Finite Difference Method for Solving Differential Equations
matrix form as . 2 × × = − − − − 0 9.375 10 9.375 10 0 0 0 0 1 0032020 .0016 0.0016 0.003202 0.0016 0 1 0 4 4 4 3 1 y y y y. The above equations have a coefficient matrix that is tridiagonal (we can use Thomas’ algorithm to solve the equations) and is also strictly diagonally dominant (convergence is guaranteed if we use iterative ...
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