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  • Recalling Finite Difference Again: Basic Concepts of Discretization

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    Milind Jain
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    This document discusses concepts related to discretization in numerical analysis. It provides a recap of finite difference formulas and Taylor series expansions which are used to derive finite difference approximations. It also examines higher order finite difference formulas, noting their potential benefits in achieving higher accuracy but also acknowledging tradeoffs to consider when deciding whether to use higher order formulas. Stencils or grids are shown as examples to visualize finite difference approximations in multiple dimensions.

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    This document discusses concepts related to discretization in numerical analysis. It provides a recap of finite difference formulas and Taylor series expansions which are used to derive finite difference approximations. It also examines higher order finite difference formulas, noting their potential benefits in achieving higher accuracy but also acknowledging tradeoffs to consider when deciding whether to use higher order formulas. Stencils or grids are shown as examples to visualize finite difference approximations in multiple dimensions.

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    16 views10 pages

    Recalling Finite Difference Again: Basic Concepts of Discretization

    Uploaded by

    Milind Jain
    This document discusses concepts related to discretization in numerical analysis. It provides a recap of finite difference formulas and Taylor series expansions which are used to derive finite difference approximations. It also examines higher order finite difference formulas, noting their potential benefits in achieving higher accuracy but also acknowledging tradeoffs to consider when deciding whether to use higher order formulas. Stencils or grids are shown as examples to visualize finite difference approximations in multiple dimensions.

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    of 10

    BASIC CONCEPTS OF DISCRETIZATION

    Recalling finite difference again


    DISCRETIZATION………

    A finite difference stencil in 2D


    Road map for this section
    Back to Taylor Series…..

    Let us see the effect….


    Higher order accuracy is desired. We shall come back to
    that shortly. Before that, let us have a quick recap of the
    finite difference formulas that we have learn t already…..
    As stated earlier, higher order accuracy is
    desired. Let us look at following formula…

    Stencil

    Would you still like to use higher order formulas?????


    Pros and Cons of using HOF

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