First order and second order derivative backwards approximation on non uniform grids

Asked Dec 18 '14 at 17:29

Active Dec 18 '14 at 17:29

Viewed 836 times

Assume we have a function f(x) and we have samples coming in, except they are not at uniform intervals. (e.g. you have f(x) at x = 0.1, 0.2, 0.7, 1.9, 2.8... etc).

What is the correct way to compute first and second order backwards derivatives? Is there a way to make it more robust (e.g. similar to: http://en.wikipedia.org/wiki/Finite_difference_coefficient#Forward_and_backward_finite_difference)

Thank you

asked Dec 18 '14 at 17:29

user2771184

An answer for first-order derivatives can be found here. A formula of the same type can be obtained similarly for second-order derivatives. – EditPiAf Sep 15 '17 at 19:53

First order and second order derivative backwards approximation on non uniform grids

0 Answers0