u(x, y, z, t)

@u u(x + x, y, z, t) u(x, y, z, t)
= lim
@x x!0 x
x u(x + x, y, z, t) x

@u x2 @ 2 u x3 @ 3 u
u(x + x, y, z, t) = u(x, y, z, t) + x (x, y, z, t) + (x, y, z, t) + (x, y, z, t) + ....
@x 2 @x2 6 @x3
x

u(x + x, y, z, t) u(x, y, z, t) @u
= (x, y, z, t) + O( x)
x @x
@u
(x)
@x
O( x) x

u(x)
u
N +1
xi i = 0, ..., N x xi = i x

ui ✓ ◆ u(x) ✓ ◆ xi ui = u(xi )
@u @u
u(x) xi = = u0i
@x x=xi @x i
u

✓ ◆
@u ui+1 ui
= + O( x)
@x i x
 ✓ ◆
@u ui ui 1
= + O( x)
@x i x

xi
✓ ◆ ✓ ◆
@u x2 @2u
ui+1 = u(xi + x) = ui + x + + O( x3 )
@x 2 @x2
✓ ◆i ◆i ✓
@u @2u x2
ui 1 = u(xi x) = ui x + + O( x3 )
@x i @x2 2
i
✓ ◆
@u
ui+1 ui 1 = 2 x + O( x3 )
@x i

u ✓ ◆
@u ui+1 ui 1
= + O( x2 )
@x i 2 x
xi

✓ ◆
@u ui+2 + 6ui+1 3ui 2ui 1
= + O( x3 )
@x i 6 x

xi
u
✓ ◆ ✓ ◆ ✓ ◆
@u x2 @2u x3 @3u
ui+1 = ui + x + + + O( x4 )
@x 2 @x2 6 @x3
✓ ◆i ✓ ◆i ✓ ◆i
@u x2 @2u x3 @3u
ui 1 = ui x + + O( x4 )
@x i 2 @x2 i 6 @x3 i
✓ ◆
@2u
ui+1 ui 1 2ui = x 2
+O( x4 )
@x2 i

u ✓ ◆
@2u ui+1 2ui + ui 1
= + O( x2 )
@x2 i x2

✓ ◆ ✓ ◆
@2u ui+2 2ui+1 + ui 1 @2u ui 2ui 1 + ui 2
= + O( x) = + O( x)
@x2 i x2 @x2 i x2
 u(x, t)
u N xi
x
t uni u(x, t) xi
n t

u(x, y)
N ⇥ P (xi , yj ) x
x y uij u(x, y)
(xi , yj )

unij
u(x, y, t) xi , yj n t unijk
u(x, y, z, t) (xi , yj , zk ) n t

ui ui+1 ui+2 ui+3 ui+4 ui 4 ui 3 ui 2 ui 1 ui

xu0i xu0i
x2 u00i x2 u00i
x3 u000
i x3 u000
i
(4) (4)
x4 ui x4 ui

ui 2 ui 1 ui ui+1 ui+2 ui 3 ui 2 ui 1 ui ui+1 ui+2 ui+3

2 xu0i 12 xu0i
x2 u00i 12 x2 u00i
2 x3 u000
i 8 x3 u000
i
(4) (4)
x4 ui 6 x4 ui

@2f
f (x, y)
@x@y

x y x y
 ✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
@f @f (l x)2 @2f (m y)2 @2f
f (xi+l , yj+m ) = f (xi , yj ) + l x +m y + +
@x i @y j 2 @x2 i 2 @y 2 j
✓ ◆
2ml x y @2f
+ + ...
2 @x@y i,j

(i, j)
✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
@f @f @2f x2 @2f y2 @2f
fi+1,j+1 = fi,j + x + y + x y + +
@x i @y j @x@y i,j 2 @x2 i 2 @y 2 i
✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
@f @f @2f x2 @2f y2 @2f
fi 1,j 1 = fi,j x y + x y + +
@x i @y j @x@y i,j 2 @x2 i 2 @y 2 i
✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
@f @f @2f x2 @2f y2 @2f
fi+1,j 1 = fi,j + x y x y + +
@x i @y j @x@y i,j 2 @x2 i 2 @y 2 i
✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
@f @f @2f x2 @2f y2 @2f
fi 1,j+1 = fi,j x + y x y + +
@x i @y j @x@y i,j 2 @x2 i 2 @y 2 i

✓ ◆
@2f fi+1,j+1 fi+1,j 1 fi 1,j+1 + fi 1,j 1
=
@x@y i,j 4 x y

(
u00 (x) = f (x) , x 2]0, 1[
u(0) = ↵ u(1) =

f
N +1 xi i = 0, 1, .., N
x ui u(x) xi
xi
✓ ◆
d2 u
= f (xi ) = fi
dx2 i

u
✓ ◆
d2 u ui+1 2ui + ui 1
=
dx2 i x2
 2ui ui+1 ui 1
= fi ; i
x2

2 32 3 2 3
2 1 0 ··· 0 u1 f1 + ↵/ x2
6 76 7 6 7
6 1 2 1 ··· 0 7 6 u2
7 6 7 6 f2 7
1 66 76
7 6
7 6
7
7
2 6 76 7=6 7
x 6 76 7 6 7
6 0 0 1 2 1 7 6 7 6 7
4 5 4 uN 2 5 4 fN 2 5
0 0 0 1 2 uN 1 fN 1+ / x
2

(
u00 (x) = f (x) , x 2]0, 1[
u(0) = ↵ u0 (1) =

x=1

x=1
N ui
i N
u0 (1) =

uN uN 1
u0 (1) =
x

2 32 3 2 3
2 1 0 ··· 0 0 u1 f1 + ↵/ x2
6 76 7 6 7
6 1 2 1 ··· 0 0 7 6 u2 7 6 f2 7
6 76 7 6 7
1 66
76
76
7 6
7 6
7
7
2 6 76 7=6 7
x 6 0 0 1 2 1 0 7 6 7 6 7
6 7 6 uN 2 7 6 fN 2 7
6 76 7 6 7
4 0 0 0 1 2 0 5 4 uN 1 5 4 fN 1 5
0 0 0 0 1 1 uN / x
 T (x, t)
@T @2T
= ↵ 2
@t @x
↵
T (0, t) = Tg
T (1, t) = Td T (x, 0) = T0

N +1 xi N
x
t Tin xi = i x t=n t

xi n
✓ ◆n ✓ ◆n
@T @2T
= ↵
@t i @x2 i
xi n+1
✓ ◆n+1 ✓ ◆n+1
@T @2T
= ↵
@t i @x2 i

✓ ◆n
@T Tin+1 Tin
=
@t i t
✓ ◆n
@2T n
Ti+1 2Tin + Tin 1
=
@x2 i x2
t
=↵ n+1
x2
Tin+1 = Tin 1 + (1 2 )Tin + Ti+1
n
i

2 3n+1 2 32 3n 23
T1 1 2 0 ··· 0 T1 Tg
6 7 6 76 7 6 7
6
6 T2 7
7
6
6 1 2 ··· 0 76
76 T2 7
7
6 0 7
6 7
6 7 6 76 7 6 7
6 7 = 6 76 7 + 6 7
6 7 6 76 7 6 7
6 T 7 6 0 0 1 2 76 T 7 6 0 7
4 N 2 5 4 54 N 2 5 4 5
TN 1 0 0 0 1 2 TN 1 Td
 ✓ ◆n+1
@T Tin+1 Tin
=
@t i t
✓ ◆n+1
@2T
n+1
Ti+1 2Tin+1 + Tin+1
1
=
@x2 i x2

t
=↵ n+1
x2
(1 + 2 )Tin+1 (Tin+1
1 + Ti 1 ) = Ti
n+1 n
i

n+1

2 32 3n+1 2 3n 2
3
1+2 0 ··· 0 T1 T1 Tg
6 76 7 6 7 6 7
6
6 1+2 ··· 0 76
76 T2 7
7
6
6 T2 7
7
6 0 7
6 7
6 76 7 6 7 6 7
6 76 7 = 6 7 + 6 7
6 76 7 6 7 6 7
6 0 0 1+2 76 T 7 6 T 7 6 0 7
4 54 N 2 5 4 N 2 5 4 5
0 0 0 1+2 TN 1 TN 1 Td

2 32 3 2 3
b1 c1 0 ··· 0 X1 d1 a1 X0
6 76 7 6 7
6 a2
6 b2 c2 ··· 0 76
76 X2 7
7
6
6 d2 7
7
6 76 7 6 7
6 76 7 = 6 7
6 76 7 6 7
6 0 0 aN bN cN 76 X 7 6 dN 2 7
4 2 2 2 54 N 2 5 4 5
0 0 0 aN 1 bN 1 XN 1 dN 1 cN 1 Xn

↵i i

ai di ci i+1
↵i = i =
bi + ci ↵i+1 bi + ci ↵i+1
↵N = 0 N = XN XN
i N 1 Xi = ↵i Xi 1 + i