Math 2.0

Numerical analysis Numerical integration and differentiation Concept

Five-point stencil

Summary

A five-point stencil is a set of five grid points used to approximate derivatives by finite differences. On a line, it is a point with two neighbours on each side, and it gives fourth-order formulas for the first and second derivative. In the plane, it is a point with its four nearest neighbours, and it gives the standard second-order approximation of the Laplacian. The planar version is the basic discretisation of the Poisson equation in the finite difference method.

Further reading

  1. Web https://en.wikipedia.org/wiki/Five-point_stencil
About this page
Tag73WPYFAEWS
URIm2://73WPYFAEWS
Kindconcept
WritingW0 stub
MSC65N06, 65D25
SpecializesFinite difference coefficients
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