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5. High accuracy Differentiation formulas. Using Taylor series.

5. High accuracy Differentiation formulas. Using Taylor series.

(a) Prove the following centered finite difference formula that is \(\mathrm{O}\left(\mathrm{h}^{4}\right)\) for the first derivative

$$ f^{\prime}\left(x_{i}\right)=\frac{-f\left(x_{i+2}\right)+8 f\left(x_{i+1}\right)-8 f\left(x_{i}-1\right)+f\left(x_{i-2}\right)}{12 h}+O\left(h^{4}\right) $$

(b) Compute the centered finite difference approximation of \(\mathrm{O}\left(\mathrm{h}^{2}\right)\) and \(\mathrm{O}\left(\mathrm{h}^{4}\right)\) for the first derivative of \(y=\sin x\) at \(x=\pi / 4\) using the value of \(h=\pi / 12\). Calculate the true percent relative error in both cases.

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