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Grid method

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A collective term for a group of approximation methods for solving differential, integral and integro-differential equations. The term "grid method" as applied to partial differential equations is a synonym for the terms "method of finite differences" and "difference method". The grid method is one of the most extensively used approximation methods for solving problems connected with differential equations. This is explained by its great universality and the relative simplicity of implementing it on a computer.

See Difference schemes, theory of.

References

[a1] L. Lapodus, "Numerical solution of partial differential equations in science and engineering", Wiley (1982)
How to Cite This Entry:
Grid method. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Grid_method&oldid=53876
This article was adapted from an original article by Material from the article "Grid method" in BSE-3 (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article