4.

3 First Central Difference Approximations

The solution of Eq. (f) for f'(x) is

or

(5.1)

which is called the first central difference approximation for f'(x). The term O(h2) reminds us that the truncation error behaves as h2.

Similarly, Eq. (e) yields the first central difference approximation for f''(x):

or

(5.2)

Central difference approximations for other derivatives can be obtained from Eqs. (a)–(h) in the same manner. For example, eliminating f'(x) from
Eqs. (f) and (h) and solving for f'''(x) yields

(5.3)

The approximation

(5.4)

is available from Eq. (e) and (g) after eliminating f''(x). Table 5.1 summarizes the results.

 Table 5.1. Coefficients of Central Finite Difference

Approximations of O(h2)

Reference:

Kiusalaas, J. (2013). Numerical Methods in Engineering with Python 3. USA: Cambridge University Press.