Generation of finite difference formulas on arbitrarily spaced grids-Reference-Cited by-同舟云学术

Generation of finite difference formulas on arbitrarily spaced grids

Published:1988 Issue:184 Volume:51 Page:699-706
ISSN:0025-5718
Container-title:Mathematics of Computation
language:en
Short-container-title:Math. Comp.

Author:

Fornberg Bengt

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

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Link

http://www.ams.org/mcom/1988-51-184/S0025-5718-1988-0935077-0/S0025-5718-1988-0935077-0.pdf

Reference5 articles.

1. National Bureau of Standards Applied Mathematics Series, No. 55;Abramowitz, Milton,1964

2. S. J. Cynar, "Using Gaussian elimination for computation of the central difference equation coeficiente," SIGNUM Newsl. (USA), v. 22, 1987, pp. 12-19.

3. On a Fourier method for the integration of hyperbolic equations;Fornberg, Bengt;SIAM J. Numer. Anal.,1975

4. Symbolic generation of finite difference formulas;Keller, H. B.;Math. Comp.,1978

5. Differentiating matrices for arbitrarily spaced grid points;Lakin, W. D.;Internat. J. Numer. Methods Engrg.,1986

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