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Finite Difference Approximations

xxxi +O(∆x2), first-order accurate (c) 1 6∆x 2U xxxi +O(∆x3), second-order accurate (d) 1 3∆x 2U xxxi +O(∆x3), second-order accurate 47.2 Finite Difference approximations for higher-order derivatives So far we have developed several finite difference approxima tions for the first derivative Ux. However, we are generally

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