Finite Difference Method

Updated 01 Oct 2026

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What it is
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  approximates differential equations using differences between values at discrete grid points
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Example
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  for the two-dimensional Laplace equation on an equally spaced rectangular grid, an interior value satisfies approximately $u_{i,j}=(u_{i-1,j}+u_{i+1,j}+u_{i,j-1}+u_{i,j+1})/4$ .
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  fixed boundary values and the interior equations form a sparse linear system.
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Related

Linked references 1