Title of article :
Mathematical proof of closed form expressions for finite difference approximations based on Taylor series
Author/Authors :
Khan، نويسنده , , Ishtiaq Rasool and Ohba، نويسنده , , Ryoji and Hozumi، نويسنده , , Noriyuki، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
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.
Keywords :
Central difference approximations , Forward difference approximations , Finite difference approximations , Backward difference approximations , Numerical differentiation , Taylor series
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics