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...

analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences...

the finite difference. A finite difference can be central, forward or backward. This table contains the coefficients of the central differences, for...

Finite-difference time-domain (FDTD) or Yee's method (named after the Chinese American applied mathematician Kane S. Yee, born 1934) is a numerical analysis...

element method Finite difference method Finite element machine Finite element method in structural mechanics Finite volume method Finite volume method...

principle of a difference engine is Newton's method of divided differences. If the initial value of a polynomial (and of its finite differences) is calculated...

other knowledge about the function. The simplest method is to use finite difference approximations. A simple two-point estimation is to compute the slope...

by Lewis Fry Richardson, in the sense that these calculations used finite differences and divided the physical space in cells. Although they failed dramatically...

Several methods of discretization can be applied: Finite volume method Finite elements method Finite difference method We begin with the incompressible form...

numerical methods to solve PDEs are the finite element method (FEM), finite volume methods (FVM) and finite difference methods (FDM), as well other kind of...

efficient than volume-discretization methods (finite element method, finite difference method, finite volume method). Boundary element formulations typically...

and nonconforming finite element, mixed finite element, mimetic finite difference...) inherit these convergence properties. The finite-volume method is...

Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods...

our purposes are: finite difference methods, finite volume methods, finite element methods, and spectral methods. Finite difference replace the infinitesimal...

}|a_{n+1}-a_{n}|.} A summation-by-parts (SBP) finite difference operator conventionally consists of a centered difference interior scheme and specific boundary...

The finite-difference frequency-domain (FDFD) method is a numerical solution method for problems usually in electromagnetism and sometimes in acoustics...

equations. With numerical models, geologists can use methods, such as finite difference methods, to approximate the solutions of these equations. Numerical...

discretized using central-difference approximations to the space and time partial derivatives. The resulting finite-difference equations are solved in either...

convection–diffusion equation can be approximated through a finite difference approach, known as the finite difference method (FDM). An explicit scheme of FDM has been...

topological spaces, finite metric spaces, finite topological spaces. The time scale calculus is a unification of the theory of difference equations with that...

compared and contrasted with the finite difference methods, which approximate derivatives using nodal values, or finite element methods, which create local...

implemented with discretization methods such as the finite element method, finite difference method, or finite volume method. Generally speaking, multiphysics...

The compact finite difference formulation, or Hermitian formulation, is a numerical method to compute finite difference approximations. Such approximations...

boundaries). Finite differences are a way of representing continuous differential operators using discrete intervals (Δx and Δt), and the finite difference methods...

Nonstandard finite difference scheme Specific applications: Finite difference methods for option pricing Finite-difference time-domain method — a finite-difference...

In applied mathematics, the central differencing scheme is a finite difference method that optimizes the approximation for the differential operator in...

are several options available. The simplest choice is the three-point difference, not requiring constant interval lengths: m k = 1 2 ( p k + 1 − p k x...

in this form, a finite difference model can be derived, and the valuation obtained. A number of implementations of finite difference methods exist for...

engineer and mathematician. He is best known for introducing the finite-difference time-domain method (FDTD) in 1966. His research interests include...

the principle of conservation of probability, recurrent difference equations (finite difference equations) were used in conjunction with lattices to compute...