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Discretization of mixed partial derivatives

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Old   June 10, 2004, 05:53
Default Discretization of mixed partial derivatives
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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).

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Old   June 10, 2004, 07:09
Default Re: Discretization of mixed partial derivatives
Junseok Kim
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(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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