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An introduction to partial differential equations. PDE playlist: This video explains how Partial Differential Equations (PDEs) can be solved numerically with the Approximating derivatives numerically is an important task in many areas of science and engineering, especially for simulating ... Here's an easy, robust way to solve ordinary differential equations. I show how to use a forward CORRECTION at 6:16, the equation should end with dt^2 * s(x,t). CORRECTION at 3:48, the delta 0:00:16 - Comments about first midterm, review of previous lecture 0:02:47 - Example problem:
Fundamentals of Numerical Computation, Chapter 5, Section 4.
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Last Updated: June 11, 2026
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PDE | Finite differences: introduction
Finite Differences
Lecture 1: Finite Difference Method (FDM) - I
The Finite Difference Method (1D)
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