A finite difference scheme that allows significant reductions in computational cost with no practical loss of accuracy is presented to solve, in non-uniform grids, two dimensional (2-D) Fokker-Planck equations in velocity space describing RF heating and current drive (H&CD). Appropriate weighting coefficients are introduced to discretize 2-D Fokker-Planck equations on non-uniform grids and, for a standard lower hybrid RF CD calculation, gains in central processor unit (CPU) time of more than 50% are achieved, with an increase in error of less than 4% for the RF driven current and absorbed power densities and an increase of less than 1% for the CD efficiency