problem on forward-difference forumula.

Discussion in 'Math' started by MichealY, Aug 24, 2009.

  1. MichealY

    Thread Starter Active Member

    Apr 9, 2009
    Hi,long time no see.I am back again ^_^.
    One question on numerical analysis,
    Why we could ignore the last two part of the formula above, knowing nothing about  f''(\xi(x)) .

    Last edited: Aug 25, 2009
  2. Mark44

    Well-Known Member

    Nov 26, 2007
    I can't say for sure, but it looks like your formula is using a Taylor's series error estimate for your Lagrange interpolating polynomial. To be able to discard the last two terms, your text must be assuming something about the magnitude of the 2nd derivative, perhaps that it is some constant multiple of h^2, which for small h would be very much smaller. Do you see any discussion like this in your text?