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A finite difference method (FDM) is a particular type of numerical method, i.e., a method for approximating the solution to a mathematical problem using a lot of arithmetic. An FDM specifically estimates the answer to a differential calculus problem by carrying out arithmetic using small finite differences in place of the infinitesimal differences handled in calculus. It avoids the need to solve the equations that calculus yields.
Given equations that describe interrelations of various physical characteristics as variables, one variable can be calculated from the others if the equation can be solved for the given variable. In the case of differential equations (which include not only variables themselves but the rates of change of some variables with respect to others) solving the equation for the given variable is often difficult or impossible, and FDM provides a means of finding what the variable is given values for the other variables.
One key is the use of a Taylor series, which can be used to construct formulas for finite difference methods and also formulas for and ascertaining the accuracy of the estimate that a calculation yields. A Taylor series breaks a tough equation into solvable equations for a rough estimate and for a string of successively finer estimates. A tradeoff exists between using very small distances (increments) with a simple formula versus using larger differences with a more complicated formula and a Taylor series offers many practical choices of "estimate formulas" of varying complexity. Use of the more complex formulas are referred to as higher-order methods. Depending upon the problem, this offers a choice of strategies to calculation, and human analysis as well as experimentation can be used to seek a method that provides a sufficient solution with a tractable amount of computation.
For every scientific problem, there is always a harder problem that requires more calculation, and a limitation on any scientific study is the number of arithmetic operations it is practical to carry out: if a question is of sufficient scientific-consequence, months may be spent on a calculation; year-long and decade-long calculations are less practical, but as computing capacity and the means to use it increase, more scientific questions are answered using such calculations.
The Courant condition (or Courant-Friedrichs-Lewy condition or CFL condition) is a necessary condition to the solution of partial differential equations using the FDM.