Finite differenceThere are two subfields of mathematics that concern themselves with finite differences. One is a finite analogue to differential calculus. See also difference operator.
The other is a branch of numerical analysis that aims at approximate solution of partial differential equations. The approach taken by finite difference methods for partial differential equations is to approximate differential operators such as u'(x) by a difference operator such as (u(x+h)-u(x/em> for some small but finite h. Doing this substitution for a large enough number of points in the domain of definition (for instance 0,h,2h,...,1unit intervalTaylor series