Based on Tayor’s series, Khan and Ohba [2-8] presented some new
difference schemes for finite difference approximation. They obtained closed- forms expressions of these new difference formulae, which can give
approximations of arbitrary order. Recently, using Lagrange’s interpolation
formula, Singh and Thorpe [9] have given a general method from which various
types of finite difference formulae can be obtained by assigning the suitable values
to the parameters. Further the method also facilitates the generation of finite
difference formulae for higher derivatives by differentiation. However the
applicability of the above methods appears to be limited as their method holds
only when the grid points are equally spaced.