Three-point difference derivative

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Three-point difference derivative We can derive the three-point difference derivative. Let

Three-point difference derivative

We can derive the three-point difference derivative. Let us

construct the scheme with the second order accuracy.

 

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The coefficients a, b and c

The coefficients a, b and c

 

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Three-point difference derivative the found values of a, b and c

Three-point difference derivative

the found values of a, b and c are

substituted into the first formula

 

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