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October 1, 1988Mathematics of Computation113 citationsOpen Access

Generation of Finite Difference Formulas on Arbitrarily Spaced Grids

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BFBengt Fornberg

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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 onedimensional grids with arbitrary spacing.Tables are included for some special cases (of equispaced grids).

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Cite This Study

Bengt Fornberg (1988) studied this question.

synapsesocial.com/papers/6a1564de5347fbb1739fb661https://doi.org/10.2307/2008770
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