(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

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)

3. 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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# Finite differences for PDE

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