Elementary Finite Difference Quotients
Central difference given by Eq. (2.10) can be interpreted as a forward difference of the first order derivatives, with backward difference in terms of dependent variables for the first-order derivatives. This is because
or
or
The same approach can be made to generate a finite difference quotient for the mixed derivative at grid point .
Example,
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(2.11) |
In Eq. (2.11), if we write the derivative as a central difference of derivatives, and further make use of central differences to find out the derivatives, we obtain
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