Introduction to Finite Differences

  • J. W. Thomas
Part of the Texts in Applied Mathematics book series (TAM, volume 22)


This chapter serves as an introduction to the subject of finite difference methods for solving partial differential equations. Some of the goals of the chapter include
  • introducing finite difference grids and notation for functions defined on grids,

  • introducing a finite difference approximation of a partial differential equation
    • with an explanation of why this might be a logical approximation,

    • along with an introduction to the treatment of several different types of boundary conditions and forcing functions, and

  • getting the reader involved in the implementation of the finite difference scheme (if the text is being used for a class, hopefully as early as the first day of class).


Partial Differential Equation Finite Difference Difference Scheme Difference Equation Order Approximation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1995

Authors and Affiliations

  • J. W. Thomas
    • 1
  1. 1.Department of MathematicsColorado State UniversityFort CollinsUSA

Personalised recommendations