10902
EXPLORE
LATEST
ABOUT
AUTHORING AREA
PARTICIPATE
Your browser does not support JavaScript or it may be disabled!
Finite Difference Schemes of One Variable
Finite difference formulas are generated for a specified number of equally spaced nodes, a derivative node, and the order of the derivative.
The terms
,
,
denotes the function values
,
,
, and so on;
is the distance between two nodes.
Contributed by:
Mikhail Dimitrov Mikhailov
SNAPSHOTS
DETAILS
The classical Taylor series method is used. For details see the textbook:
P. Moin,
Fundamentals of Engineering Numerical Analysis
, New York: Cambridge University Press, 2001.
RELATED LINKS
Finite Difference
(
Wolfram
MathWorld
)
Stirling's Finite Difference Formula
(
Wolfram
MathWorld
)
Bessel's Finite Difference Formula
(
Wolfram
MathWorld
)
Backward Difference
(
Wolfram
MathWorld
)
Forward Difference
(
Wolfram
MathWorld
)
Central Difference
(
Wolfram
MathWorld
)
Newton's Forward Difference Formula
(
Wolfram
MathWorld
)
Newton's Backward Difference Formula
(
Wolfram
MathWorld
)
Gauss's Forward Formula
(
Wolfram
MathWorld
)
Gauss's Backward Formula
(
Wolfram
MathWorld
)
PERMANENT CITATION
"
Finite Difference Schemes of One Variable
" from
the Wolfram Demonstrations Project
http://demonstrations.wolfram.com/FiniteDifferenceSchemesOfOneVariable/
Contributed by:
Mikhail Dimitrov Mikhailov
Share:
Embed Interactive Demonstration
New!
Just copy and paste this snippet of JavaScript code into your website or blog to put the live Demonstration on your site.
More details »
Download Demonstration as CDF »
Download Author Code »
(preview »)
Files require
Wolfram
CDF Player
or
Mathematica
.
Related Demonstrations
More by Author
Finite Difference Approximations of the First Derivative of a Function
Vincent Shatlock and Autar Kaw
Checking Finite Difference Errors
Mikhail Dimitrov Mikhailov
Using Sampled Data to Estimate Derivatives, Integrals, and Interpolated Values
Robert L. Brown
Graphs of Taylor Polynomials
Abby Brown
Geometric Difference between a Finite Difference and a Differential
Anping Zeng (Sichuan Chemical Technical College)
Numerical Solution of the Advection Partial Differential Equation: Finite Differences, Fixed Step Methods
Alejandro Luque Estepa
Approximating the Derivative by the Symmetric Difference Quotient
Michael Schreiber
Newton's Method on a Mesh of Initial Guesses
Ken Levasseur
Numerical Evaluation of Some Definite Integrals
Mikhail Dimitrov Mikhailov
Automatic Differentiation
Roger B. Kirchner
Related Topics
Approximation Methods
Derivatives
Numerical Analysis
Browse all topics
Note: To run this Demonstration you need Mathematica 7+ or the free Mathematica Player 7EX
Download or upgrade to
Mathematica Player 7EX
I already have
Mathematica Player
or
Mathematica 7+