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Classroom Note:
Calculation of Weights in Finite Difference Formulas

Published: 01 September 1998 Publication History

Abstract

The classical techniques for determining weights in finite difference formulas were either computationally slow or very limited in their scope (e.g., specialized recursions for centered and staggered approximations, for Adams--Bashforth-, Adams--Moulton-, and BDF-formulas for ODEs, etc.). Two recent algorithms overcome these problems. For equispaced grids, such weights can be found very conveniently with a two-line algorithm when using a symbolic language such as Mathematica (reducing to one line in the case of explicit approximations). For arbitrarily spaced grids, we describe a computationally very inexpensive numerical algorithm.

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Published In

cover image SIAM Review
SIAM Review  Volume 40, Issue 3
Sept. 1998
325 pages
ISSN:0036-1445
  • Editor:
  • R. Sincovec
Issue’s Table of Contents

Publisher

Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 September 1998

Author Tags

  1. finite differences
  2. interpolation
  3. linear multistep methods
  4. weights

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  • (2022)High-Order ADI-FDTD Schemes for Maxwell’s Equations with Material Interfaces in Two DimensionsJournal of Scientific Computing10.1007/s10915-022-02011-693:2Online publication date: 1-Nov-2022
  • (2021)FFT-Based High Order Central Difference Schemes for Poisson’s Equation with Staggered BoundariesJournal of Scientific Computing10.1007/s10915-020-01379-786:1Online publication date: 1-Jan-2021
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