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In-Depth Information
The matrix system A u D b now has the following matrix A , a right-hand side b ,
and a vector of unknowns u :
0
@
1
A
1 0 0 0 0
˛1 C ˛ 0 0
0 ˛1 C ˛0
00 ˛1 C ˛
0
A D
;
0
0
0
1
0
@
1
A
0
@
1
A
u 0
u 1
u 2
u 3
u 4
0
u `1
1
u `1
2
u `1
3 0
u D
b D
;
:
`
In the rest of this chapter, we include the u values at the boundaries in the linear
systems.
The more general case, with n C 1 grid points and Dirichlet boundary conditions,
leads to a linear system A u D b with n C 1 unknowns. The .n C 1/ .n C 1/ matrix
A can be expressed as
0
@
1
A
A 0;0
00 0
: : :
:
A 1;1
0
A 1;0
:
: : :
0A 2;1
A 2;2 A 2;3
:
:
: : :
: : :
: : :
0
:
:
: : :
: : :
: : :
: : :
: : :
A D
:
(7.123)
:
:
: : :
0
A i;i1 A i;i
A i;iC1
:
: : :
: : :
: : :
: : :
0
:
: : :
: : :
: : :
A n1;n
0 0A n;n1
A n;n
The components A i;j follow from (7.119). Let us explain how we derive the A i;j
expression in detail. We start with a general row, say, the row with index i .Thisrow
arises from the (7.119), and the matrix entries correspond to the coefficients in front
of the unknowns in this equation:
A i;i1 D ˛;
(7.124)
A i;iC1 D ˛;
(7.125)
A i;i D 1 C 2˛ :
(7.126)
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