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I'm trying to find a general formula for the central finite difference approximation given an nth order derivative with pth order accuracy. I've looked up on Wikipedia, and their formula doesn't seem to work unless I'm reading it wrong (it also only works for the 2nd order accuracy). I found a table of the coefficients on Wikipedia as well, but when I went to the referenced article I couldn't find the general form from which they derived the coefficients. Sorry if this is a dumb question, but does anyone know the general form?

Nathan Chan
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    Maybe a link to the Wikipedia page would be helpful. – Daniel Buck Sep 14 '16 at 19:14
  • Finite Difference Coefficients: https://en.wikipedia.org/wiki/Finite_difference_coefficient Finite Difference "Formula": https://en.wikipedia.org/wiki/Finite_difference#Higher-order_differences – Nathan Chan Sep 14 '16 at 19:23
  • The first answer to the question http://math.stackexchange.com/questions/1526059/where-did-the-finite-difference-coefficients-come-from/1526102#1526102 should give you a general idea of how to obtain formulas for any finite difference stencil. – ekkilop Sep 17 '16 at 11:41

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