Three-Point Forward Difference Formula
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Using Taylor expansion, derive the three-point forward difference formula (see attached file for equation) and obtain an explicit expansion for the error term.
Please see attached file.
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This solution provides calculations for finding the three-point forward difference formula.
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Note: For spacing (or, step-size) "Tau", I will use the variable "h" in the following derivation:
Using Taylor Expansion,
f(t+h) = f(t) + (h/1)*f'(t) + (h^2/2!)*f"(t) + (h^3/3!)*f"'(t) + ...... ---(eq. 1)
and hence for f(t+2h), replace "h" ...
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