Taylor Series Expansion
2016+Week4
2016+Week4
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Finite Differences for Derivation<br />
<strong>Taylor</strong> expansion for F( x h)<br />
F(<br />
x <br />
h)<br />
<br />
F(<br />
x)<br />
<br />
hF'(<br />
x)<br />
<br />
2<br />
h<br />
2!<br />
F''(<br />
x)<br />
.....<br />
F(<br />
x<br />
<br />
h)<br />
<br />
F(<br />
x)<br />
<br />
hF'(<br />
x)<br />
O(<br />
h<br />
2<br />
)<br />
Use only first two terms of the<br />
expansion<br />
2<br />
F ( x h)<br />
F(<br />
x)<br />
O(<br />
h )<br />
F'(<br />
x)<br />
<br />
h<br />
h<br />
F'(<br />
x)<br />
<br />
F(<br />
x<br />
<br />
h)<br />
<br />
h<br />
F(<br />
x)<br />
Forward Difference Formula