# Finite Difference

In mathematics, finite differences deals with the changes that takes place in the value of the function, the dependent variable, due to change in the independent variable. Finite difference is a mathematical expression of the form $g(x + b)$ - $g(x + a)$. It is a technique to find the approximate value of the differential equations. The FD approximation for the derivatives is one of the old and easy way to solve differential equations. And finite difference methods are usually explicit and easy to implement and really work good on rectangular, regular grids.**From the definition of derivative, we have:**

$\frac{dg}{dx}$ = Lim$_{\Delta x->0}$ $\frac{g(\Delta x +x)-g(x)}{\Delta x}$

The
value of $\frac{dg}{dx}$ can be approximate by using the finite
difference, $\frac{g(\Delta x+x)-g(x)}{\Delta x}$ having small value of
$\Delta x$.