Sign in
Back
Mathematical proof of closed form expressions for finite difference approximations based on Taylor series
Journal article   Open access  Peer reviewed

Mathematical proof of closed form expressions for finite difference approximations based on Taylor series

Ishtiaq Rasool Khan, Ryoji Ohba and Noriyuki Hozumi
Journal of computational and applied mathematics, Vol.150(2), pp.303-309
15/01/2003
DOI: https://doi.org/10.1016/S0377-0427(02)00667-2

Abstract

Backward difference approximations Central difference approximations Finite difference approximations Forward difference approximations Numerical differentiation Taylor series
Taylor series based finite difference approximations of derivatives of a function have already been presented in closed forms, with explicit formulas for their coefficients. However, those formulas were not derived mathematically and were based on observation of numerical results. In this paper, we provide a mathematical proof of those formulas by deriving them mathematically from the Taylor series.
url
https://doi.org/10.1016/S0377-0427(02)00667-2View
Published (Version of record) Open

Metrics

1 Record Views

Details