The formula used to compute an approximation for the second derivative of a…

1996

The formula used to compute an approximation for the second derivative of a function f at a point x0 is:

  1. A.

    (f(x0 + h) + f(x0 - h)) / 2

  2. B.

    (f(x0 + h) - f(x0 - h)) / (2h)

  3. C.

    (f(x0 + h) + 2f(x0) + f(x0 - h)) / h^2

  4. D.

    (f(x0 + h) - 2f(x0) + f(x0 - h)) / h^2

Show answer & explanation

Correct answer: D

In the Taylor expansion about x0, the first-derivative terms in f(x0 + h) and f(x0 - h) cancel when the two expressions are added. Subtracting 2f(x0) leaves h^2 times the second derivative at x0, plus higher-order terms. Therefore the central second-difference approximation is (f(x0 + h) - 2f(x0) + f(x0 - h)) / h^2. Hence option 4 is correct.

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