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Cococubed.com


Derivatives on Unequally Spaced Grids

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Contact: F.X.Timmes
my one page vitae,
full vitae,
research statement, and
teaching statement.

The instrument test_fdcoef.f implements simple recursions for calculating the weights of finite difference formulas for any order of derivative and any formal order of accuracy on one-dimensional grids with unequal spacing.

The core routine, fdcoef.f is based on Bengt Fornberg's paper "Generation of finite difference formulas on arbitrary spaced grids", Math. Comp., 51(184):699-706, 1988, and "Calculation of weights in finite difference formulas", SIAM Rev., 40(3):685b


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Please cite the relevant references if you publish a piece of work that use these codes, pieces of these codes, or modified versions of them. Offer co-authorship as appropriate.