Finite Difference Method for the Solution of Laplace Equation
2.Finite Difference Method(FDM)
3.Solve the Example
2. Finite Difference Method(FDM)
What is the FDM? : In mathematics, finite-difference methods are numerical methods for approximating the solutions to differential equations using finite difference equations to approximate derivatives.
For example, consider the ordinary differential equation
The Euler method for solving this equation uses the finite difference quotient
u`(x) = 3u(x) + 2
to approximate the differential equation by first substituting in for u`(x) and applying a little algebra to get
The last equation is a finite-difference equation, and solving this equation gives an approximate solution to the differential equation.