Web Reference: Another way to solve the ODE boundary value problems is the finite difference method, where we can use finite difference formulas at evenly spaced grid points to approximate the differential equations. This way, we can transform a differential equation into a system of algebraic equations to solve. Finite difference methods convert ordinary differential equations (ODE) or partial differential equations (PDE), which may be nonlinear, into a system of linear equations that can be solved by matrix algebra techniques. Jul 18, 2022 · We introduce here numerical differentiation, also called finite difference approximation. This technique is commonly used to discretize and solve partial differential equations.
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