21MAT31 Lecture : Numerical Solutions of Partial Differential Equations

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The partial differetial eaualion o said: be () ellpic i. I which pant h e (,a) plane euatioy elliplt elliptic. the fol" rust ng. B eu a l fon elliphc if e-ac<0. Con sd e r plane a nef work o. Ax= h cm a eo r in h e. Xrawing the e iney intevseekiim k j o"2,,. thexe awe caled mexh poins. 9rid pointo g i (,9), a+h, ) , +ah, 3) Finile deme opp-imat:on for padial de vai ves i,r h. Conside he laplace equ a t i on u = Keplacing theiv. theiv. deremce appoti mabims we hane u. 9ui,j+ 4f,j, mij-1-24j+sh-0 h for for aauare meh h =k. 4-,j 2ut,j +j+lj , uij-1-2uij tj+l =o thenw h2 h2 by h. 4-,j 2ut,j +j+lj , uij-1-2uij tj+l =o mulhiply. Thi s at a aveyae ou to the elt, oight. Amtevi ov mesh point the neigh bouvi ng points above amd belous.

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