differentiation-schemes

From the author

Select and apply numerical differentiation schemes for PDE and ODE discretization — generate finite-difference stencils at arbitrary order and accuracy, choose between central, upwind, compact (Pade), and spectral methods, handle boundary stencils, and estimate truncation error scaling. Use when discretizing spatial derivatives, picking a scheme for advection- or diffusion-dominated problems, building custom stencils for nonstandard operators, or comparing dispersion and dissipation properties of candidate schemes, even if the user just says "how do I approximate this derivative" or "my solution is too diffusive."