Generation of finite difference formulas on arbitrarily spaced grids

Bengt Fornberg

Source record

Source: Crossref

Published: Jan 1, 1988

DOI: 10.1090/s0025-5718-1988-0935077-0

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Source 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).

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