- #1
Klaus_Hoffmann
- 86
- 1
hi, my problem is to evaluate the n-th difference to be able to approximate the n-th derivative of a function f(x) at the point x=0
as for small 'h' then [tex] \frac{\Delta ^{n}}{h^{n} \sim \frac{d^{n}f(0)}{dx^{n}} [/tex]
i think that the n-th difference (with step h) has the representation:
[tex] \Delta ^{n} f(0) = \frac{1}{2\pi i} \int_{c-i\infty}^{c+i\infty}ds \frac{f(s)}{(s(s-h)(s-2h)(s-3h)...(s-nh)}x^{s} [/tex]
and that evaluating this we could obtain an (approximate) asymptotic expansion for n-->infinity.
the intention is given a generating function
[tex] f(x)= a(0)+a(1)x+a(2)x^{2}+..... [/tex]
then to calculate a(n) you need to know the n-th derivative, we can approximate this derivative by the n-th forward difference at x=0 with an small step 'h'
as for small 'h' then [tex] \frac{\Delta ^{n}}{h^{n} \sim \frac{d^{n}f(0)}{dx^{n}} [/tex]
i think that the n-th difference (with step h) has the representation:
[tex] \Delta ^{n} f(0) = \frac{1}{2\pi i} \int_{c-i\infty}^{c+i\infty}ds \frac{f(s)}{(s(s-h)(s-2h)(s-3h)...(s-nh)}x^{s} [/tex]
and that evaluating this we could obtain an (approximate) asymptotic expansion for n-->infinity.
the intention is given a generating function
[tex] f(x)= a(0)+a(1)x+a(2)x^{2}+..... [/tex]
then to calculate a(n) you need to know the n-th derivative, we can approximate this derivative by the n-th forward difference at x=0 with an small step 'h'