Module 1: Introduction to Finite Difference Method and Fundamentals of CFD
  Lecture 2:
 

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,

(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

 
 
(2.12)

 

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