$$
\newcommand{\uex}{{u_{\small\mbox{e}}}}
\newcommand{\Aex}{{A_{\small\mbox{e}}}}
\newcommand{\half}{\frac{1}{2}}
\newcommand{\Oof}[1]{\mathcal{O}(#1)}
$$
Topics in the first intro to the finite difference method
Contents.
- How to think about finite difference discretization
- Key concepts:
- mesh
- mesh function
- finite difference approximations
- The Forward Euler, Backward Euler, and Crank-Nicolson methods
- Finite difference operator notation
- How to derive an algorithm and implement it in Python
- How to test the implementation
