Numerical Solutions of Partial Differential Equations CHAPTER 16
Ch16_2 Contents 16.1 Laplace’s Equation 16.1 Laplace’s Equation 16.2 The Heat Equation 16.2 The Heat Equation 16.3 The Wave Equation 16.3 The Wave Equation
Ch16_ Laplace’s Equation Difference Equation Replacement Suppose we are seeking a solution u(x, t) of Laplace’s equation in a planar region R that is bounded by C. See Fig 16.1.
Ch16_4 Fig 16.1
Ch16_5 From (6) of Sec 6.5, using central differences (1) (2) Now by adding (1) and (2) we obtain a five-point approximation to the Laplacian:
Ch16_6 Hence
Ch16_ Heat Equation Difference Equation Replacement Recall that the heat equation: (1) Using central difference approximation:
Ch16_8 (1) becomes (2) If we let = ck/h 2 and
Ch16_ The Wave equation Difference Equation Replacement Recall that the wave equation: (1) Using central difference approximation:
Ch16_10 Then we have (2) and (3)