Generation of finite difference formulas on arbitrarily spaced grids
HTML articles powered by AMS MathViewer
- by Bengt Fornberg PDF
- Math. Comp. 51 (1988), 699-706 Request permission
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).References
- Milton Abramowitz and Irene A. Stegun, Handbook of mathematical functions with formulas, graphs, and mathematical tables, National Bureau of Standards Applied Mathematics Series, No. 55, U. S. Government Printing Office, Washington, D.C., 1964. For sale by the Superintendent of Documents. MR 0167642 S. J. Cynar, "Using Gaussian elimination for computation of the central difference equation coeficiente," SIGNUM Newsl. (USA), v. 22, 1987, pp. 12-19.
- Bengt Fornberg, On a Fourier method for the integration of hyperbolic equations, SIAM J. Numer. Anal. 12 (1975), no. 4, 509–528. MR 421096, DOI 10.1137/0712040
- H. B. Keller and V. Pereyra, Symbolic generation of finite difference formulas, Math. Comp. 32 (1978), no. 144, 955–971. MR 494848, DOI 10.1090/S0025-5718-1978-0494848-1
- W. D. Lakin, Differentiating matrices for arbitrarily spaced grid points, Internat. J. Numer. Methods Engrg. 23 (1986), no. 2, 209–218. MR 831853, DOI 10.1002/nme.1620230205
Additional Information
- © Copyright 1988 American Mathematical Society
- Journal: Math. Comp. 51 (1988), 699-706
- MSC: Primary 65D25
- DOI: https://doi.org/10.1090/S0025-5718-1988-0935077-0
- MathSciNet review: 935077