Finite Difference - Forward, Backward, and Central Differences

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 xh, instead of the values at x + h and x:

Finally, the central difference is given by

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