DefinitionFinite difference methods, It includes numerical techniques used to approximate solutions to differential equations (DE) by rearranging the domain and approximating derivatives using finite difference formulas. The Finite Difference Methods works by discretizing a set of differential equations to difference equations which are then iteratively solved on a grid. The techniques such as forward difference, backward difference, central difference or finite element methods are not considered to be interpolating techniques.. The finite difference method is applied in physics to analyze partial differential equations, in engineering to simulate physical processes and in scientific computation to solve differential equations that describe the behavior of dynamical systems. For illustration, the finite difference method can be applied to the one-dimensional heat equation =α∂x2∂2u by discretizing the spatial and temporal domains and representing the derivatives by the finite difference formula