Forward difference formula extrapolation

In summary, you can use Richardson's extrapolation or the Taylor expansion to obtain an O(h^3) formula for f'(x0) by using a series of approximations with decreasing step sizes.
  • #1
stunner5000pt
1,461
2
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 going to 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?
 
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  • #2


Yes, you are correct. To derive an O(h^3) formula for f'(x0), you can use Richardson's extrapolation, which involves using a series of approximations with decreasing step sizes. The formula you mentioned, N_j(h) = N_{j-1}(h)(h/2) + (N_{j-1}(h/2) - N_{j-1}(h))/(4^{j-1} - 1), can be used to extrapolate the forward difference formula to a higher order of accuracy. In this case, N would be replaced by f, and h would be the step size. You can also use the Taylor expansion to derive a similar formula.
 

What is Forward Difference Formula Extrapolation?

Forward difference formula extrapolation is a mathematical technique used to estimate values beyond a given set of data points. It is commonly used in numerical analysis and is based on the concept of using the difference between consecutive data points to predict the next value.

How does Forward Difference Formula Extrapolation work?

The formula for forward difference extrapolation is: f(x+h) = f(x) + hf'(x) + h^2/2!f''(x) + h^3/3!f'''(x) + ... where h is the distance between the data points and f'(x), f''(x), etc. are the first, second, third, etc. derivatives of the function f(x). This formula is based on the Taylor series expansion and uses the known values of the function and its derivatives to estimate the value at a point beyond the given data points.

What are the advantages of Forward Difference Formula Extrapolation?

One of the main advantages of forward difference formula extrapolation is its simplicity and ease of use. It does not require a large amount of data points and can be easily implemented in computer programs. Additionally, it can provide accurate estimates for functions that are smooth and well-behaved.

What are the limitations of Forward Difference Formula Extrapolation?

One of the main limitations of forward difference formula extrapolation is that it assumes the function to be extrapolated is smooth and well-behaved. If the function is highly non-linear or has sudden changes, the estimates obtained using this method may not be accurate. Additionally, it can also be sensitive to the choice of the distance between data points (h value) and the number of terms used in the formula.

What are the applications of Forward Difference Formula Extrapolation?

Forward difference formula extrapolation is commonly used in various fields such as physics, economics, and engineering to predict values beyond the given data points. It can also be used in numerical methods to solve differential equations and in interpolation techniques to estimate values between data points. It is a useful tool for making predictions and approximations in situations where the exact values are not known.

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