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Mathematics of Computation

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Generation of finite difference formulas on arbitrarily spaced grids

Author: Bengt Fornberg
Journal: Math. Comp. 51 (1988), 699-706
MSC: Primary 65D25
MathSciNet review: 935077
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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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Keywords: Finite difference coefficients, high-order accuracy
Article copyright: © Copyright 1988 American Mathematical Society