Finite Difference in Several Variables
Finite differences can be considered in more than one variable. They are analogous to partial derivatives in several variables.
Some partial derivative approximations are:
Alternatively, for applications in which the computation of is the most costly step and both first and second derivatives must be computed, a more efficient formula for the last case is:
since the only values to be computed which are not already needed for the previous four equations are and .
Read more about this topic: Finite Difference
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