Finite Difference Methods
web.mit.edu › course › 16Finite Difference Methods In the previous chapter we developed finite difference appro ximations for partial derivatives. In this chapter we will use these finite difference approximations to solve partial differential equations (PDEs) arising from conservation law presented in Chapter 11. 48 Self-Assessment
8 Finite Differences: Partial Differential Equations
fab.cba.mit.edu › classes › 86496 Finite Differences: Partial Differential Equations DRAFT The straightforward discretization is un+1 j −u n j ∆t = D un j+1 −2u n j +u n j−1 (∆x)2 un+1 j = u n j + D∆t (∆x)2 un j+1 − 2uj +u n j−1. (8.20) Solving the stability analysis, A = 1 + D∆t (∆x)2 h eik∆x − 2+e−ik∆x i | {z } 2cosk∆x−2 | {z } 2 2cos2 k∆x 2 −1 − 2 = 1 − 4D∆t (∆x)2 sin2 k∆x 2