Partial differential equation - Wikipedia
https://en.wikipedia.org/wiki/Partial_differential_equationLinear PDEs can be reduced to systems of ordinary differential equations by the important technique of separation of variables. This technique rests on a characteristic of solutions to differential equations: if one can find any solution that solves the equation and satisfies the boundary conditions, then it is the solution (this also applies to ODEs). We assume as an ansatzthat the dependence of a solution on the parameters space and time can be written as a produc…
Numerical Solutions of PDEs
people.uncw.edu › hermanr › pde1Equation (3.7) is the finite difference scheme for solving the heat equation. This equation is represented by the stencil shown in Figure 3.1. The black circles represent the four terms in the equation, ui,j ui 1,j ui+1,j and ui,j+1. Let’s assume that the initial condition is given by u(x,0) = f(x). Then, we have ui,0 = f(xi). Knowing these ...