Show that the second order forward finite difference scheme which approximates f′(x) using f(x), f(x + h) and f(x + 2h) is given by f′(x) ≈ (−3f(x) + 4f(x + h) −f(x + 2h))/2h
Show that the second order forward finite difference scheme which approximates f′(x) using f(x), f(x + h) and f(x + 2h) is given by f′(x) ≈ (−3f(x) + 4f(x + h) −f(x + 2h))/2h
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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Show that the second order forward finite difference scheme which approximates
f′(x) using f(x), f(x + h) and f(x + 2h) is given by
f′(x) ≈ (−3f(x) + 4f(x + h) −f(x + 2h))/2h
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