A Finite Difference Method for Numerical Solution of Goursat Problem of Partial Differential Equation

Abstract

In this article, we report the finite difference method for numerically solving the Goursat Problem, using uniform Cartesian grids on the square region. We have considered both linear and nonlinear Goursat problems of partial differential equations for the numerical solution, to ensure the accuracy of the developed method. The results obtained for these numerical examples validate the efficiency, expected order and accuracy of the method.