A Fortran program to generate finite difference formulas

A discretization process is described by which it is possible to generate finite difference formulas for arbitrary linear two‐dimensional partial differential equations. The process is based on a novel approach to finite difference analysis in which differential operators are approximated by rectangular matrices. In this approach, the discrete form of a complicated operator is obtained by performing simple numerical operations on elementary matrix factors. The analysis is augmented by a listing of a computer program based on the method for the automatic generation of finite difference formulas.