Calculation of weights in finite difference formulas. (English) Zbl 0914.65010

Fornberg, Bengt

SIAM Rev. 40, No. 3, 685-691 (1998).

This paper deals with the use of finite difference approximations to compute derivatives of grid-based functions. Two short algorithms for finding the optimal weights are considered. One algorithm uses Pade approximations and only works on equispaced grids. The other one works for irregular grid spacing and is presented as a very inexpensive numerical procedure.

Reviewer: J.Illán González (Vigo)

MSC:

65D25	Numerical differentiation
65L12	Finite difference and finite volume methods for ordinary differential equations
65M06	Finite difference methods for initial value and initial-boundary value problems involving PDEs
65D05	Numerical interpolation

Keywords:

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