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Slides - School of Engineering - University of Warwick

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3.3 - Fourth Order Accuracy - Cont’d<br />

Rearranging the above equations and dividing by the<br />

finite-difference ∆x gives<br />

∂f<br />

∂x = −f i+2 + 8f i+1 − 8f i−1 + f i−2<br />

12∆x<br />

∂f<br />

∂x = −f i+2 + 8f i+1 − 8f i−1 + f i−2<br />

12∆x<br />

+ 4 5!<br />

∂ 5 f<br />

∂x 5 ∆x4 + H.<br />

+ O(∆x 4 ). (3.14 F&P )<br />

24

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