Past exam of the mathematics course of the University of Cambridge / 2013 / ia / Paper 1 / 11E / iv / Solution

Set $F(h)=f(a+h)+f(a-h)-2f(a)$ and $G(h)=h^2$. Both vanish at zero. For $h\ne 0$, their derivative ratio isTwice differentiability at $a$ makes both quotients tend to $f^{\prime \prime }(a)$. Apply the endpoint L'Hôpital's rule proved in part (iii) for $h\downarrow 0$. For the other side use the reflected positive variable $t=-h$; $F$ and $G$ are even, so their quotient is unchanged. Thus the two-sided limit isThis is the second-order central difference limit. The proof only uses differentiability of $f^{\prime }$ at $a$ and differentiability nearby; it does not incorrectly assume $f^{\prime \prime }$ is continuous.