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Quiz 10 PDF

(1) The document is a quiz problem from a Numerical Methods course asking students to use Taylor series and Richardson Extrapolation to estimate the second derivative of functions. (2) It asks students to show that the second derivative of a C4 function can be estimated using a central difference formula with an error of O(h2), and to apply this to compute the second derivative of x2 at 0 with h=1. (3) It also asks why the result for x2 must be exact despite the large h, and to use Richardson Extrapolation to derive an estimate with an error of O(h4).

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54 views

Quiz 10 PDF

(1) The document is a quiz problem from a Numerical Methods course asking students to use Taylor series and Richardson Extrapolation to estimate the second derivative of functions. (2) It asks students to show that the second derivative of a C4 function can be estimated using a central difference formula with an error of O(h2), and to apply this to compute the second derivative of x2 at 0 with h=1. (3) It also asks why the result for x2 must be exact despite the large h, and to use Richardson Extrapolation to derive an estimate with an error of O(h4).

Uploaded by

Sheikh Usman Ali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Q UIZ 10

120202: ESM4A - N UMERICAL M ETHODS

Spring 2016

Prof. Dr. Lars Linsen


School of Engineering and Science
Jacobs University

April 27, 2016

Problem Q.10: Differentiation. (6+2+1+6=15 points)


(a) Use Taylor series to show that the second derivative of a C 4 -continuous function
f can be computed as
f (x − h) − 2f (x) + f (x + h)
f 00 (x) =
h2
and that the error is O(h2 ).
(b) Apply the estimate in (a) to f (x) = x2 to compute f 00 (0) with h = 1.
(c) Explain why we know without doing the computations that the result in (b) must
be exact despite the large value of h.
(d) Use the idea of Richardson Extrapolation on the estimate in (a) to compute a
better estimate for f 00 (x) that has error O(h4 ).
Duration: 15 min.

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