GATE CE 2020 Set 1 — Question 37
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Engineering Mathematics → Numerical Integration & ODEs → Numerical Differentiation
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Question
A continuous function is defined. If the third derivative at is to be computed by using the fourth order central finite-divided-difference scheme (with step length ), the correct formula is
Correct answer
(A) f'''(xᵢ) = -f(xᵢ₊₃) + 8f(xᵢ₊₂) - 13f(xᵢ₊₁) + 13f(xᵢ₋₁) - 8f(xᵢ₋₂) + f(xᵢ₋₃)8h³
Solution
The fourth-order central finite-divided-difference formula for the third derivative at point uses points from to . The coefficients for this scheme are derived using Taylor series expansions to cancel out lower-order error terms. For accuracy, the coefficients for are respectively, all divided by . Multiplying the numerator by 8 and adjusting the denominator to gives the formula in option (A).
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