Published online by Cambridge University Press: 16 May 2025
The history of FD approximations goes back even further than that of calculus. The classical definition of a derivative is an example of a very simple FD formula. Although many basic FD properties follow quite immediately from Taylor expansions, numerous additional perspectives have proven very helpful both for deriving a wide range of FD formulas, and for understanding their different features (such as their accuracy near boundaries vs. in domain interiors). This chapter focuses on FD approximations on equispaced grids in one dimension, generalizing quite directly to Cartesian grids in higher dimensions. Further generalizations to mesh-free node layouts in multiple dimensions are discussed in Chapter 5.
To save this book to your Kindle, first ensure no-reply@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
Find out more about the Kindle Personal Document Service.
To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.
To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.