Tag: Finite Difference
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Finite Difference Scheme (3) Examples for Ordinary Differential Equation
Here is an example of how to solve a second-order ordinary differential equation (ODE) using finite differences: Suppose we have the following second-order ODE: where $y$ is a function of $x$ and $y”$ is the second derivative of $y$ with respect to $x$. To solve this ODE using finite differences, we can start by discretizing…
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Finite Difference Scheme (1) Basics
A numerical scheme for finite differences is a mathematical way to approximate a derivative of a function using finite differences, which are small values that represent the difference between two nearby points on a grid. This allows us to approximate the derivative of a function by using a finite set of data points rather than…