# Questions tagged [finite-difference-methods]

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### Numerically approximating the second order derivative at the end points of a closed interval

I have approximate the second order derivative of some function $f(x)$ on some interval $[a,b]$. Let $h =\frac{b-a}{n}$ for some positive integer $n$, the discretization of $[a, b]$ will be the ...
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### Finding Shortley-Weller approximation for mixed partial derivatives

I am working of discretizing partial differential equation and one if their terms is u_{xy} and I know some formulas for the approximations like the central difference formula, but I am hoping to find ...
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### Finite Difference: Non-linear diffusion coefficient

$$u_t = \nabla \cdot (k(u) \nabla u)$$ I have read some posts on FDM for $k=k(x)$. How does the method extend in the non-linear case: $k = k(u)$. I have attempted the following: \begin{align*} \...
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### Finite differences second derivative as successive application of the first derivative

The finite difference expressions for the first, second and higher derivatives in the first, second or higher order of accuracy can be easily derived from Taylor's expansions. But, numerically, the ...
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### How do I apply the finite difference method to a torsion equation?

So I've previously used the method to determine temperature across a thin plate. But my textbook doesn't what to do when the second derivates of space (x and y) are equal to a function. I'm trying to ...
15 views

### If I want to calculate derivatives at a point using finite difference method, how to set rhs in Matlab so it computes correctly?

This question involves Matlab code, but is more about mathematics, so I post it here. My code that calculates derivatives at a given point using finite difference method doesn't work and I think it's ...