Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
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```markdown
3. In the following, assume \( f : \mathbb{R} \rightarrow \mathbb{R} \) has 3 continuous derivatives. A common usage of Taylor’s theorem is to construct finite difference schemes for approximating the derivatives of \( f \). Let’s take a look at some basic problems in this vein:

(a) Let \( x \in \mathbb{R} \) and \( h > 0 \). Show that there exist constants \( M_1, M_2 \), possibly depending on \( x, h, \) and \( f \) and its derivatives, such that

\[
M_1 h \leq \left( f'(x) - \frac{f(x+h) - f(x)}{h} \right) \leq M_2 h
\]

This shows the “first-order accuracy” of the forward-difference approximation.

*(Hint: Use Taylor’s theorem for \( x, x+h \))*

(b) Let \( x \in \mathbb{R} \) and \( h > 0 \). Show that there exist constants \( M_3, M_4 \), possibly depending on \( x, h, \) and \( f \) and its derivatives, such that

\[
M_3 h^2 \leq \left( f'(x) - \frac{f(x+h) - f(x-h)}{2h} \right) \leq M_4 h^2
\]

This shows the “second-order accuracy” of the centered-difference approximation.

*(Hint: Use Taylor’s theorem for \( x, x+h \) and \( x, x-h \))*

(c) Let \( k \in \mathbb{R} \), and let \( f(x) := \sin(kx) \). Show that for all \( x \in \mathbb{R} \) and \( h > 0 \),

\[
\left| f'(x) - \frac{f(x+h) - f(x)}{h} \right| \leq \frac{k^2 h}{2}
\]

\[
\left| f'(x) - \frac{f(x+h) - f(x-h)}{2h} \right| \leq \frac{k^3 h^2}{3}
\]

**Remark:** Problem (c
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Transcribed Image Text:```markdown 3. In the following, assume \( f : \mathbb{R} \rightarrow \mathbb{R} \) has 3 continuous derivatives. A common usage of Taylor’s theorem is to construct finite difference schemes for approximating the derivatives of \( f \). Let’s take a look at some basic problems in this vein: (a) Let \( x \in \mathbb{R} \) and \( h > 0 \). Show that there exist constants \( M_1, M_2 \), possibly depending on \( x, h, \) and \( f \) and its derivatives, such that \[ M_1 h \leq \left( f'(x) - \frac{f(x+h) - f(x)}{h} \right) \leq M_2 h \] This shows the “first-order accuracy” of the forward-difference approximation. *(Hint: Use Taylor’s theorem for \( x, x+h \))* (b) Let \( x \in \mathbb{R} \) and \( h > 0 \). Show that there exist constants \( M_3, M_4 \), possibly depending on \( x, h, \) and \( f \) and its derivatives, such that \[ M_3 h^2 \leq \left( f'(x) - \frac{f(x+h) - f(x-h)}{2h} \right) \leq M_4 h^2 \] This shows the “second-order accuracy” of the centered-difference approximation. *(Hint: Use Taylor’s theorem for \( x, x+h \) and \( x, x-h \))* (c) Let \( k \in \mathbb{R} \), and let \( f(x) := \sin(kx) \). Show that for all \( x \in \mathbb{R} \) and \( h > 0 \), \[ \left| f'(x) - \frac{f(x+h) - f(x)}{h} \right| \leq \frac{k^2 h}{2} \] \[ \left| f'(x) - \frac{f(x+h) - f(x-h)}{2h} \right| \leq \frac{k^3 h^2}{3} \] **Remark:** Problem (c
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