Finite-Difference (FD) Schemes of Various Orders
Consider the familiar Taylor series expansion:
Now, suppose you know the value of the function f(x) at a variety of
different discrete locations, as indicated by the red dots in the
figure, above, and you want to know ...
- the first derivative of the function at location x0, i.e.,
[ ¶xf ]0.
- the second derivative of the
function at location x0, i.e.,
[ ¶x2 f ]0.
PHYS7412 Index |
2-pt FD Scheme |
3-pt FD Scheme