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An algorithm for the finite difference approximation of derivatives with arbitrary degree and order of accuracy

✍ Scribed by H.Z. Hassan; A.A. Mohamad; G.E. Atteia

Book ID
113511841
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
261 KB
Volume
236
Category
Article
ISSN
0377-0427

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Finite-difference approximation for the u(k)-derivative with O(hMβˆ’k+1) accuracy: An analytical expression
✍ Vadim Dubovsky; Alexander Yakhot πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 105 KB

## Abstract An approximation of function __u__(__x__) as a Taylor series expansion about a point __x__~0~ at __M__ points __x__~__i__~, ∼ __i__ = 1,2,…,__M__ is used where __x__~__i__~ are arbitrary‐spaced. This approximation is a linear system for the derivatives __u__^(__k__)^ with an arbitrary a