Elliptic Partial Differential Equations 535
example, consider the partial derivative j. Writing the Taylor series for fisny and fry
using grid point (ij) as the base point gives
Teeny hig + Tihs A+ Maly MP + Bhaaliy AO + Bhowaly Ae! + 1)
Fos Fig ~ hag A+ Vialiy A —Bfaaly AP + Hefecliy AX + 9.12)
‘where the convention (Ax)’ —> Ax* is employed for compactness. Equations (9.11) and
(9.12) can be expressed as Taylor formulas with remainders:
yt aly A+ Halls AX + Blas O° + Healy A* + Byer Es) O13)
Finny = fig ~fulig 8+ ied 2? — Malis 8° + Hifeealis O04 + Ry) 413)
‘where the remainder term R,,) is given by
1 FO nat
Re = Gai et (9.15)
where 5) < €, 0
‘The remainder term depends on Ax"*!. Consequently, as Ax —> 0, the error goes to zero as
Ax'*!, Thus, the order of the truncated Taylor series approximations of fyi, i8 m+ 1,
which is denoted by the symbol O(Ax**),
‘Adding Eqs. (9.13) and Eq, (9.14) and solving for fly yields
Fury Ay thors
Ja aca os aaa
Isha) A (9.16)
where x... < & = tj1- Truncating the remainder term yields a second-order centered-
space approximation of f.\,j, which is denoted by fl,
17)
The remainder term in Eq. (9.16) which was truncated to obtain Eq, (9.17) is called
the truncation error of the finite difference approximation of f.|,,. Equation (9.17) is a
second-order ceniered-space approximation of j at grid point (i,/).
Performing the analogous procedure in the y direction yields the following result:
o.18)
where y,W1 $1 $ yi41. Truneating the remainder term yields a second-order centered-
space approximation of f|jj, which is denoted by fl, Thus,
[fan ~ 3h thn
| Sy Aen (9.19)596 Chapter 9
9.3.3. Finite Difference Equations
Finite difference equations are obtained by replacing the individual exact partial deriva-
tives in a partial differential equation by finite difference approximations, such as Eqs.
8.17) and (9.19), to obtain a finite difference approximation of the partial differential
equation, which is called a finite difference equation (FDE). A finite difference approx-
imation of the two-dimensional Laplace equation is developed in Section 9.4, and a finite
difference approximation of the two-dimensional Poisson equation is developed in Section
98,
9.4 FINITE DIFFERENCE SOLUTION OF THE LAPLACE EQUATION
Consider the two-dimensional Laplace equation:
Jn thy =0 (9.20)
Replacing, andj, by the second-order centered-iffeence approximations at grid point
(iJ), Eqs. (9.17), and (9.19), respectively, yields
Sag = Big tery , fses ~ Yi t hes
Ae ‘Ay?
(9.21)
Equation (9.21) is a second-order centered-space approximation of Eq, (9.20). Equation
(9.21) can be written as
Sarg + Boise thins + Phiga ~ 20+ PMs (9.22)
where f is the grid aspect ratio:
(0.23)
24)
‘The implicit nature of the finite difference equation is apparent in Eq, (9.24). The
solution at every grid point depends on the solutions at the four neighboring grid points,
which are not known until the entire solution is known. This implicit behavior of the finite
difference equation is typical of the finite difference approximation of elliptic partial
differential equations which govern equilibrium physical problems.
In the special case where Av = Ay, the grid aspect ratio f is unity, and Eqs. (9.22)
and (9.24) become
fang thie thay hy =9 | (025)
Sig = Wins ther thers the _| 0.26)