Finite Difference Methods for Ordinary and Partial Differential Equations
Steady State and Time Dependent Problems

Randall J. LeVeque

Chapter 1 Finite difference approximations

m-files:

• matlab/fdcoeffV.m Computes finite difference coefficients by solving Vandermonde system
• matlab/fdcoeffF.m Computes finite difference coefficients by more stable approach of Fornberg
• matlab/fdstencil.m Computes finite difference stencil on a uniform grid and associated truncation error
• matlab/chap1example1.m For Example 1: Computes Table 1.1 and Figure 1.2.

Exercises:

• exercises/chap1exercises.pdf
• Latex files for the exercises