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Re: Finite difference operator


From: Juan Pablo Carbajal
Subject: Re: Finite difference operator
Date: Fri, 31 May 2013 23:55:29 +0200

On Fri, May 31, 2013 at 10:28 PM, Laurent Hoeltgen <address@hidden> wrote:
> Hi,
>
> On Fri, May 31, 2013 at 04:52:26PM +0200, Juan Pablo Carbajal 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.
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>
> I wrote something that generates finite difference stencils a while ago. Can 
> be found here:
>
> https://github.com/hoeltgman/m-files/blob/master/LinearAlgebra/DiffFilter1D.m
>
> My code uses taylor expansions to set up a linear system. Its solution yields 
> the sought coefficients. I wrote it initially for my Matlab code, so it might 
> not run in octave out of the box. Also, I never did any thorough testing 
> w.r.t. weird parameter settings, but standard schemes seem to work well. The 
> only restriction is that the grid must be regular (size doesn't matter, 
> though).
>
> Regards,
> Laurent
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hi to all,
I will be testing all these threads. Thank you all.


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