High order difference approximations of the partial derivative with respect to x are considered, especially one method based on the fast Fourier transform. It is used to approximate space derivatives for hyperbolic partial differential equations, and its accuracy, stability and speed on a computer are discussed.
CITATION STYLE
Fornberg, B. (1975). ON A FOURIER METHOD FOR THE INTEGRATION OF HYPERBOLIC EQUATIONS. SIAM Journal on Numerical Analysis, 12(4), 509–528. https://doi.org/10.1137/0712040
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