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Taylor Series Expansion

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Better approximations<br />

By using <strong>Taylor</strong> expansions for F( x 2h)<br />

and F( x 2h)<br />

, better approximations<br />

can be obtained:<br />

F'(<br />

x)<br />

<br />

<br />

F(<br />

x 2h)<br />

4F(<br />

x h)<br />

3F(<br />

x)<br />

2h<br />

O(<br />

h<br />

2<br />

)<br />

Forward Difference Formula<br />

F'(<br />

x)<br />

<br />

3F(<br />

x)<br />

4F(<br />

x h)<br />

<br />

2h<br />

F(<br />

x 2h)<br />

O(<br />

h<br />

2<br />

)<br />

Backward Difference Formula<br />

F'(<br />

x)<br />

<br />

<br />

F(<br />

x 2h)<br />

8F(<br />

x h)<br />

8F(<br />

x h)<br />

<br />

12h<br />

F(<br />

x 2h)<br />

O(<br />

h<br />

4<br />

)<br />

Central Difference Formula

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