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1 parent f583fd8 commit d767d9dCopy full SHA for d767d9d
src/10_Numerical_differentiation.jl
@@ -372,7 +372,7 @@ Therefore central finite differences is of second order:
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```math
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\left| f'(x) - D^c_h f(x)\right| \leq C h^2
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```
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- with constant $C = \frac16 \|f'''\|_\infty = \frac16 \max_{x\in [a, b]} |f'''(x)|$.
+ with constant $C = \frac13 \|f'''\|_\infty = \frac13 \max_{x\in [a, b]} |f'''(x)|$.
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"""
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@@ -584,7 +584,7 @@ Note that in (6) the $h$ dependence of the **first error term** (finite differen
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For an order $p$ method the error will thus have the form
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-\text{error}(h) = C_1 h^p + C_2 {\epsilon_M}{h}
+\text{error}(h) = C_1 h^p + C_2 \frac{\epsilon_M}{h}
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with appropriate constants $C_1$ and $C_2$.
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By a similar argument to minimise this error wrt. $h$
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