Finite difference method

In the mathematics, finite-difference methods (FDM) are numerical analysis methods for solving differential equations by approximating them with difference equations, in which finite differences approximate the derivatives.

FDMs are thus discretization methods.

Partial differential equations

Today, FDMs are the dominant approach to numerical solutions of partial differential equations.

See also

• Discretization
• Partial differential equation

External links

• Finite difference method @ Wikipedia