finite difference formulas for any order of derivative and any order of accuracy on one-dimensional grids with arbitrary spacing from cococubed

Cococubed.com

Derivatives on Unequally Spaced Grids

     Zingale's
     Brown's
     code
     Iliadis' database
     Herwig's
     Meyer's

Other Stuff:

Contact:
my vitae,
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The tool fdcoef.tbz computes a derivative from data on an arbitrary spaced one-dimensional grid. The derivative may be of any order (first derivative, second derivative, etc.) and any formal order of accuracy (first order accurate, second order accurate, etc). Results for first derivatives are shown in the left plot below, and second derivatives in the plot on the right. It is not too challenging to make the extension to two- or three-dimensional irregular grids. The tool is based on B. Fornberg, "Generation of finite difference formulas on arbitrary spaced grids", Math. Comp., 51, 184, 699, 1988, and "Calculation of weights in finite difference formulas", SIAM Rev., 40, 3, 685, 1998.

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.