Finite difference coefficient estimator
Project description
Python implementation of the algorithm presented in:
Fornberg, B. (1988). Generation of finite difference formulas on arbitrarily spaced grids. Mathematics of computation, 51(184), 699-706.
This algorithm can estimate the coefficients of the finite difference formula used to estimate any derivative of an unidimensional function at a point x_0 given a grid of points (mostly neighbors of x_0). The accuracy level is determined by the number of grid points used in each estimation.
Highlights
Grid points do not have to be equally spaced.
x_0 does not have to be one of the grid points.
As a result of 2., the algorithm can also be used to interpolate a function at a point x_0, by using the coefficients of the derivative of order zero.
In a single M order derivative approximation the coefficients needed to estimate the derivative at any order from zero to M are calculated.
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| MD5 | d794eb4342fc6bca613f142cf31b8e92 |
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| SHA256 | 2b1b363406f8f57c5050ea8737c9632580505421d6b7e2686c9a145e9abde368 |
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| MD5 | 0ed7bd8f8c268333357ecb5662c952c8 |
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| SHA256 | d455d00cf29da3427cf73e79ea7d02c6c1a7ae51710065f2ffd3d5a84b13e42b |
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| MD5 | 6644c90cc97072a2800a05c4bf41dedd |
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|---|---|---|
| SHA256 | 0c640309b5deacee96d0c19d530f0bd6eef01a3c24c1bc1db4c56c9df39dd94d |
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| BLAKE2b-256 | fdd42f8a7a92d11be106de108b4ff5670fa6ea270c1c63c9191c0a95f9491928 |
