A finite difference is a mathematical expression of the form {math|f(x + b) − f(x + a)}. If a finite difference is divided by {math|b − a}, one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially bou...
A method in which a derivative is approximated by a difference between a function values over a small finite time difference.
difference (def. 9c).