implicit difference scheme

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• Finite difference method — In mathematics, finite difference methods are numerical methods for approximating the solutions to differential equations using finite difference equations to approximate derivatives. Intuitive derivation Finite difference methods approximate the …   Wikipedia

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• Crank–Nicolson method — In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations.[1] It is a second order method in time, implicit in time, and is numerically …   Wikipedia

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