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Three-point asymmetric second-derivative formula (f′′(2)≈32​f(0)−f(1)+31​f(3))

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis Finite difference
2026-10-06  0 By others on same topic  0 Discussions Create my own version
Matching the monomials 1,x,x2 gives f′′(2)≈(2/3)f(0)−f(1)+(1/3)f(3). With error defined as the true derivative minus this approximation, its Peano kernel is K(θ)=21{θ<2}​+(1−θ)+2​−(3−θ)2/3 on [0,3]. The derivative evaluation causes a jump at two. Applying the Peano kernel theorem gives λ(f)=21​∫03​Kf(3).

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / ib / Paper 2 / 19C / Solution
  • Sharp error constants for a Peano kernel

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