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the method does exhibit second order accurate convergence.
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MATH 511
0.1
0.1.1
Chapter 1
Derivation of Finite Dierence (FD) Approximations
Centered Dierence for u (x)
A second order nite dierence approximation for u (x) at x = x is given by
D0 u() =
x
1
[u( + h) u( h)]
x
x
2h
with an approximation for the truncati