Explanation:
By using Taylor’s series expansion,
f(x+h)=f(x)+hf′(x)+2!h2f′′(x)+3!h3f′′′(x)+4!h4f4(x)+5!h5f5(x)+6!h6f6(x)+7!h7f7(x)+…
f(x−h)=f(x)−hf′(x)+2!h2f′′(x)−3!h3f′′′(x)+4!h4f4(x)−5!h5f5(x)+6!h6f6(x)−7!h7f7(x)+…
f(x+2h)=f(x)+2hf′(x)+2!4h2f′′(x)+3!8h3f′′′(x)+4!16h4f4(x)+5!32h5f5(x)+6!64h6f6(x)+7!128h7f7(x)+…
f(x−2h)=f(x)−2hf′(x)+2!4h2f′′(x)−3!8h3f′′′(x)+4!16h4f4(x)−5!32h5f5(x)+6!64h6f6(x)−7!128h7f7(x)+…
f(x+3h)=f(x)+3hf′(x)+2!9h2f′′(x)+3!27h3f′′′(x)+4!81h4f4(x)+5!243h5f5(x)+6!729h6f6(x)+7!2187h7f7(x)+…
f(x−3h)=f(x)−3hf′(x)+2!9h2f′′(x)−3!27h3f′′′(x)+4!81h4f4(x)−5!243h5f5(x)+6!729h6f6(x)−7!2187h7f7(x)+…
To find the fourth order approximation of third derivative, we need to eliminate all the lower order derivatives up to 6th.
f(x+h)−f(x−h)=2hf′(x)+3!2h3f′′′(x)+5!2h5f5(x)+7!2h7f7(x)+… …1)
f(x+2h)−f(x−2h)=4hf′(x)+3!16h3f′′′(x)+5!64h5f5(x)+7!256h7f7(x)+… …2)
f(x+3h)−f(x−3h)=6hf′(x)+3!54h3f′′′(x)+5!486h5f5(x)+7!4374h7f7(x)+… …3)
By performing the operation, [2(equation 1) – equation 2], we get
2[f(x + h) – f(x - h)] – [f(x + 2h) - f(x – 2h)]
=−3!12h3f′′′(x)−5!60h5f5(x)−7!252h7f7(x)+…
=−2h3f′′′(x)−21h5f5(x)−0.05h7f7(x)+… …4)
By performing the operation [3(equation 1) – equation 3], we get
3[f(x + h) – f(x - h)] – [f(x + 3h) - f(x – 3h)]
=−3!48h3f′′′(x)−5!480h5f5(x)−7!4368h7f7(x)
= -8h3 f’’’(x) – 4h5 f5(x) – 0.758 h7 f7(x) …5)
By performing the operation [equation 5 – 8 (equation 4)], we get
3[f(x + h) – f(x - h)] – [f(x + 3h) – f(x – 3h)] – 8[2[f(x + h) – f(x - h)] – [f(x + 2h) – f(x – 2h)]] = 8h3 f’’’(x) – 0.358 h7 f7(x)
⇒ 3f(x + h) – 3f(x - h) – f(x + 3h) + f(x – 3h) – 16f(x + h) + 16f(x - h) – 8f(x + 2h) + 8f(x - 2h) = 8h3 f’’’(x) – 0.358h7 f7(x)
⇒ 8h3 f’’’(x) – 0.358 h7 f7(x) = -f(x + 3h) + 8f(x + 2h) – 13f(x + h) + 13f(x - h) -8f(x - 2h) + f(x – 3h)
⇒f′′′(x)−[8h3f(x+3h)+8f(x+2h)−13f(x+h)+13f(x−h)−8f(x−2h)+f(x−3h)]=0.358h4f7(x)
The above equation gives the fourth order (h4) approximation of third derivative.
Therefore, the fourth-order central difference approximation of the third derivative is
f′′′(x)=8h3−f(x+3h)+8f(x+2h)−13f(x+h)+13f(x−h)−8f(x−2h)+f(x−3h)
f′′′(xi)=8h3−f(xi+3)+8f(xi+2)−13f(xi+1)+13f(xi−1)−8f(xi−2)+f(xi−3)