The Finite Difference Method for 2D linear differential equations
This video builds upon my previous video • The Finite Difference Method (1D)
in which I introduced the finite difference method for solving 1D linear ODEs.
I show how a 2D problem which naturally leads to a 3D matrix can be reduced to a 1D problem leading to a 2D matrix.
Once the problem is expressed as a 2D matrix, it is almost trivial to solve.