Category Archives: Finite Differences

Computing Mixed Derivatives by Finite Differences

The post is aimed to summarize various finite difference schemes for partial derivatives estimation dispersed in comments on the Central Differences page. To gather them all in one place as a reference. Listed formulas are selected as being advantageous among others of similar class – highest order of approximation, low rounding errors, etc. Please use […]

Also posted in Numeric Analysis, Numerical Derivative | 1 Comment