theory Link to heading

examples Link to heading

bvp with matrix Link to heading

  • Qingkai Kong, Timmy Siaw, Alexandre Bayen, “Finite Difference Method” in Python Programming And Numerical Methods: A Guide For Engineers And Scientists, Academic Press, 1st edition, Nov 2020, url https://pythonnumericalmethods.berkeley.edu/notebooks/chapter23.03-Finite-Difference-Method.html [20231101]
  • Equations $$\tag{1} \frac{dy}{dx} = \frac{y_{i+1} - y_{i-1}}{2h} $$ $$\tag{2} \frac{d^2y}{dx^2} = \frac{y_{i+1} -2y_i + y_{i-1}}{h^2} $$
  • Problem $$ \frac{d^2y}{dt^2} = -g $$ with $t \in [0, 5]$, $h = 0.5$, $y_0 = 35$, $y_{10} = 10$.
  • How to get $v_0$?

ivp Link to heading

  • It requires both $y_0$ and $v_0$
  • Equation $$ y_{i+1} = y_i + h \frac{dy}{dx} $$
  • Smaller $h$ gives better result, but it might be no efficient.

assignment Link to heading