Question
Derive a suitable numerical differentiation formula of 0(h2 ) to find f'(2,4) with h = 0.1 given the table
| x | 0.1 | 1.2 | 2.4 | 3.9 |
| f(x) | 3.41 | 2.68 | 1.37 | -1.48 |
Answer :
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Skip in 10
We are required to find $f'(2.4)$ with $O(h^2)$ accuracy and step size $h=0.1$. From the table, we have values of $f(x)$ at $x=0.1, 1.2, 2.4, 3.9$. Since $f'(x)$ is required at the interior point $x=2.4$, the central difference formula of order $O(h^2)$ is most suitable: $$ f'(x) \approx \frac{f(x+h) - f(x-h)}{2h} $$ But here the spacing between given points is not uniform. The gap from 1.2 to 2.4 is $1.2$, and from 2.4 to 3.9 is $1.5$. Thus, the normal central difference with equal $h$ cannot be applied. Instead, we use the interpolating polynomial approach (Newton’s divided difference
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