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Error formulas for divided difference expansions and numerical differentiation
Floater M. Journal of Approximation Theory122 (1):1-9,2003.Type:Article
Date Reviewed: Nov 6 2003

The main result of this paper is a new remainder formula for divided difference expansions of the form based on relatively elementary properties of the symmetric polynomials &sgr;j = &sgr;&tgr;0 + ... + &tgr;n &dgr;0 ... &dgr;n. This leads to a general proof of the error bound | Rp | <= Chn-p || f(p) || that, until now, has been established only for uniform meshes and a few other special cases. Specializing to p=n+2 leads to finite difference schemes on nonuniform meshes with O(h2) truncation error.

Although this is basically a technical result, the paper is well written and the results should be accessible to anyone with a good grasp of elementary approximation theory.

Reviewer:  F. N. Fritsch Review #: CR128514 (0403-0311)
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Interpolation Formulas (G.1.1 ... )
 
 
Automatic Differentiation (G.1.4 ... )
 
 
Finite Difference Methods (G.1.4 ... )
 
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