Approximating Derivatives with Finite Differences

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Homework Help Overview

The discussion revolves around approximating the first order derivative using finite differences, specifically focusing on a formula that involves Taylor expansion and coefficients for discrete points.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • The original poster attempts to set up a linear system and utilize Taylor expansion to derive the approximation. Some participants question the dimensionality of the point xi, while others clarify that it is assumed to be one-dimensional.

Discussion Status

The discussion is ongoing, with participants exploring the dimensionality of the problem and seeking hints or guidance on how to approach the solution. There is an indication of collaborative inquiry, particularly regarding hints for higher dimensions.

Contextual Notes

Participants are working under the constraints of a homework assignment, which may impose specific requirements or limitations on their approaches.

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Homework Statement


Show that the first order derivative y'(xi) in the point xi may be approximated by

y'(xi)= (1/12*h) * (-3yi-1 -10yi + 18yi+1 -6yi+2 + yi+3) - (1/20h) h^4*y^(5) + O(h^5)


The Attempt at a Solution



I think the idea is to setup a linear system and some how use taylor expansion.

y'(xi) = a(-1)*y(xi-1) +
a(0) *y(xi) +
a( 1) *y(xi+1) +
a( 2) *y(xi+2) +
a( 3) *y(xi+3) +

Anyone has any idea on how I can show the above?
 
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xi is a point in how many dimensions? 2, 3?
 
I would assume one dimension.

xi are discrete points.

If anyone has any ideas on how to solve this please shout ;-)
 
Last edited:
If you can give a hint for n-dimensions HallsofIvy then I am sure I can solve it for 1d ;-)
 

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