DefinitionThe majority of PDE methods on a numerical computer is based also only on Partial Differential Equations (PDEs) with differences discretizing the equations and approximation of the resulting equations using methods of Finite Difference, Finite Element, and Finite Volume. Finite Difference: u = ukk−1…k0Single equation — decisions at all time levelsThe finite difference method is used to approximate the solution of a parabolic equation such as the heat equation.