A practical recipe for variable-step finite differences via equidistribution
Abstract
We describe a short, reproducible workflow for applying finite differences on nonuniform grids determined by a positive weight function g. The grid is obtained by equidistribution, mapping uniform computational coordinates to physical space by the cumulative integral and its inverse, and in multiple dimensions by the corresponding variable-diffusion (harmonic) mapping with tensor . We then use the standard three-point central stencils on uneven spacing for first and second derivatives. We collect the formulas, state the mild constraints on g (positivity, boundedness, integrability), and provide a small reference implementation. Finally, we solve the 2D time-independent Schr\"odinger equation for a harmonic oscillator on uniform vs. variable meshes, showing the expected improvement in resolving localized eigenfunctions without increasing matrix size. We intend this note as a how-to reference rather than a new method, consolidating widely used ideas into a single, ready-to-use recipe, claiming no novelty.
Cite
@article{arxiv.2412.05598,
title = {A practical recipe for variable-step finite differences via equidistribution},
author = {Mário B. Amaro},
journal= {arXiv preprint arXiv:2412.05598},
year = {2025}
}
Comments
6 pages, 2 figures