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
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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+24t)
Please show that this scheme is really O(At²) accurate using the Taylor series expansions.
Transcribed Image Text: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+24t) Please show that this scheme is really O(At²) accurate using the Taylor series expansions.
Expert Solution
Step 1

Let ft be any function at time t and let t>0 representing the positive number close to zero 

Using the Taylor expansion of the function f about the base point t, we get

ft+t=ft+t f't+t22!f''t+t33!f'''t+...                     1

Replacing t by 2t

ft+2t=ft+2t f't+4t22!f''t+8t33!f'''t+...                   2

Multiplying 1 by 4, we get

 

4ft+t=4ft+4t f't+4t22!f''t+4t33!f'''t+...                     3

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