Show that the finite difference formula 1 Dzu(î) = [Зи (т) — 4u(г — h) + u(т — 2h)] 2h is a second-order approximation for u'(a).

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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Show that the finite difference formula
1
Dzu(î) =
[Зи (т) — 4u(г — h) + u(т — 2h)]
2h
is a second-order approximation for u'(a).
Transcribed Image Text:Show that the finite difference formula 1 Dzu(î) = [Зи (т) — 4u(г — h) + u(т — 2h)] 2h is a second-order approximation for u'(a).
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