The Finite Difference Method

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This video explains how Partial Differential Equations (PDEs) can be solved numerically with An introduction to partial differential equations. PDE playlist: Approximating derivatives numerically is an important task in many areas of science and engineering, especially for simulating ... CORRECTION at 6:16, the equation should end with dt^2 * s(x,t). CORRECTION at 3:48, the delta function approximation should ... 0:00:16 - Comments about first midterm, review of previous lecture 0:02:47 - Example problem: The bundle with CuriosityStream is no longer available - sign up directly for Nebula with this link to get the 40% discount!

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The Finite Difference Method
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Last Updated: June 9, 2026

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Finite Differences

This video explains how Partial Differential Equations (PDEs) can be solved numerically with