2) (x )h2 f (3) (c )h3 2 (6) f (x − h) = f (x ) − f (x )h + − . 2! 3!