finite difference method

A method for solving an equation by approximating continuous quantities as a set of quantities at discrete points, often regularly spaced into a so-called grid or mesh. Because finite element methods can be adapted to problems of great complexity and unusual geometry, they are an extremely powerful tool in the solution of important problems in heat transfer, fluid mechanics, and mechanical systems. Furthermore, the availability of fast and inexpensive computers allows problems which are intractable using analytic or mechanical methods to be solved in a straightforward manner using finite element methods.

finite difference | finite volume method | Galerkin method | lattice point