Higher-order finite difference
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 |