"Numerical Approximation Engineering" by A. Louise Perkins, Pippin Welmon et al.
 

Document Type

Lecture

Publication Date

4-13-2006

Abstract

A method is presented for designing derivatives for finite difference approximations that achieve specified accuracy in the frequency domain. A general average value approximation with undetermined coefficients is fitted in the spatial frequency domain to attain the desired properties of the approximation. A set of constraints to ensure that the approximation converges as the grid spacing approaches zero and satisfies the Lax Equivalence Theorem are imposed on the fitted coefficients. A practical design of the approximations is pursued using an heuristic zero-placement method, which results in a linear matrix formulation.

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