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3 - FD Approximations for Ordinary Differential Equations

Published online by Cambridge University Press:  16 May 2025

Bengt Fornberg
Affiliation:
University of Colorado Boulder
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Summary

The most common reason for approximating derivatives by finite differences is to apply these to solve ordinary and patrial differential equations – ODEs and PDEs, respectively. In the case of ODEs, many of the well-established (and seemingly quite different) procedures are immediately related to FD approximations – often more closely than may be apparent from how these methods are customarily described. Together with some basic convergence and stability theory, this chapter surveys a variety of ODE solvers, with emphasis on their FD connection and on the computational advantages that high-order accurate approximations can provide.

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Publisher: Cambridge University Press
Print publication year: 2025

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