Higher-order finite difference: Difference between revisions

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==Definition==
==Definition==


A '''higher-order finite difference''' for a function <math>f</math> might refer to a function obtained by iterating the forward difference, backward difference, or central difference. For a function <math>f</math> at a point <math>x</math> in the domain, and a positive integer <math>n</math>, we have three cases:
A '''higher-order finite difference''' for a function <math>f</math> might refer to a function obtained by iterating one of the three standard forms of the [[finite difference]]: the forward difference, backward difference, or central difference. For a function <math>f</math> at a point <math>x</math> in the domain, and a positive integer <math>n</math>, we have three cases:


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Latest revision as of 05:38, 9 May 2014

Definition

A higher-order finite difference for a function might refer to a function obtained by iterating one of the three standard forms of the finite difference: the forward difference, backward difference, or central difference. For a function at a point in the domain, and a positive integer , we have three cases:

Name Symbol Expression
order forward difference
order backward difference
order central difference