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Finite Difference Approximations

Finite Difference Approximations

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Finite difference methods for PDEs are essentially built on the same idea, but working in space as opposed to time. Namely, the solutionU is approximated at discrete instances in space (x 0 ,x 1 ,...,x i−1 ,x i ,x i+1 ,...,x N x −1 ,x N x )

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