Generation of finite difference formulas on arbitrarily spaced grids
Math. Comp. 51 (1988), 699-706
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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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- B. Fornberg, "On a Fourier method for the integration of hyperbolic equations," SIAM J. Numer. Anal., v. 12, 1975, pp. 509-528. MR 0421096 (54:9101)
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