# Questions tagged [finite-difference]

Referring to the discretization of derivatives by Finite differences, and its applications to numerical solutions of partial differential equations.

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### interpolation 2D irregular nodes

Given a 2D irregular spaced data like shown in the figure, I would like to know how to find derivatives at '*' by interpolating the values at 'o'. Does lagrange 2D interpolation work at irregular ...
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### Gaussian Numerical Differentiation

Gaussian quadrature improves on Newton-Cotes formulas by allowing the abscissas to vary along with the weights in order to integrate higher order polynomials. Can this idea be extended to numerical ...
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### Trying to compute the error from comparing two arrays

Some context: I am working with the Black-Scholes model.. I have an explicit (Black-Scholes) formula which is the exact solution to my problem. I have written code which implements a finite-difference ...
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### MATLAB FFT Differentiation

I am trying to implement the Laplacian operator using Fourier Transform differentiation (https://en.wikibooks.org/wiki/Parallel_Spectral_Numerical_Methods/...
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### In numerical methods, eg, finite differencing approaches, does there exist convergent schemes that are not both consistent and stable?

In a book that our course is following this semester, the theorem given is only in one direction: if the scheme is both consistent and stable, then the scheme is convergent. However, since this ...