The Finite Difference Method (2D)

The Finite Difference Method for 2D linear differential equations This video builds upon my previous video    • The Finite Difference Method (1D)   in which I introduced the finite difference method for solving 1D linear ODEs. I show how a 2D problem which naturally leads to a 3D matrix can be reduced to a 1D problem leading to a 2D matrix. Once the problem is expressed as a 2D matrix, it is almost trivial to solve.