I was watching a math tutorial on the finite difference method that stated that the method could be used for ODEs of the form:
$dy/dx = f(x) + g(y)$
but not for equations where the function is a function of both x and y. In other words, if the x's and y's can be separated, we can use the finite difference method, but not if they are multiplied together in any way.
Is this a restriction? And if so, why?