Derive an O(At²) accurate forward difference derivitive for the function f(t) at time t using the following three measurements or data points: f(t), f(t+At), and f(t+2^t) Please show that this scheme is really O(At²) accurate using the Taylor series expansions.
Derive an O(At²) accurate forward difference derivitive for the function f(t) at time t using the following three measurements or data points: f(t), f(t+At), and f(t+2^t) Please show that this scheme is really O(At²) accurate using the Taylor series expansions.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Step 1
Let be any function at time and let representing the positive number close to zero
Using the Taylor expansion of the function about the base point , we get
Replacing
Multiplying by 4, we get
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