Jan 6, 2025 · I am reviewing my notes of finite-difference approximations and would like to clarify how global error is calculated. Consider an ODE system of the form $Au = f$.

Jul 17, 2015 · Refining the grid eventually leads to a situation where the function is well approximated by a polynomial on the scale of the finite difference stencil and accuracy improves. As discussed in …

The problem is to find a 2nd order finite difference approximation of the partial derivative uxy, where u is a function of x and y. Page 5 of this pdf I found does a centered difference approximat...

Here is a simple MATLAB script that implements Fornberg's method to compute the coefficients of a finite difference approximation for any order derivative with any set of points. For a nice explanation, …

Mar 13, 2023 · In the Example 1.11, he madr a Finite Difference Aproximation, with the usual approxination : [Math Processing Error] f (x) ≠ f (x + h) f (x) h. He postules the following: We want h …

May 16, 2020 · Then, is it correct that evaluating the derivatives by central difference on a non-uniform grid, using the chain rule as proposed here, one can always achieve a second-order accurate …

pde finite-difference discretization numerics optimal-control See similar questions with these tags.

Aug 30, 2014 · If a library can interpolate a function, but doesn't calculate the interpolant's derivatives, you can recover the derivatives by using a finite-difference approximation on the interpolant.

Jun 25, 2021 · Questions: Do you know tensor product representations for the 9-point finite difference approximations for the $\nabla^2$ operator? Do you know books or articles where I can study tensor …

Nov 6, 2016 · Concerning your question about better numerical approximation, it depends what do you want to solve next (as for this equation you have the analytical solution).