Use Taylor expansions of f(x h) to show that the theoretical error in using the central-difference
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Use Taylor expansions of f(x ± h) to show that the theoretical error in using the central-difference formula (Eq. 13.11) to approximate f(x) is O(h2).
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f'(x) ~ D²f(x) = = f(x+h)-f(xh) 2h (13.11)
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Related Book For
Introduction To Actuarial And Financial Mathematical Methods
ISBN: 9780128001561
1st Edition
Authors: Stephen Garrett
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