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Sharp central-secant derivative error (∣f′(x)−(f(x+h)−f(x−h))/(2h)∣≤h2∥f′′′∥∞​/6)

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Central finite difference
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For f∈C3[x−h,x+h], the Peano kernel for the error of the central secant slope has one sign. Integrating its absolute value gives the displayed constant h2/6, and a cubic polynomial attains it. At x=1, h=1, the unnormalized order-two kernel is −θ2/2 on [0,1] and −(2−θ)2/2 on [1,2]; the integral representation includes the factor 1/2!.

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  1. Central finite difference
  2. Finite difference method
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  • Past exam of the mathematics course of the University of Cambridge / 2008 / ib / Paper 3 / 19D / Solution

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