Finite Difference Method (FDM) is one of the methods used in the discretization of partial differential equations (or PDE). It is also called, simply, the difference method.

It is a method to obtain simultaneous linear equations (algebraic equations) by the difference approximation of partial differential equations.

The method requires structured mesh elements.
Although it is easy to make this method to have higher-order accuracy, it is difficult to apply this for targets with complicated shapes.