Numerical analysis Numerical integration and differentiation Concept
Finite difference coefficients
Summary
Finite difference coefficients are the weights that turn values of a function on a stencil of points into an approximation of a derivative. For a given derivative and stencil, they are found by matching Taylor expansions. This leads to a Vandermonde system with a unique solution. They are the building blocks of numerical differentiation and of the finite difference method for differential equations. Tables of central, forward and backward coefficients of various orders are standard.
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| Tag | 752Z7DRT7P |
|---|---|
| URI | m2://752Z7DRT7P |
| Kind | concept |
| Writing | W0 stub |
| MSC | 65D25, 65N06 |
| Specializes | Numerical differentiation |
| Same as |
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