Published online by Cambridge University Press: 24 October 2008
Bickley and McNamee (1) describe techniques for obtaining the solution of finite difference equations, arising from partial differential equations, making extensive use of matrix methods. In all cases solutions are obtained by solving algebraic equations as distinct from differential equations. For example, in order to solve
the second space derivative is replaced by finite differences and the time derivative is replaced either by substituting the backward finite difference form or by using the Laplace transformation.