Numerics for PDE using EXCEL Anthony Peirce Department of Mathematics University of British Columbia.

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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

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