\item Reduce the step size $h$ successively. At what value of $h$ does the round-off error dominate the error budget?
\item You would notice that the truncation error is not constant across $x$. This calls for non-uniform sampling of $f(x)$ in finite differencing. Derive an explicit central differencing formula assuming that $f(x)$ can be sampled at some \emph{non-uniform} samples $x_i$.
%\item Derive a central differencing approximant for the first derivative $f'(x)$ that is accurate to $\mathcal{O}(h^4)$.
\end{enumerate}
\subsection{Richardson extrapolation}
We have seen that, if the order of the error in the numerical estimate of a function $f(x)$ is known, Richardson extrapolation provides a powerful way of improving the accuracy of the estimate. If we have two numerical estimates $f_{h}(x)$ and $f_{2h}(x)$ each having an error of $\mathcal{O}\,h^k$, a better estimate is given by
We have seen that, if the order of the error in the numerical estimate of a function $f(x)$ is known, Richardson extrapolation provides a powerful way of improving the accuracy of the estimate. If we have two numerical estimates $f_{h}(x)$ and $f_{2h}(x)$ each having an error of $\mathcal{O}\,(h^k)$, a better estimate is given by