Discretization of mixed partial derivatives
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. |
Re: Discretization of mixed partial derivatives
(u[i+1][j+1] - u[i+1][j-1] - u[i-1][j+1] + u[i-1][j-1]) / (4*dx*dy), which is a second order centered discretization.
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