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

• Central differencing scheme
• Discretization
• Finite difference
• Finite difference coefficients
• Finite difference methods for option pricing
• Finite difference time domain
• Finite element method
• Five-point stencil
• Lax–Richtmyer theorem
• Partial differential equation
• Stencil (numerical analysis)
• Upwind differencing scheme for convection

External links

• Finite difference method @ Wikipedia