Abstract:Finite Difference methods (FD) are one of the oldest and simplest methods used for solving differential equations. Theoretical results have been obtained during the last six decades regarding the accuracy, stability and convergence of the FD method for partial differential equations (PDE).The local truncation error is defined by applying the difference operator to the exact solution u. In the classical FD method, the orders of the global error and the truncation error are the same.Block Finite Difference metho… Show more
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