A simple MATLAB program to compute differentiation matrices for arbitrary meshes via Lagrangian interpolation

Abstract

A MATLAB program for computing differentiation matrices for arbitrary one-dimensional meshes is presented in this manuscript. The differentiation matrices for a mesh of N arbitrarily spaced points are formed from those obtained using Lagrangian interpolation on stencils of a fixed but arbitrary number M<=N of contiguous mesh points. For the particular case M=N and meshes with Chebyshev or Legendre distributions of points, the program yields the well known spectral differentiation matrices. For M<N and M odd, the differentiation matrices coincide, for the special case of an evenly spaced mesh, with those obtained by central finite differences.