Taylor series based finite difference approximations of higher-degree derivatives
From MaRDI portal
Publication:1874195
DOI10.1016/S0377-0427(02)00816-6zbMath1018.65032MaRDI QIDQ1874195
Ishtiaq Rasool Khan, Ryoji Ohba
Publication date: 22 May 2003
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
tables; finite difference approximations; error bounds; numerical differentiation; Taylor series; central difference approximations; backward difference approximations; forward difference approximations; higher-degree derivatives
Related Items
Hermite interpolation and its numerical differentiation formula involving symmetric functions, Representation for the Lagrangian numerical differentiation formula involving elementary symmetric functions, A remainder formula of numerical differentiation for the generalized Lagrange interpolation, General explicit difference formulas for numerical differentiation, HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An exponentially-fitted Runge-Kutta method for the numerical integration of initial-value problems with periodic or oscillating solutions
- Automatic differentiation: techniques and applications
- P-stable exponentially fitted methods for the numerical integration of the Schrödinger equation
- Closed-form expressions for the finite difference approximations of first and higher derivatives based on Taylor series
- Eighth order methods with minimal phase-lag for accurate computations for the elastic scattering phase-shift problem
- An Eighth Order Exponentially Fitted Method for the Numerical Solution of the Schrödinger Equation
- New finite difference formulas for numerical differentiation
- A new explicit Bessel and Neumann fitted eighth algebraic order method for the numerical solution of the Schrödinger equation