Report

Numerics for PDE using EXCEL Anthony Peirce Department of Mathematics University of British Columbia First derivative Approximations 2 Second derivative Approximation 3 1D heat equation 4 Discrete from of 1D heat equation 5 Laplace’s Equation 6 Discretization of Laplace’s Equation 7 Features of point iterative methods • Consider solving: • By iterating the difference equations: • Using Jacobi iteration: • Iterate to equilibrium using diffusion equation: 8 The wave equation 9