Research papers

On the Partial Difference Equations of Mathematical Physics

Richard Courant, Kurt Friedrichs, Hans Lewy

Problems involving the classical linear partial differential equations of mathematical physics can be reduced to algebraic ones of a very much simpler structure by replacing the differentials by difference quotients on some (say rectilinear) mesh. This paper will undertake an elementary discussion of these algebraic problems, in particular of the behavior of the solution as the mesh width tends to zero. For present purposes we limit ourselves mainly to simple but typical cases, and treat them in such a way that the applicability of the method to more general difference equations and to those with arbitrarily many independent variables is made clear.