logo1

Overview An Example Comparison to Actual Solution Conclusion

Finite Difference Method
Bernd Schr oder
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
a
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
x
4
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
x
4

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
x
4
x
N1
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
x
4
x
N1
x
N

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
x
4
x
N1 x
N
= b
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
x
4
x
N1 x
N
= b
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
a
b
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a
x
N
= b
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Start with the Grid
-
x
0
= a x
1
x
2
x
3
x
4
x
N1 x
N
= b
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y(x +h) y(x)
h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)

y(x +h) y(x)

h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y(x +h) y(x)
h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y(x +h) y(x)
h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y(x +h) y(x)
h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y(x +h) y(x)
h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y(x +h) y(x)
h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y(x +h) y(x)
h
(Difference h)
y

(x)
y(x) y(x h)
h
(Difference h)
y

(x)
y(x +h) y(x h)
2h

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y

(x +h) y

(x)
h

y(x+h)y(x)
h

y(x)y(xh)
h
h
=
y(x +h) 2y(x) +y(x h)
h
2

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)

(x +h) y

(x)
h

y(x+h)y(x)
h

y(x)y(xh)
h
h
=
y(x +h) 2y(x) +y(x h)
h
2

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y

(x +h) y

(x)
h

y(x+h)y(x)
h

y(x)y(xh)
h
h
=
y(x +h) 2y(x) +y(x h)
h
2

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y

(x +h) y

(x)
h

y(x+h)y(x)
h

y(x)y(xh)
h
h
=
y(x +h) 2y(x) +y(x h)
h
2

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y

(x +h) y

(x)
h

y(x+h)y(x)
h

y(x)y(xh)
h
h
=
y(x +h) 2y(x) +y(x h)
h
2

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Find Approximate Expressions for the Derivatives
y

(x)
y

(x +h) y

(x)
h

y(x+h)y(x)
h

y(x)y(xh)
h
h
=
y(x +h) 2y(x) +y(x h)
h
2

Difference h
2

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h)
= y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h)
= y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh
,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Discretize the Problem
1. Determine a grid x
n
, n = 0, . . . , N.
2. In the differential equation,
replace y

(x) with
y(x +h) y(x h)
2h
,
replace y

(x) with
y(x +h) 2y(x) +y(x h)
h
2
.
3. In the resulting equation, replace x with x
n
.
4. In the resulting equation,
replace y(x
n
) with y
n
,
replace y(x
n
h) = y(x
n1
) with y
n1
,
replace y(x
n
+h) = y(x
n+1
) with y
n+1
,
replace x
n
with x
0
+nh,
and replace h with its numerical value.
5. Solve the resulting system of equations.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x)
= 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)
(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1
xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh)
+y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

2
2h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)
(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1
+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh)
= 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
h :=
10
8
=
1
8
, x
n
:= 0+n
1
8
y

2xy

2y = 0
y(x +h) 2y(x) +y(x h)
h
2
2x
y(x +h) y(x h)
2h
2y(x) = 0
y(x +h) 2y(x) +y(x h) xh

y(x +h) y(x h)

2h
2
y(x) = 0
y(x +h)(1xh) +y(x)

22h
2

+y(x h)(1+xh) = 0
y(x
n
+h)(1x
n
h) +y(x
n
)

22h
2

+y(x
n
h)(1+x
n
h) = 0
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Boundaries : y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
n = 1 : y
2
63
64
+y
1

65
32

+y
0
65
64
= 0
y
2
63
64
+y
1

65
32

=
65
64
n = 7 : y
8
57
64
+y
7

65
32

+y
6
71
64
= 0
y
7

65
32

+y
6
71
64
= e
57
64
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Boundaries :
y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
n = 1 : y
2
63
64
+y
1

65
32

+y
0
65
64
= 0
y
2
63
64
+y
1

65
32

=
65
64
n = 7 : y
8
57
64
+y
7

65
32

+y
6
71
64
= 0
y
7

65
32

+y
6
71
64
= e
57
64
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Boundaries : y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
n = 1 : y
2
63
64
+y
1

65
32

+y
0
65
64
= 0
y
2
63
64
+y
1

65
32

=
65
64
n = 7 : y
8
57
64
+y
7

65
32

+y
6
71
64
= 0
y
7

65
32

+y
6
71
64
= e
57
64
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Boundaries : y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
n = 1 : y
2
63
64
+y
1

65
32

+y
0
65
64
= 0
y
2
63
64
+y
1

65
32

=
65
64
n = 7 : y
8
57
64
+y
7

65
32

+y
6
71
64
= 0
y
7

65
32

+y
6
71
64
= e
57
64
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Boundaries : y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
n = 1 : y
2
63
64
+y
1

65
32

+y
0
65
64
= 0
y
2
63
64
+y
1

65
32

=
65
64
n = 7 : y
8
57
64
+y
7

65
32

+y
6
71
64
= 0
y
7

65
32

+y
6
71
64
= e
57
64
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Boundaries : y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
n = 1 : y
2
63
64
+y
1

65
32

+y
0
65
64
= 0
y
2
63
64
+y
1

65
32

=
65
64
n = 7 : y
8
57
64
+y
7

65
32

+y
6
71
64
= 0
y
7

65
32

+y
6
71
64
= e
57
64
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Boundaries : y
n+1

1
1
64
n

+y
n

2
1
32

+y
n1

1+
1
64
n

= 0
n = 1 : y
2
63
64
+y
1

65
32

+y
0
65
64
= 0
y
2
63
64
+y
1

65
32

=
65
64
n = 7 : y
8
57
64
+y
7

65
32

+y
6
71
64
= 0
y
7

65
32

+y
6
71
64
= e
57
64
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Use Finite Differences with 8 Intervals to Solve
the Boundary Value Problem y

2xy

2y = 0,
y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
y(x) = e
x
2
y(0) = 1

y(1) = e

y

(x) = 2xe
x
2
y

(x) = 2e
x
2
+4x
2
e
x
2
= 2y +2xy

Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
Actual Solution of the Boundary Value Problem
y

2xy

2y = 0, y(0) = 1, y(1) = e
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
The Finite Difference Method
1. The nite difference method is usually applied to partial
differential equations (hence the term grid).
2. The solution is typically not known.
3. One way to get an indication that we are close to a solution
is to rene the grid and compare consecutive
approximations. If they are not too far apart, we may be
close to the solution.
4. Finite difference methods lead to large systems of linear
equations which need to be solved with numerical
techniques.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
The Finite Difference Method
1. The nite difference method is usually applied to partial
differential equations
(hence the term grid).
2. The solution is typically not known.
3. One way to get an indication that we are close to a solution
is to rene the grid and compare consecutive
approximations. If they are not too far apart, we may be
close to the solution.
4. Finite difference methods lead to large systems of linear
equations which need to be solved with numerical
techniques.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
The Finite Difference Method
1. The nite difference method is usually applied to partial
differential equations (hence the term grid).
2. The solution is typically not known.
3. One way to get an indication that we are close to a solution
is to rene the grid and compare consecutive
approximations. If they are not too far apart, we may be
close to the solution.
4. Finite difference methods lead to large systems of linear
equations which need to be solved with numerical
techniques.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
The Finite Difference Method
1. The nite difference method is usually applied to partial
differential equations (hence the term grid).
2. The solution is typically not known.
3. One way to get an indication that we are close to a solution
is to rene the grid and compare consecutive
approximations. If they are not too far apart, we may be
close to the solution.
4. Finite difference methods lead to large systems of linear
equations which need to be solved with numerical
techniques.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
The Finite Difference Method
1. The nite difference method is usually applied to partial
differential equations (hence the term grid).
2. The solution is typically not known.
3. One way to get an indication that we are close to a solution
is to rene the grid and compare consecutive
approximations.
If they are not too far apart, we may be
close to the solution.
4. Finite difference methods lead to large systems of linear
equations which need to be solved with numerical
techniques.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
The Finite Difference Method
1. The nite difference method is usually applied to partial
differential equations (hence the term grid).
2. The solution is typically not known.
3. One way to get an indication that we are close to a solution
is to rene the grid and compare consecutive
approximations. If they are not too far apart, we may be
close to the solution.
4. Finite difference methods lead to large systems of linear
equations which need to be solved with numerical
techniques.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method
logo1
Overview An Example Comparison to Actual Solution Conclusion
The Finite Difference Method
1. The nite difference method is usually applied to partial
differential equations (hence the term grid).
2. The solution is typically not known.
3. One way to get an indication that we are close to a solution
is to rene the grid and compare consecutive
approximations. If they are not too far apart, we may be
close to the solution.
4. Finite difference methods lead to large systems of linear
equations which need to be solved with numerical
techniques.
Bernd Schr oder Louisiana Tech University, College of Engineering and Science
Finite Difference Method