9814

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.

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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.
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