NDSolve``FiniteDifferenceDerivativeNDSolve`FiniteDifferenceDerivative is a very helpful function to calculate numerical derivatives. It is explained in the tutorial The Numerical Method of Lines in more detail.
Here I found the reference BENGT FORNBERG:CALCULATION OF WEIGHTS IN FINITE DIFFERENCE FORMULAS which explains how the weigthsweights are to be calculated in the one dimensional case .
I couldn't find a similar reference for the twodimensionaltwo dimensional case.
My question:
- How is the differentiationMatrixdifferentiation matrix evaluated in this case, especially at boundaryboundary meshpoints?
- Are there additional helpful references in the Mathematica documentation?
Thanks!