The finite difference method is a universally applicable numerical method for the solution of differential equations. In this chapter, for a sample parabolic partial differential equation, we introduce some difference schemes and analyze their convergence. We present the well-known Lax equivalence theorem and related theoretical results, and apply them to the convergence analysis of difference schemes.
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© 2005 Springer Science+Business Media, LLC
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(2005). Finite Difference Method. In: Theoretical Numerical Analysis. Texts in Applied Mathematics, vol 39. Springer, New York, NY. https://doi.org/10.1007/978-0-387-28769-0_6
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DOI: https://doi.org/10.1007/978-0-387-28769-0_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-25887-4
Online ISBN: 978-0-387-28769-0
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