Simon Fraser University

Finite Difference Approximations of Derivatives

First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...
Nature

Finite Differences and Difference Equations in the Real Domain

IN his preface, the author states that this volume includes material for a course in finite differences as well as a treatment of a number of special topics. A selection of material was necessary in ...
Risk

Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
JSTOR Daily

On the Develoepment of Exponential Functions; together with Several New Theorems Relating to Finite Differences. [Abstract]

Abstracts of the Papers Printed in the Philosophical Transactions of the Royal Society of London, Vol. 2 (1815 - 1830), p. 33 (1 page) ...
Simon Fraser University

Finite-Difference Approximations of Derivatives

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...