The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...

Abstract: Estimating stochastic gradients is pivotal in fields like service systems in operations research. The classical method for this estimation is the finite-difference approximation, which ...

Abstract: Differential microphone arrays (DMAs) have demonstrated great advantages in high-fidelity acoustic signal acquisition and enhancement due to their capability to capture both the acoustic ...

Mathematics of Computation, Vol. 43, No. 167 (Jul., 1984), pp. 69-88 (20 pages) In this paper, the problem of estimating Jacobian and Hessian matrices arising in the finite difference approximation of ...

ABSTRACT: This paper presents a comprehensive numerical study of the two-dimensional time-dependent heat conduction equation using the Forward Time Centered Space (FTCS) finite difference scheme. The ...