The Finite Difference Method (1D)
This video explains what the finite difference method is and how it can be used to solve ordinary differntial equations & partial differential equations.
Contents:
What is the finite difference method
Calculating finite difference coefficients and setting up the equations
Splitting up a domain into finite differences
Applying forward, central, and backwards differences
How to calculate the finite difference coefficients
How the approximation changes with both step-size and order
Future videos in this series will include:
-Solving non-linear ODEs and PDEs with iterative methods
-Solving 2D problems with Dirichlet and Neumann boundary equations
-Solving physics equations such as the heat equation with non-uniform material properties
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