*Write down from memory simple finite difference expressions for derivatives etc. Define the meaning of the forward difference, the backward difference and the central difference and the order of the error associated with each, O(Δx) or O(Δx2). Explain spatial and temporal notation.
A finite difference scheme is a way of approximating derivatives of a function.
The forward difference takes the slope between Pi and Pi+1 as its approximation
The backward difference takes the slope between Pi and Pi-1 as its approximation (more…)