Analysis of Weights in Central Difference Formulas for Approximation of the First Derivative
Manipulations of Taylor series expansions of increasing numbers of terms yield finite difference approximations of derivatives with increasing rates of convergence. In this paper, we consider central difference approximations of arbitrary order of accuracy. We derive explicit formulas for the weights of terms and explore their limits for increasing orders of accuracy.
Boorsma, Preston R.
"Analysis of Weights in Central Difference Formulas for Approximation of the First Derivative,"
Electronic Proceedings of Undergraduate Mathematics Day: Vol. 6, Article 1.
Available at: https://ecommons.udayton.edu/epumd/vol6/iss1/1