Answers are grounded in this paper and cite their sources.
In this paper, the problem of estimating Jacobian and Hessian matrices arising in the finite difference approximation of partial differential equations is considered. Using the notion of computational molecule or stencil, schemes are developed that require the minimum number of differences to estimate these matrices. A procedure applicable to more complicated structures is also given.
No takes yet. Share an insight, caveat, or question.
Goldfarb et al. (1984) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: