Second-order central difference

On a uniform grid of spacing

h

, the second-order central difference

\frac{f ( x - h ) - 2 f ( x ) + f ( x + h )}{h ^{2}}

approximates

f^{''} (x)

with error

O (h^{2})

for a sufficiently smooth function.

 Ancestors (8)

 Incoming links (13)

Backward difference operator
Finite difference method
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