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4102 Lecture5

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5 views23 pages

4102 Lecture5

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VISHU SS
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ESGP4102: Mathematical Geophysics

Solution of equation by numerical methods


Finite Difference Modelling:
In Numerical analysis Finite difference method (FDM) are class of numerical techniques
for solving differential equations by approximating derivatives with finite differences.
The method is used to solve the differential equations that have conditions imposed on the
boundary rather than at the initial point.
Example: The Heat Equation

Example: The Wave Equation


The objective of the Finite difference Method is to convert the differential equation to
an algebraic form.

The following steps are followed in FDM:

 Discretize the continuous domain to discrete finite-difference grid.


 Approximate the derivatives in the differential equations by finite difference
approximation.
 Substitute these approximations in differential equations at any instant or location.
 Obtain algebraic equations
 Solve the resulting algebraic equations.
Solution:
Writing the equations with ui in matrix form
Solving the above matrix gives:

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