From the Taylor series expansion, we can write f(x1) in terms of f(x0) and its derivatives as follows:
Now, solve for [ ¶xf ]0 :
(x1 - x0)[ ¶xf ]0 | = | [ f(x1) - f(x0) ] - { (2!)-1(x1 - x0)2 [ ¶x2 f ]0 + (3!)-1(x1 - x0)3 [ ¶x3 f ]0 + ... } |
[ ¶xf ]0 | = | [ f(x1) - f(x0) ] (x1 - x0)-1 - { (2!)-1(x1 - x0) [ ¶x2 f ]0 + (3!)-1(x1 - x0)2 [ ¶x3 f ]0 + ... } |
[ ¶xf ]0 | » | [ f(x1) - f(x0) ] (x1 - x0)-1 + order[ (Dx) ] |
With this expression, then, we have a FD expression for [ ¶xf ]0 that is said to be accurate to 1st-order in Dx.