Computational Science Asked by Mr.Podilatis on December 29, 2020
I want toconstruct a difference method for the the numerical approximation of the solution of the following boundary value problem: $u:[a,b]to mathbb{R}$ function,such that $$ -u”(x)=f(x)$$ and $u(a)=0, u(b)=0$ using a non-uniform grid of the form :
begin{align*}
x_{0} =& a
x_{1} =& x_{0} +h_{1}
x_{2} =& x_{1} + h_{2}
vdots
x_{N} =& x_{N-1} + h_{N}
x_{N+1} =& b
end{align*}
where :
$$h_{i} = x_{i} – x_{i-1}$$
for all
$$i = 1,dots,N + 1.$$
and write the resulting linear system.
But how can I do this?
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