Finite difference - Wikipedia
https://en.wikipedia.org/wiki/Finite_difference A finite difference is a mathematical expression of the form f (x + b) − f (x + a). If a finite difference is divided by b − a, one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially boundary value problems. Certain recurrence relationscan be written as difference equations by replacing iteration notatio…
Finite difference method - Wikipedia
https://en.wikipedia.org/wiki/Finite_difference_methodIn numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time interval (if applicable) are discretized, or broken into a finite number of steps, and the value of the solution at these discrete points is approximated by solving algebraic equations contai…