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46 DIFFERENTIAL EQUATIONS
2 2
46.1. 2u = f , 2 = 2 +
x y 2
Boundary condition:
46.2. u ( x , y) = g ( x , y) for x = a, b or y = c, d
Computation grid:
46.3. xi = a + ix for i = 0, 1, , n
y j = c + jy for j = 0, 1, , m
where x = (b a)/n and y = (d c)/m are grid sizes for x and y variables, respectively.
where
u( xi +1 , y j ) 2u( xi , y j ) + u( xi 1 , y j )
Dx2 u( xi , y j ) =
x 2
u( xi , y j +1 ) 2u( xi , y j ) + u( xi , y j 1 )
Dy2 u( xi , y j ) =
y 2
u( xi , y0 ) = g( xi , c), u( xi , ym ) = g( xi , d ) for i = 1, 2, , n
u
46.6. = 2u
t
237
238 NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS
Boundary condition:
46.7. u ( x , y , t ) = g ( x , y) for x = a, b or y = c, d
Initial condition:
46.8. u( x , y, 0) = u0 ( x , y)
Computational grid:
46.9. xi = a + ix for i = 0,1, , n
y j = c + jy for j = 0,1, , m
t k = kt for k = 0,1, ,
where x = (b a)/n, y = (d c)/m, and t are grid sizes for x, y and t variables, respectively.
u( xi , y0 ) = g( xi , c), u( xi , ym ) = g( xi , d ) for i = 1, 2, , n
46.11. u( xi , y j , 0) = u0 ( xi , y j ) for i = 1, 2, , n; j = 0, 1, , m
2t 2t
46.13. + 1
x 2 y 2
2u
46.16. = A2 2 u
t 2
where A is a constant representing the speed of the wave.
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS 239
Boundary condition:
46.17. u ( x , y, t ) = g ( x , y) for x = a, b or y = c, d
Initial condition:
u
46.18. u( x , y, 0) = u0 ( x , y), u( x , y, 0) = u1 ( x , y)
t
Computational grids:
46.19. xi = a + ix for i = 0, 1, , n
y j = c + jy for j = 0, 1, , m
t k = kt for k = 1, 0, 1,
where x = (b a)/n, y = (d c)/m, and t are the grid sizes for x, y, and t variables, respectively.
u( xi , y0 ) = g( xi , c), u( xi , ym ) = g( xi , d ) for i = 1, 2, , n
46.22. u( xi , y j , t0 ) = u0 ( xi , y j ) for i = 1, 2, , n; j = 0, 1, , m
u( xi , y j , t 1 ) = u0 ( xi , y j ) + t 2 u1 ( xi , y j ) for i = 1, 2, , n; j = 0, 1, , m
Stability condition
46.23. t A min(x , x )