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Oct 15, 2012 at 5:41 comment added David Ketcheson In the example you give, you are not "at the boundary" but rather a distance $h$ from it. Then $f(x+h)$ still has the usual Taylor expansion; nothing prohibits you from using it.
Oct 15, 2012 at 1:25 comment added Kamil Assume it is a right boundary and $f(x+h):=g$. By Taylor $$f(x-h)=f(x)-f'(x)h+0.5f^{''}(x)h^2+O(h^2)$$ However, before I could do the same for $f(x+h)$. Now it is fixed and $$\frac{f(x+h)-f(x-h)}{2h}=\frac{g-f(x)+f'(x)h-0.5f^{''}(x)h^2}{2h}+O(h^2)$$ and, therefore, it doesn't look as before and I can't say it is an approximation for the derivative. What am I missing?
Oct 14, 2012 at 21:03 history edited vanCompute CC BY-SA 3.0
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Oct 14, 2012 at 20:58 history answered vanCompute CC BY-SA 3.0