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  2. Finite difference coefficient - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_coefficient

    A finite difference can be central, forward or backward. Central finite difference. This table contains the coefficients of the central differences, ...

  3. Finite difference - Wikipedia

    en.wikipedia.org/wiki/Finite_difference

    In an analogous way, one can obtain finite difference approximations to higher order derivatives and differential operators. For example, by using the above central difference formula for f ′(x + ⁠ h / 2 ⁠) and f ′(x − ⁠ h / 2 ⁠) and applying a central difference formula for the derivative of f ′ at x, we obtain the central difference approximation of the second derivative of f:

  4. Divided differences - Wikipedia

    en.wikipedia.org/wiki/Divided_differences

    In mathematics, divided differences is an algorithm, historically used for computing tables of logarithms and trigonometric functions. [citation needed] Charles Babbage's difference engine, an early mechanical calculator, was designed to use this algorithm in its operation. [1] Divided differences is a recursive division process.

  5. Difference quotient - Wikipedia

    en.wikipedia.org/wiki/Difference_quotient

    The difference between two points, themselves, is known as their Delta (ΔP), as is the difference in their function result, the particular notation being determined by the direction of formation: Forward difference: ΔF(P) = F(P + ΔP) − F(P); Central difference: δF(P) = F(P + ⁠ 1 / 2 ⁠ ΔP) − F(P − ⁠ 1 / 2 ⁠ ΔP);

  6. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).

  7. Five-point stencil - Wikipedia

    en.wikipedia.org/wiki/Five-point_stencil

    An illustration of the five-point stencil in one and two dimensions (top, and bottom, respectively). In numerical analysis, given a square grid in one or two dimensions, the five-point stencil of a point in the grid is a stencil made up of the point itself together with its four "neighbors".

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  9. Difference engine - Wikipedia

    en.wikipedia.org/wiki/Difference_engine

    A difference engine is an automatic mechanical calculator designed to tabulate polynomial functions. It was designed in the 1820s, and was created by Charles Babbage . The name difference engine is derived from the method of finite differences , a way to interpolate or tabulate functions by using a small set of polynomial co-efficients.