CHAPTER 16: Numerical Solutions of Partial Differential Equations
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In Section 6.5, we saw that one way of approximating a solution of a second-order boundary-value problem was to work with a finite difference equation replacement of the linear ordinary differential equation. The difference equation was constructed by replacing the ordinary derivatives d2y/dx2 and dy/dx by difference quotients. We will see in this chapter that the same idea carries over to boundary-value problems involving linear partial ...
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