The theory and application of a variety of methods to solve partial differential equations are introduced in this chapter. These methods rely on representing continuous quantities with discrete approximations. The resulting finite difference equations are solved using algorithms that stress different traits, such as stability or accuracy. The Crank-Nicolson method is described and extended to multidimensional partial differential equations via the technique of operator splitting. An application to the time-dependent Schrödinger equation, via scattering from a barrier, follows. Methods for solving boundary value problems are explored next. One of these is the ubiquitous fast Fourier transform which permits the accurate solution of problems with simple boundary conditions. Lastly, the finite element method that is central to modern engineering is developed. Methods for generating finite element meshes and estimating errors are also discussed.
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