Generation of finite difference formulas on arbitrarily spaced grids
1988Published
919Citations
0References
journal articleType
Abstract
Simple recursions are derived for calculating the weights in compact finite difference formulas for any order of derivative and to any order of accuracy on one-dimensional grids with arbitrary spacing. Tables are included for some special cases (of equispaced grids).
Journal: Mathematics of Computation
Publisher: American Mathematical Society (AMS)
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