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Finite Difference Method

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Old   August 1, 2015, 13:42
Default Finite Difference Method
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Hello all,

I was wondering if someone could explain the basics of the finite difference method, namely higher order 5th or 6th order schemes. And exactly how the solution is solved by an iterative process. Perhaps an example algorithm.

I`m also open to any suggestions for books or lectures that would expand my knowledge in anyway.
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