Re: Finite difference operator

[louis scott]

Mathemeticians tend to be "If you understand it, it is now also yours." 

All his students use this stuff somewhere as it is all pretty generic, and the textbook is available for free online.  If it is already hidden in Octave, try a grep of Crank-Nicolson, Lax Wendroff, Fornberg or even 1/(2*h)

If you want to use his code, you might try contacting this group,

http://www2.maths.ox.ac.uk/chebfun/  Looks like the University finally made them use a licence (BSD).

 

On Fri, May 31, 2013 at 4:39 PM, Juan Pablo Carbajal <address@hidden> wrote:

Luis,
Thanks, I will check the books. Btw, being no copyright means is
proprietary. Do you know who's the owner? We could ask for a release.
I was going to implement this method
Fornberg, Bengt (1988), "Generation of Finite Difference Formulas on
Arbitrarily Spaced Grids",Mathematics of Computation 51 (184):
699–706,doi:10.1090/S0025-5718-1988-0935077-0, ISSN 0025-5718.

But I am sure it was already in octave, but with the usual undescriptive name...

On Fri, May 31, 2013 at 5:34 PM, louis scott <address@hidden> wrote:
> Rings a bell, see Nick Trefethen
> Ch 3 of Finite Difference and Spectral Methods: Finite Difference
> Approximations (theorems 3.1 - 3.2)  As for code, the follow up book,
> Spectral Methods:
> http://people.maths.ox.ac.uk/trefethen/all.m
>
> Should be somewhere in there. Note there is no copyright, no disclaimer, he
> is an old school numerical analyst.
>
>
> On Fri, May 31, 2013 at 3:52 PM, Juan Pablo Carbajal <address@hidden>
> wrote:
>>
>> On Fri, May 31, 2013 at 4:47 PM, Nir Krakauer <address@hidden>
>> wrote:
>> > http://octave.sourceforge.net/octave/function/diff.html
>> > or something more sophisticated?
>>
>> Thanks, yes far more sophisticated. I need to control accuracy... I
>> mean a function to generate these guys
>> http://en.wikipedia.org/wiki/Finite_difference_coefficient
>> http://en.wikipedia.org/wiki/Difference_operator
>>
>> If it is not there (though I really remember it was there) I can write it.
>> _______________________________________________
>> Help-octave mailing list
>> address@hidden
>> https://mailman.cae.wisc.edu/listinfo/help-octave
>
>

Luis,
Thanks, I will check the books. Btw, being no copyright means is
proprietary. Do you know who's the owner? We could ask for a release.
I was going to implement this method
Fornberg, Bengt (1988), "Generation of Finite Difference Formulas on
Arbitrarily Spaced Grids",Mathematics of Computation 51 (184):
699–706,doi:10.1090/S0025-5718-1988-0935077-0, ISSN 0025-5718.

But I am sure it was already in octave, but with the usual undescriptive name...