swMATH ID: 
22693

Software Authors: 
Mani Mehra; Kuldip Singh Patel

Description: 
Algorithm 986: A Suite of Compact Finite Difference Schemes. A collection of Matlab routines that compute derivative approximations of arbitrary functions using highorder compact finite difference schemes is presented. Tenthorder accurate compact finite difference schemes for first and second derivative approximations and sixthorder accurate compact finite difference schemes for third and fourth derivative approximations are discussed for the functions with periodic boundary conditions. Fourier analysis of compact finite difference schemes is explained, and it is observed that compact finite difference schemes have better resolution characteristics when compared to classical finite difference schemes. Compact finite difference schemes for the functions with Dirichlet and Neumann boundary conditions are also discussed. Moreover, compact finite difference schemes for partial derivative approximations of functions in two variables are also given. For each case a Matlab routine is provided to compute the differentiation matrix and results are validated using the test functions. 
Homepage: 
https://dl.acm.org/citation.cfm?id=3119905

Dependencies: 
Matlab 
Keywords: 
Compact finite difference schemes;
numerical differentiation;
Taylor series expansion;
Fourier analysis;
PDE;
Matlab;
TOMS_publication

Related Software: 
Matlab;
LTFAT;
Algorithm 929

Cited in: 
6 Publications
