Alternating-direction implicit method: Difference between revisions

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Ytreister (talk | contribs)
Ytreister (talk | contribs)
Line 12:
 
: <math>{\partial u\over \partial t} =
k \left({\partial^2 u\over \partial x^2 } +
{\partial^2 u\over \partial y^2 } +
\right)
= ( u_{xx} + u_{yy} + u_{zz} ) \quad </math>
 
The implicit Crank-Nicolson method produces the following finite difference equation:
 
<math>{u_{ij}^{n+1}-u_{ij}^n\over \Delta t} =
{1 \over 2}\left(\delta_x^2+\delta_y^2\right)
\left(u_{ij}^{n+1}+u_{ij}^n\right)</math>
 
where <math>\delta_p^2</math> is the central difference operator for the ''p''-coordinate