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June 10, 2004, 06:53 |
Discretization of mixed partial derivatives
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#1 |
Guest
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Hello,
I need to solve a partial differential equations having mixed 2nd order partial derivatives like d2u/dxdy. How can I discretize it in finite difference form? Is it something like: (u[i+1][j] - u[i+1][j-1] - u[i][j] + u[i][j-1]) / (2*dx*dy). Thanks. |
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June 10, 2004, 08:09 |
Re: Discretization of mixed partial derivatives
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#2 |
Guest
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(u[i+1][j+1] - u[i+1][j-1] - u[i-1][j+1] + u[i-1][j-1]) / (4*dx*dy), which is a second order centered discretization.
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