Finite Difference Schemes of One Variable

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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 (March 2011)
Open content licensed under CC BY-NC-SA



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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