Anisotropy, which refers to the existence of preferred direction in a domain, is a source of difficulty in the discretization of partial differential equations (PDEs). For instance, monotone discretization schemes for anisotropic PDEs cannot be strictly local, but need to use wide stencils. When the PDE is discretized over a Cartesian grid domain, one can often leverage a matrix decomposition technique known as Voronoi's first reduction, which helps in finding the best possible compromises in the design of anisotropic finite difference schemes. I will describe this tool and its application to monotone discretizations of Hamilton-Jacobi-Bellman PDEs, as well as a recent extensions to the elastic wave equation in a fully general anisotropic medium.