Five point central difference formula for the second order derivative can expressed as
f′′(xi)≈(Δx)2af(xi)+bf(xi−1)+cf(xi+1)+df(xi−2)+ef(xi+2) Taylor series expansions for f(xi−1), f(xi+1), f(xi−2) and f(xi+2), we get
(Δx)2af(xi)+bf(xi−1)+cf(xi+1)+df(xi−2)+ef(xi+2)=
=(Δx)2(a+b+c+d+e)f(xi)+
+Δx(−b+c−2d+2e)f(xi)f′(xi)+
+21(b+c+4d+4e)f′′(xi)+
+6Δx(−b+c−8d+8e)f′′′(xi)+
+24(Δx)2(b+c+16d+16e)f(IV)(xi)+
+120(Δx)3(−b+c−32d+32e)f(V)(xi)+
+720(Δx)4(b+c+64d+64e)f(VI)(xi)+H The coefficients must satisfy the following conditions
a+b+c+d+e=0−b+c−2d+2e=021(b+c+4d+4e)=1−b+c−8d+8e=0b+c+16d+16e=0
b=cd=eb=−16d−32d+8d=2a−32d+2d=0
a=−25b=34c=34d=−121e=−121
f′′(xi)≈(Δx)2−25f(xi)+34f(xi−1)+34f(xi+1)−121f(xi−2)−121f(xi+2)
f′′(xi)≈12(Δx)2−30f(xi)+16f(xi−1)+16f(xi+1)−f(xi−2)−f(xi+2),O((Δx)4)
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