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Second-order central difference

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Central finite difference
2026-09-29  0 By others on same topic  0 Discussions Create my own version
On a uniform grid of spacing h, the second-order central difference
h2f(x−h)−2f(x)+f(x+h)​
(1)
approximates f′′(x) with error O(h2) for a sufficiently smooth function.

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  1. Central finite difference
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 Incoming links (3)

  • Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 3 / 41E / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 40C / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 341 / 3 / b / Solution

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