1. Not finding help here? Sign up for a free 30min tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Forward difference formula extrapolation

  1. Jan 24, 2006 #1
    the forward difference formula can be expressed as
    [tex] f'(x_{0}) = \frac{1}{h} [f(x_{0} + h) - f(x_{0})] - \frac{h}{2} f''(x_{0}) - \frac{h^2}{6} f'''(x_{0}) + O(h^3) [/tex]

    use extrapolation to derivae an O(h^3) formula for f'(x0)

    would i be using the taylor expansion to get the answer here? I knwo this is somehow related to Richardson's extrapolation.
    please help
    am i gonna be using something like this?
    [tex] N_{j} (h) = N_{j-1} (h) (\frac{h}{2}) + \frac{N_{j-1}(h/2) - N_{j-1} (h)}{4^{j-1} -1} [/tex]
    but N wouldb e replaced by f?
     
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you help with the solution or looking for help too?