| | Mathematica Documentation: Boundary Conditions |
 | | The first method is to differentiate the boundary conditions with respect to the temporal variable and solve for the resulting differential equation(s) at the boundary. |
 | | The Neumann boundary condition was handled using the idea of reflection, which worked fine for a second order finite difference approximation, but does not generalize quite as easily to higher order (though it can be done easily for this problem by computing the entire reflection). |
 | | Technically, it is not necessary that the discretization of the boundary condition be done with the same difference order as the rest of the DE; in fact, since the error terms for the one-sided derivatives are much larger, it may sometimes be desirable to increase the order near the boundaries. |
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