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  2. Numerical differentiation - Wikipedia

    en.wikipedia.org/wiki/Numerical_differentiation

    Numerical differentiation. Use of numerical analysis to estimate derivatives of functions. Finite difference estimation of derivative. In numerical analysis, numerical differentiation algorithms estimate the derivative of a mathematical function or function subroutine using values of the function and perhaps other knowledge about the function.

  3. Five-point stencil - Wikipedia

    en.wikipedia.org/wiki/Five-point_stencil

    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". It is used to write finite difference approximations to derivatives at grid points. It is an example for numerical differentiation.

  4. Finite difference coefficient - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_coefficient

    Finite difference coefficient. In mathematics, to approximate a derivative to an arbitrary order of accuracy, it is possible to use the finite difference. A finite difference can be central, forward or backward.

  5. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    In numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time domain (if applicable) are discretized, or broken into a finite number of intervals, and the values of the solution at the end points ...

  6. Difference quotient - Wikipedia

    en.wikipedia.org/wiki/Difference_quotient

    In single-variable calculus, the difference quotient is usually the name for the expression. which when taken to the limit as h approaches 0 gives the derivative of the function f. [1][2][3][4] The name of the expression stems from the fact that it is the quotient of the difference of values of the function by the difference of the ...

  7. MacCormack method - Wikipedia

    en.wikipedia.org/wiki/MacCormack_method

    MacCormack method. In computational fluid dynamics, the MacCormack method (/məˈkɔːrmæk ˈmɛθəd/) is a widely used discretization scheme for the numerical solution of hyperbolic partial differential equations. This second-order finite difference method was introduced by Robert W. MacCormack in 1969. [1] The MacCormack method is elegant ...

  8. Symmetric derivative - Wikipedia

    en.wikipedia.org/wiki/Symmetric_derivative

    Symmetric derivative. In mathematics, the symmetric derivative is an operation generalizing the ordinary derivative. It is defined as: [1][2] {\displaystyle \lim _ {h\to 0} {\frac {f (x+h)-f (x-h)} {2h}}.} The expression under the limit is sometimes called the symmetric difference quotient. [3][4] A function is said to be symmetrically ...

  9. Largest differencing method - Wikipedia

    en.wikipedia.org/wiki/Largest_differencing_method

    For k =2, the main step (2) works as follows. Take the two largest numbers in S, remove them from S, and insert their difference (this represents a decision to put each of these numbers in a different subset). Proceed in this way until a single number remains. This single number is the difference in sums between the two subsets.