By Ladis D. Kovach

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18b) : constant τ) = ψ ( χ , y) = c -constant. 17)] arising out of the linear second-order P D E . 18) holds. Fundamental Concepts 16 In summary, we see that we can convert the original hyperbolic P D E into its canonical form by defining two sets of one-parameter families of curves, the characteristic curves in (x, y) space. 19) a(dyf-2bdxdy + Because this is a quadratic in dy/dx, ( 1 c{dx) =0. 2 we obtain Α_*(·)*Μ·)-«(·Μ·) 2 2 0 ) dx a() Since b — ac>0, the right-hand side has two real values, which are λ , and λ .

1) is specified The combination of P D E and initial and boundary conditions must lead to a well-posed problem. Depending on the form of the x, y region of interest, this usually means that 1. Hyperbolic equations are associated with Cauchy conditions in an open region. 2. Parabolic equations are associated with Dirichlet or N e u m a n n conditions in an open region. 3. Elliptic equations are associated with Dirichlet or N e u m a n n conditions in a closed region. The meaning of the terms " o p e n " or "closed" region will be apparent shortly.

This error is the sum of a quantity of order h a n d a quantity of order k , when h a n d k are small. 24) is the finite difference representation of the heat flow equation. 3a. 24) simplifies to 2 2 2 2 Basic Concepts in the Finite Difference and Finite Element Methods 46 and thus w , , is merely the average of u , and u _,. Now, for this special case, the discrete diagram appears as in Figure 23b. 3. W e obtain r r + \ u + 1 u = U r + U s - 2 r . s s »r. 1 ~ 2 t l r. ,-|] + , + 0(Λ + Α:). 3c.