2. Use Taylor series expansions to determine the error in the approxima- tion u'(x) = 3u(a)-4u(x-h)+u(x-2h) 2h 3 Uk)=4 ー ucef)= u-hu' t h'u" £ fri emor numendr = 2hur h'u"+- %3D tro = u&-ズ") + そ。。

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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**Title: Understanding Taylor Series Expansions for Error Approximation**

**Objective:** 
Determine the error in the approximation \( u'(x) \approx \frac{3u(x) - 4u(x-h) + u(x-2h)}{2h} \) using Taylor series expansions.

**Content:**

1. **Introduction:**
   The goal is to evaluate the accuracy of the numerical differentiation formula given by the expression above. This involves using Taylor series expansions to understand the error term in the approximation of the first derivative \( u'(x) \).

2. **Taylor Series Expansions:**
   - **Taylor expansion for \( u(x-h) \):**
     \[
     u(x-h) = u - hu' + \frac{h^2}{2}u'' - \frac{h^3}{6}u''' + \ldots
     \]
   - **Taylor expansion for \( u(x-2h) \):**
     \[
     u(x-2h) = u - 2hu' + \frac{4h^2}{2}u'' - \frac{8h^3}{6}u''' + \ldots
     \]

3. **Approximation Analysis:**
   - Starting with \( 3u(x) = 3u \).
   - Using expansions to substitute for \( u(x-h) \) and \( u(x-2h) \).
   - Combine and simplify:
     - Numerator:
       \[
       \text{numerator} = 2hu' - \frac{4h^3}{6}u''' + \ldots
       \]
   - Divide by \( 2h \):
     \[
     \frac{2hu' - \frac{4h^3}{6}u''' + \ldots}{2h} = u'(x) - \frac{h^2}{3}u'''(x) + \ldots
     \]

4. **Error Term:**
   - The error in the approximation is the term \( -\frac{h^2}{3}u'''(x) + \ldots \).
   - This highlights that the leading error term in the Taylor expansion is proportional to \( h^2 \), which indicates that the approximation's accuracy improves with smaller values of \( h \).

**Conclusion:**
The analysis
Transcribed Image Text:**Title: Understanding Taylor Series Expansions for Error Approximation** **Objective:** Determine the error in the approximation \( u'(x) \approx \frac{3u(x) - 4u(x-h) + u(x-2h)}{2h} \) using Taylor series expansions. **Content:** 1. **Introduction:** The goal is to evaluate the accuracy of the numerical differentiation formula given by the expression above. This involves using Taylor series expansions to understand the error term in the approximation of the first derivative \( u'(x) \). 2. **Taylor Series Expansions:** - **Taylor expansion for \( u(x-h) \):** \[ u(x-h) = u - hu' + \frac{h^2}{2}u'' - \frac{h^3}{6}u''' + \ldots \] - **Taylor expansion for \( u(x-2h) \):** \[ u(x-2h) = u - 2hu' + \frac{4h^2}{2}u'' - \frac{8h^3}{6}u''' + \ldots \] 3. **Approximation Analysis:** - Starting with \( 3u(x) = 3u \). - Using expansions to substitute for \( u(x-h) \) and \( u(x-2h) \). - Combine and simplify: - Numerator: \[ \text{numerator} = 2hu' - \frac{4h^3}{6}u''' + \ldots \] - Divide by \( 2h \): \[ \frac{2hu' - \frac{4h^3}{6}u''' + \ldots}{2h} = u'(x) - \frac{h^2}{3}u'''(x) + \ldots \] 4. **Error Term:** - The error in the approximation is the term \( -\frac{h^2}{3}u'''(x) + \ldots \). - This highlights that the leading error term in the Taylor expansion is proportional to \( h^2 \), which indicates that the approximation's accuracy improves with smaller values of \( h \). **Conclusion:** The analysis
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