Using a Taylor expansion to prove equality

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SUMMARY

The discussion focuses on using Taylor expansion to demonstrate that for a function \( u \in C^4([0,1]) \), the maximum error between the central difference operator \( \partial^+\partial^-u(x) \) and the second derivative \( u''(x) \) is \( \mathcal{O}(h^2) \). The central difference operator is defined as \( \partial^+\partial^-u(x) = \frac{u(x+h) - 2u(x) + u(x-h)}{h^2} \). Participants emphasize the importance of correctly applying Taylor series expansions to evaluate \( u''(x) \) and suggest expanding both \( u(x+h) \) and \( u(x-h) \) to derive the necessary approximations.

PREREQUISITES
  • Understanding of Taylor series expansions
  • Familiarity with central difference operators
  • Knowledge of function spaces, specifically \( C^4([0,1]) \)
  • Basic calculus, including derivatives and limits
NEXT STEPS
  • Study Taylor series expansion techniques in depth
  • Learn about error analysis in numerical differentiation
  • Explore the properties of \( C^k \) function spaces
  • Investigate other numerical methods for approximating derivatives
USEFUL FOR

Students and professionals in mathematics, particularly those studying numerical analysis, calculus, and differential equations, will benefit from this discussion.

LogarithmLuke
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Homework Statement
Use Taylor expansion to show that for ##u \in C^4([0,1]) ## $$ max |\partial^+\partial^-u(x) - u''(x)| = \mathcal{O}(h^2)$$ For ##x \in [0,1]## and where the second order derivative ##u''## can be approximated by the central difference operator defined by $$\partial^+\partial^-u(x) = \frac{u(x+h) - 2u(x) + u(x-h)}{h^2} \approx u''(x)$$
Relevant Equations
$$u(x+h) = u(x) + hu'(x) \frac{h^2}{2!}u''(x) + ... + \frac{h^{k-1}}{(k-1)!}u^{(k-1)}(x) + \mathcal{O}(h^k)$$
Homework Statement: Use Taylor expansion to show that for ##u \in C^4([0,1]) ## $$ max |\partial^+\partial^-u(x) - u''(x)| = \mathcal{O}(h^2)$$ For ##x \in [0,1]## and where the second order derivative ##u''## can be approximated by the central difference operator defined by $$\partial^+\partial^-u(x) = \frac{u(x+h) - 2u(x) + u(x-h)}{h^2} \approx u''(x)$$
Homework Equations: $$u(x+h) = u(x) + hu'(x) \frac{h^2}{2!}u''(x) + ... + \frac{h^{k-1}}{(k-1)!}u^{(k-1)}(x) + \mathcal{O}(h^k)$$

Mentor note:
Thread moved from Precalc section, as it is well beyond precalculus types of questions. @LogarithmLuke, please post your questions in the appropriate forum section.


I know what the Taylor expansion of ##u## around ##x+h## looks like, but I don't know how to evaluate ##u′′(x)## other than setting it equal to the approximation ##\partial^+\partial^-u(x)## which makes the left side equal ##0##
 
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LogarithmLuke said:
Homework Statement: Use Taylor expansion to show that for ##u \in C^4([0,1]) ## $$ max |\partial^+\partial^-u(x) - u''(x)| = \mathcal{O}(h^2)$$ For ##x \in [0,1]## and where the second order derivative $u''$ can be approximated by the **central difference operator** defined by $$\partial^+\partial^-u(x) = \frac{u(x+h) - 2u(x) + u(x-h)}{h^2} \approx u''(x)$$
Homework Equations: $$u(x+h) = u(x) + hu'(x) \frac{h^2}{2!}u''(x) + ... + \frac{h^{k-1}}{(k-1)!}u^{(k-1)}(x) + \mathcal{O}(h^k)$$

I know what the Taylor expansion of ##u## around ##x+h## looks like, but I don't know how to evaluate ##u''(x)## other than setting it equal to the approximation ##\partial^+\partial^-u(x)## which makes the left side equal ##0##.

Hint: if you know how to expand ##u(x + h)## you must know how to expand ##u(x -h)## as well!
 

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