Formulas and tables of coefficients for numerical differentiation with function values given at unequally spaced points and application to solution of partial differential equations

Chung-Hua Wu
Nov 1950

General differentiation formulas for successive derivatives of a function are obtained in terms of the values of the function at unequally spaced arguments and the corresponding distances between the successive arguments using Lagrangian polynomials of various degrees. The remainder term is also obtained.

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