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.[more]
The terms , , denotes the function values , , , and so on; is the distance between two nodes.[less]
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.