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?