Calculation of weights in finite difference formulas

SIAM Review

Volumn 40, Issue 3, 1998, Pages 685-691

  Fornberg, Bengt ^a  

^a UNIVERSITY OF COLORADO   (United States)

Author keywords

Finite differences; Interpolation; Linear multistep methods; Weights

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTATIONAL METHODS; INTERPOLATION;

LINEAR MULTISTEP METHODS;

FINITE DIFFERENCE METHOD;

EID: 0032166374     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036144596322507     Document Type: Article

References (5)

1. C. M. BENDER AND S. A. ORSZAG, Advanced Mathematical Methods for Scientists and Engineers, McGraw-Hill, New York, 1978.
2. J. K. COHEN AND D. R. DE BAUN, Discrete approximation of linear functionals, Mathematica Journal, 2, Issue 2 (1992), pp. 62-65.
3. B. FORNBERG, Generation of finite difference formulas on arbitrarily spaced grids, Math. Comput., 51 (1988), pp. 699-706.
4. B. FORNBERG, A Practical Guide to Pseudospectral Methods, Cambridge University Press, Cambridge, UK, 1996.
5. A. ISERLES, First Course in Numerical Analysis of Differential Equations, Cambridge University Press, Cambridge, UK, 1996.