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In: Advanced Math

Find the best weights (w0...w4) of the highest possible order finite difference formula of the form...

Find the best weights (w0...w4) of the highest possible order finite difference formula of the form f'(x) ~ w0*f(x) + w1*f(x+h) + w2*f(x+2h) + w3*f(x+3h) + w4*f(x+4h) and use Taylor series to predict the convergence order as h is decreased.

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Colby Messinger answered 5 months ago
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