Classroom Note:Calculation of Weights in Finite Difference Formulas

DOI10.1137/S0036144596322507zbMath0914.65010MaRDI QIDQ4210373

Bengt Fornberg

Publication date: 21 September 1998

Published in: SIAM Review (Search for Journal in Brave)

zbMATH Keywords

interpolation; algorithms; finite differences; numerical differentiation; linear multistep methods; optimal weights; irregular grid spacing

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65D05: Numerical interpolation

65D25: Numerical differentiation

65L12: Finite difference and finite volume methods for ordinary differential equations