Finite Difference (Interpolating Polynomial)

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SUMMARY

The discussion focuses on the application of finite difference methods to derive the second derivative of a function, specifically using the example of the function \( \frac{1}{x} \). Participants clarify the notation of \( \Delta x^2 \) as \( (\Delta x)^2 \) and emphasize the importance of correctly applying limits as \( \Delta x \) approaches zero. The conversation highlights the process of calculating first and second divided differences and the necessity of simplifying these differences to arrive at the desired derivative.

PREREQUISITES
  • Understanding of finite difference methods
  • Familiarity with derivatives and second derivatives
  • Basic knowledge of calculus notation, including limits
  • Experience with computational algebra systems (CAS)
NEXT STEPS
  • Study the derivation of finite difference approximations for derivatives
  • Learn about the application of limits in calculus, particularly in the context of derivatives
  • Explore the use of computational algebra systems (CAS) for simplifying expressions
  • Investigate the relationship between divided differences and Taylor series expansions
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Students and educators in calculus, mathematicians interested in numerical methods, and anyone looking to deepen their understanding of finite difference techniques and their applications in derivative calculations.

planauts
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Homework Statement


http://puu.sh/1QFsA

Homework Equations





The Attempt at a Solution


I'm actually not sure how to do this question. How do i find Δx^2. I kind of understand the question but I don't know how to prove it. I know that Δy becomes dy when the width becomes infinitesimally small (Ʃ (infinity)). And y'' is basically the second derivative... but I have no clue how to go about verifying this...

This is my attempt:
http://puu.sh/1QFqE

I, myself, think it looks more like gibberish. Could someone nudge me to the right direction, please? Thanks!
 
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You have calculated ##y_0,\,y_1,\,y_2##. The first differences are ##y_1-y_0, y_2-y_1##, as you have calculated. Simplify them both by adding the fractions. Then take their difference and simplify it similarly. That will give you ##\Delta^2y_0##. Then divide that by ##\Delta^2x## and take the limit as ##\Delta x\rightarrow 0##. Just push it through and determine whether it gives the second derivative of ##\frac 1 x## at ##x=x_0## or not.
 
But the question asks for http://puu.sh/1QKd3 , and you are saying to divide http://puu.sh/1QKeC by http://puu.sh/1QKdV . The square is associated with x, rather than delta. Also, when I take the second difference of x, I get zero...
 
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planauts said:
But the question asks for http://puu.sh/1QKd3 , and you are saying to divide http://puu.sh/1QKeC by http://puu.sh/1QKdV . The square is associated with x, rather than delta. Also, when I take the second difference of x, I get zero...

You don't need ##\Delta x^2## (not ##\Delta^2 x##); that is just "notation", the same as ##dx^2## is merely a notation in differentiation. We have ##\Delta y / \Delta x## = first divided-difference, and so ##\Delta^2 y / \Delta x^2## = second divided difference = divided difference of the divided differences.
 
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planauts said:
But the question asks for http://puu.sh/1QKd3 , and you are saying to divide http://puu.sh/1QKeC by http://puu.sh/1QKdV . The square is associated with x, rather than delta. Also, when I take the second difference of x, I get zero...

Yes, I meant ##\Delta x^2 = (\Delta x)^2## as stated in the problem. That's why I almost (and should have) suggested you use ##h## instead of ##\Delta x## when working that problem. Using ##h^2## there would have been no typo and no misunderstanding.
 
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LCKurtz said:
You have calculated ##y_0,\,y_1,\,y_2##. The first differences are ##y_1-y_0, y_2-y_1##, as you have calculated. Simplify them both by adding the fractions. Then take their difference and simplify it similarly. That will give you ##\Delta^2y_0##. Then divide that by ##\Delta^2x## and take the limit as ##\Delta x\rightarrow 0##. Just push it through and determine whether it gives the second derivative of ##\frac 1 x## at ##x=x_0## or not.

http://puu.sh/1QMxk

I'm still very confused about the "Then divide that by Δ^2x and take the limit as Δx→0."

I got it simplified using CAS, and replaced Δx by h like you suggested. However, how do I convert that into an derivative. If I just take the limit as h->0, then it would be 0 and the derivative that I need is 2/x^2.
 
Last edited by a moderator:
planauts said:
http://puu.sh/1QMxk

I'm still very confused about the "Then divide that by Δ^2x and take the limit as Δx→0."

I got it simplified using CAS, and replaced Δx by h like you suggested. However, how do I convert that into an derivative. If I just take the limit as h->0, then it would be 0 and the derivative that I need is 2/x^2.

Your steps look OK. Weren't you asked to divide by ##(\Delta x)^2=h^2## before you let ##h\rightarrow 0##? And hopefully you will get the second derivative.
 
Last edited by a moderator:
Thanks a lot! It makes sense now. The question was so confusing but it is actually a very simple question!

Thanks again everyone for your help.
 

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