Simon Fraser University

Finite Difference Approximations of Derivatives

First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...
Risk

Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
JSTOR Daily

A study on entire functions of hyper-order sharing a finite set with their high-order difference operators

In this paper, due to the Borel lemma and Clunie lemma, we will deduce the relationship between an entire function f of hyper-order less than 1 and its n-th difference operator Δ c n f( z ) if they ...
JSTOR Daily

Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental Evidence

The empirical distribution functions of the least squares estimators and test statistics in a system of stochastic difference equation are studied. The general conclusion is that the empirical ...
Simon Fraser University

Finite-Difference Approximations of Derivatives

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...