Useful General Formulae for CE2407

𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 𝑢𝑢𝑖𝑖,𝑗𝑗

≈
𝜕𝜕𝜕𝜕 (∆𝑥𝑥)
𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗
≈
𝜕𝜕𝜕𝜕 (∆𝑦𝑦)
Forward-difference approximation
𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖+2,𝑗𝑗 − 2𝑢𝑢𝑖𝑖+1,𝑗𝑗 + 𝑢𝑢𝑖𝑖,𝑗𝑗
≈
𝜕𝜕𝑥𝑥 2 (∆𝑥𝑥)2
𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖,𝑗𝑗+2 − 2𝑢𝑢𝑖𝑖,𝑗𝑗+1 + 𝑢𝑢𝑖𝑖,𝑗𝑗
≈
𝜕𝜕𝑦𝑦 2 (∆𝑦𝑦)2

𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖,𝑗𝑗 − 𝑢𝑢𝑖𝑖−1,𝑗𝑗

≈
𝜕𝜕𝜕𝜕 (∆𝑥𝑥)
𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖,𝑗𝑗 − 𝑢𝑢𝑖𝑖,𝑗𝑗−1
≈
𝜕𝜕𝜕𝜕 (∆𝑦𝑦)
Backward-difference approximation
𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖,𝑗𝑗 − 2𝑢𝑢𝑖𝑖−1,𝑗𝑗 + 𝑢𝑢𝑖𝑖−2,𝑗𝑗
≈
𝜕𝜕𝑥𝑥 2 (∆𝑥𝑥)2
𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗−1 + 𝑢𝑢𝑖𝑖,𝑗𝑗−2
≈
𝜕𝜕𝑦𝑦 2 (∆𝑦𝑦)2

𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 𝑢𝑢𝑖𝑖−1,𝑗𝑗

≈
𝜕𝜕𝜕𝜕 2(∆𝑥𝑥)
𝜕𝜕𝜕𝜕 𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 𝑢𝑢𝑖𝑖,𝑗𝑗−1
≈
𝜕𝜕𝜕𝜕 2(∆𝑦𝑦)
Centred-difference approximation
𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖+1,𝑗𝑗 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖−1,𝑗𝑗
≈
𝜕𝜕𝑥𝑥 2 (∆𝑥𝑥)2
𝜕𝜕 2 𝑢𝑢 𝑢𝑢𝑖𝑖,𝑗𝑗+1 − 2𝑢𝑢𝑖𝑖,𝑗𝑗 + 𝑢𝑢𝑖𝑖,𝑗𝑗−1
≈
𝜕𝜕𝑦𝑦 2 (∆𝑦𝑦)2