泰勒展开证明导数公式:f'(x) = [f(x-2h) - 8f(x-h) + 8f(x+h) - f(x+2h)] / 12h + o(h^4)
根据泰勒展开公式,有:\n$f(x+h) = f(x) + hf'(x) + \frac{h^2}{2}f''(x) + \frac{h^3}{6}f'''(x) + \frac{h^4}{24}f^{(4)}(\xi_1)$\n$f(x+2h) = f(x) + 2hf'(x) + 2h^2f''(x) + \frac{4}{3}h^3f'''(x) + \frac{2}{3}h^4f^{(4)}(\xi_2)$\n$f(x-h) = f(x) - hf'(x) + \frac{h^2}{2}f''(x) - \frac{h^3}{6}f'''(x) + \frac{h^4}{24}f^{(4)}(\xi_3)$\n$f(x-2h) = f(x) - 2hf'(x) + 2h^2f''(x) - \frac{4}{3}h^3f'''(x) + \frac{2}{3}h^4f^{(4)}(\xi_4)$\n\n其中,$\xi_1 \in (x,x+h)$,$\xi_2 \in (x,x+2h)$,$\xi_3 \in (x-h,x)$,$\xi_4 \in (x-2h,x)$。\n\n将上述四个式子相加,并整理得:\n$f(x+h) - 8f(x) + 8f(x-h) - f(x-2h) = 12hf'(x) + \frac{8}{3}h^3f'''(x) + o(h^4)$\n\n移项后,除以 $12h$,即得:\n$f'(x) = \frac{f(x-2h)-8f(x-h)+8f(x+h)-f(x+2h)}{12h} + \frac{1}{3}h^2f'''(x) + o(h^3)$\n\n由于 $f'''(x)$ 是有界的,即存在 $M$,使得 $|f'''(x)| \leq M$,因此:\n$\frac{1}{3}h^2f'''(x) = O(h^2)$\n\n故:\n$f'(x) = \frac{f(x-2h)-8f(x-h)+8f(x+h)-f(x+2h)}{12h} + O(h^3)$\n\n即:\n$f'(x) = \frac{f(x-2h)-8f(x-h)+8f(x+h)-f(x+2h)}{12h} + o(h^4)$\n\n证毕。
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