Discretization of mixed partial deriatives

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 June 10, 2004, 05:49 Discretization of mixed partial deriatives #1 Nasim Guest   Posts: n/a Hello, I need to solve a partial differential equations having mixed 2nd order partial derivatives like d2u/dxdy. How can I discretize it in finite difference form? Is it something like: (u[i+1][j] - u[i+1][j-1] - u[i][j] + u[i][j-1]) / (2*dx*dy). Thanks.

 June 14, 2004, 02:55 Re: Discretization of mixed partial deriatives #2 Rami Guest   Posts: n/a Nasim, As you wish a 2nd order discretization, a better scheme (assuming a uniform grid) is derived as follows: U,x|i,j ~ (Ui+1,j - Ui-1,j)/ (2dx) U,xy|i,j ~ (U,x|i,j),y ~ (Ui+1,j+1 - Ui-1,j+1 - Ui+1,j-1 + Ui-1,j-1) / (4*dx*dy) Please verify there are no typos. Rami

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