Question #89652
obtain second order derivative y'' using Taylor series Expansion using 4 point
1
Expert's answer
2019-05-16T14:11:20-0400

Five point central difference formula for the second order derivative can expressed as


f(xi)af(xi)+bf(xi1)+cf(xi+1)+df(xi2)+ef(xi+2)(Δx)2f''(x_i)\approx{af(x_i)+bf(x_{i-1})+cf(x_{i+1})+df(x_{i-2})+ef(x_{i+2}) \over (\Delta x)^2}

Taylor series expansions for f(xi1), f(xi+1), f(xi2)f(x_{i-1}),\ f(x_{i+1}),\ f(x_{i-2}) and  f(xi+2),\ f(x_{i+2}), we get


af(xi)+bf(xi1)+cf(xi+1)+df(xi2)+ef(xi+2)(Δx)2={af(x_i)+bf(x_{i-1})+cf(x_{i+1})+df(x_{i-2})+ef(x_{i+2}) \over (\Delta x)^2}=

=(a+b+c+d+e)(Δx)2f(xi)+={(a+b+c+d+e) \over (\Delta x)^2}f(x_i)+

+(b+c2d+2e)f(xi)Δxf(xi)++{(-b+c-2d+2e)f(x_i) \over \Delta x}f'(x_i)+

+12(b+c+4d+4e)f(xi)++{1 \over 2}(b+c+4d+4e)f''(x_i)+

+Δx6(b+c8d+8e)f(xi)++{\Delta x \over 6}(-b+c-8d+8e)f'''(x_i)+

+(Δx)224(b+c+16d+16e)f(IV)(xi)++{(\Delta x)^2 \over 24}(b+c+16d+16e)f^{(IV)}(x_i)+

+(Δx)3120(b+c32d+32e)f(V)(xi)++{(\Delta x)^3 \over 120}(-b+c-32d+32e)f^{(V)}(x_i)+

+(Δx)4720(b+c+64d+64e)f(VI)(xi)+H+{(\Delta x)^4 \over 720}(b+c+64d+64e)f^{(VI)}(x_i)+H

The coefficients must satisfy the following conditions


a+b+c+d+e=0a+b+c+d+e=0b+c2d+2e=0-b+c-2d+2e=012(b+c+4d+4e)=1{1 \over 2}(b+c+4d+4e)=1b+c8d+8e=0-b+c-8d+8e=0b+c+16d+16e=0b+c+16d+16e=0


b=cb=cd=ed=eb=16db=-16d32d+8d=2-32d+8d=2a32d+2d=0a-32d+2d=0


a=52a=-{5 \over 2}b=43b={4 \over 3}c=43c={4 \over 3}d=112d=-{1 \over 12}e=112e=-{1 \over 12}

f(xi)52f(xi)+43f(xi1)+43f(xi+1)112f(xi2)112f(xi+2)(Δx)2f''(x_i)\approx{-{5 \over 2}f(x_i)+{4 \over 3}f(x_{i-1})+{4 \over 3}f(x_{i+1})-{1 \over 12}f(x_{i-2})-{1 \over 12}f(x_{i+2}) \over (\Delta x)^2}


f(xi)30f(xi)+16f(xi1)+16f(xi+1)f(xi2)f(xi+2)12(Δx)2,f''(x_i)\approx{-30f(x_i)+16f(x_{i-1})+16f(x_{i+1})-f(x_{i-2})-f(x_{i+2}) \over 12(\Delta x)^2},O((Δx)4)O((\Delta x)^4)


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