Grid Method

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.

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