Forward, Backward, and Central Differences
Only three forms are commonly considered: forward, backward, and central differences.
A forward difference is an expression of the form
Depending on the application, the spacing h may be variable or constant.
A backward difference uses the function values at x and x − h, instead of the values at x + h and x:
Finally, the central difference is given by
Read more about this topic: Finite Difference
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