Lec 17 MIT 18.085 Computational Science and Engineering I
so this is lecture 17 we're starting the second half of this series of lectures and today is kind of finite differences day first lecture about steady-state equations Laplace being the outstanding example we're in 2d of course we're doing partial differential equations and it's that step-up in dimension that makes these serious numerical problems so if I just look here so I'll describe the standard replacement the Laplace finite difference equation the five-point scheme has the basic accuracy we could upgrade it to a nine-point scheme with higher accuracy the issues are the solution of that system how much would it cost by direct elimination methods and those are by no means ruled out first cuz they're so simple and you know we're a lot of sub practice with Gaussian elimination but then the we can often save an order of magnitude in the computing time by some iterative method well-chosen so I'll speak about some of these I've just at th...