finite difference

(redirected from Centered difference)

finite difference

[¦fī‚nīt ′dif·rəns]
(mathematics)
The difference between the values of a function at two discrete points, used to approximate the derivative of the function.
References in periodicals archive ?
It is the fourth order approximation using only three grid points; whereas standard fourth order centered difference approximation requires five points, so in this method we have a higher order accuracy using fewer grid points.