Differential Equations, Finite Difference

These methods fall under the general class of one-step methods. The algoritm is rather simple. Suppose we have an initial value for the function \( y(t) \) given by $$ \begin{equation} y_0=y(t=t_0). \tag{10} \end{equation} $$ We are interested in solving a differential equation in a region in space \( [a,b] \). We define a step \( h \) by splitting the interval in \( N \) sub intervals, so that we have $$ \begin{equation} h=\frac{b-a}{N}. \tag{11} \end{equation} $$ With this step and the derivative of \( y \) we can construct the next value of the function \( y \) at $$ \begin{equation} y_1=y(t_1=t_0+h), \tag{12} \end{equation} $$ and so forth.