What is the concept of finite difference method in Numerical Analysis?

Numerical Analysis Questions



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What is the concept of finite difference method in Numerical Analysis?

The finite difference method is a numerical technique used in Numerical Analysis to approximate the derivatives of a function. It involves dividing the domain of the function into a finite number of intervals and approximating the derivative at each point within these intervals using the difference between function values at neighboring points. By using this method, the continuous problem of finding derivatives is transformed into a discrete problem that can be solved using algebraic equations.