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Slides - School of Engineering - University of Warwick

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3.3 - Central Differences - Cont’d<br />

Formula (3.6) is usually recast in the following form<br />

∂f<br />

∂x = f i+1 − f i−1<br />

2∆x<br />

+ O(∆x 2 ). (3.8 FP )<br />

This is a second-order formula.<br />

u<br />

u i+1<br />

Predicted du/dx<br />

u i<br />

True du/dx<br />

u i-1<br />

∆x ∆x<br />

∂f<br />

∂x ≈ f i+1 − f i−1<br />

. (3.8 F&P )<br />

2∆x<br />

Truncation Error:<br />

T.E. ∼ O(∆x 2 ).<br />

x i-1<br />

x i<br />

x i+1<br />

x<br />

21

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