Volume no :18, Issue no: 1-2, November and December 2012

Journal of Mathematical Sciences: Advances and Applications

FORMULAE FOR FINITE DIFFERENCE APPROXIMATIONS, QUADRATURE AND LINEAR MULTISTEP METHODS

Author's: RAMESH KUMAR MUTHUMALAI
Pages: [1] - [19]
Received Date: September 26, 2012
Submitted by:

Abstract

We derive finite difference formulae for approximating higher order derivatives, which are applicable to evenly or unevenly spaced grids with arbitrary order of accuracy. Using these formulae, we describe quadrature formulae and linear multistep methods for approximating integrals and numerical solution of differential equations.

Keywords

barycentric, derivatives, finite difference formulas, implicit approximations, quadrature formulas, linear multistep methods.