Hi,long time no see.I am back again ^_^.
One question on numerical analysis,
Thanks.
One question on numerical analysis,
Why we could ignore the last two part of the formula above, knowing nothing about \( f''(\xi(x)) \).GIVES:
To approximate \(f'(x)\),suppose first that \(x_0 \in(a,b)\),where \(f \in C^2[a,b]\),and that \(x_1 = x_0 + h \) for some \( h \neq 0 \) that is suffficiently small to ensure that \( x_1 \in [a,b]\).We construct the first Lagrange polynomical \(P_{0,1}(x)\) for f determined by \(x_0, x_1 \),with its error term:
\(f(x) = P_{0,1}(x) + \frac{(x-x_0)(x-x_1)}{2!}f''(\xi(x))
= \frac{f(x_0)(x-x_0-h)}{-h} + \frac{f(x_0+h)(x-x_0)}{h} + \frac{(x-x_0)(x-x_0-h)}{2}f''(\xi(x)),\)
for some \(\xi(x)\) in [a,b],Differenttiating gives
\(f'(x) = \frac{f(x_0+h)-f(x_0)}{h} + \frac{2(x-x_0)-h}{2}f''(\xi(x)) + \frac{(x-x_0)(x-x_0-h)}{2}D_x(f''(\xi(x))),\)
so
\( f'(x) \simeq \frac{f(x_0+h) - f(x_0)}{h} \)
Thanks.
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