Finite difference methods:

　　 Spatial discretization (3)

　　 Temporal discretization (2)

　　 Convergence, Consistency, Stability (2)

Solution of PDEs require spatial and temporal discretization

Typically, the spatially-discretized domain is called the grid



The PDE (originally on a continuous domain) is solved on a discrete set of grid points

Typically, the PDE is reduced to a set of algebraic equations (that might or might not involve matrix inversion)

Types of grids:

　　　　 Structured grid

　　　　 Unstructured grid

　　　　 Hybrid grids