Find the best weights (w0...w4) of the highest possible order
finite difference formula of the form...
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Find the best weights (w0...w4) of the highest possible orderfinite difference formula of the form f'(x) ~ w0*f(x) + w1*f(x+h) +w2*f(x+2h) + w3*f(x+3h) + w4*f(x+4h) and use Taylor series topredict the convergence order as h is decreased.
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