General (n+1)-explicit finite difference formulas with proof
Let \(-\infty < a \leq x_0 < x_1 < \dots < x_M \leq b < \infty\) and \(-\infty < c \leq t_0 < t_1 < \dots < t_N \leq d < \infty\) be given. Further let \(f:\, [a,b]\times [c,\,d] \to \mathbb R\) be a sufficiently smooth function. Using Taylor expansions of \(f\), the authors derive finite difference formulas for partial derivatives of \(f\) at \((x_j,\,t_k)\) with corresponding remainder terms. These results are extended to finite difference formulas for partial derivatives of \(n\)-variate functions \((n>2)\). Examples are presented in the cases \(n=2\) and \(n=3\).
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