Finite difference is a numerical method for approximating solutions to differential

equations, which describe the relationships between variables and their rates of change.
This method is commonly used in mathematics, physics, engineering, and other fields to
solve problems where analytical solutions may be challenging or impossible to obtain.

The basic idea behind finite difference is to discretize the continuous domain of a
problem into a grid of points. Instead of dealing with infinitely many points in a
continuous space, you work with a finite set of points at discrete locations. The
differential equations are then replaced by finite difference equations that approximate
the derivatives at these discrete points.

Here's a general overview of the finite difference method:

1. Discretization of Space and Time:

 In space: The region of interest is divided into a grid of points.
 In time: If the problem involves time, the time domain is also discretized.
2. Approximation of Derivatives:
 The derivatives in the original differential equations are approximated using finite
differences. The most common approximations involve central differences,
forward differences, or backward differences.
 For example, the first derivative with respect to space can be approximated as the
difference between the function values at neighboring points.
3. Discretized Equations:
 The original differential equations are replaced by finite difference equations
based on the approximations of derivatives.
 These equations relate the values of the function at different grid points.
4. Solution of the System:
 The resulting system of algebraic equations is solved numerically. This may
involve iterative methods or direct solvers depending on the complexity of the
problem.
5. Time Stepping (for Time-Dependent Problems):
 If the problem involves time, the solution is advanced in discrete time steps. The
finite difference method often uses explicit or implicit time-stepping schemes.
6. Post-Processing:
 After solving the system, the results are post-processed to extract the information
of interest, such as the behavior of the function over the entire domain.