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Numerical algorithms for problems in analysis and algebra, scientific computation
2
votes
1
answer
122
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Finite difference approximation
I'm trying to find formulas for the finite difference approximation "Five-points-stencil" of the first derivative for non-constant grid spacing. It's needed for the outermost left and right points. I …
1
vote
1
answer
261
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What's a good approximation for the first derivative at the endpoints of given datapoints fo...
I'm using a cubic spline interpolation for given data points. The boundary condition for the spline is that $f'(a)$ and $f'(b)$ are given (I'm using a finite difference formula $\frac{y_1-y_0}{x_1-x_0 …