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Generation of finite difference formulas on arbitrary spaced grids. (English) Zbl 0701.65014
Summary: Simple recursions are derived for calculating the weights in compact finite difference formulas for any order of derivative and to any order of accuracy on one-dimensional grids with arbitrary spacing. Tables are included for some special cases (of equispaced grids).

65D25 Numerical differentiation
26-04 Software, source code, etc. for problems pertaining to real functions
65A05 Tables in numerical analysis
65N06 Finite difference methods for boundary value problems involving PDEs
Full Text: DOI
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