Reference articles

List of articles I find that are well written and explain a concept :)

Neumann Boundary conditions on 2D grid with non-uniform mesh space for elliptic PDE

Nasser M. Abbasi 12000.org

Numerical differentiation: finite differences

Finite difference formulas are used to approximate derivatives of a function at a point by utilizing data points. Different orders of approximations are derived for various situations in numerical differentiation.

dam.brown.edu

central difference method

With Neumann or Neumann-like (e.g. Robin) conditions you want to be careful that you discretize the boundary derivative in a way which has the same order as your discretization of the interior derivatives

Ian • Finite Difference Boundary Conditions

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