Université de Thiès

UFR SI

Méthode des Différences finies

Support de cours
Hamed FALL
hamed.fall@univ-thies.sn

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𝒂
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 𝒂

𝒃−𝒂
∆𝑥: 𝑙𝑒 𝑝𝑎𝑠 𝑠𝑢𝑖𝑣𝑎𝑛𝑡 𝑥 𝑥 ∈ 𝑎, 𝑏 ∆𝒙 =
𝒏𝒙
𝑛𝑥 𝒙𝒊 = 𝒂 + 𝒊 ∆𝒙

𝑢𝑖 𝒖𝒊 = 𝒖 𝒙𝒊 = 𝒖 (𝒂 + 𝒊 ∆𝒙)

𝑖 = 0, 1, … . , 𝑁

𝑥𝑖 ∶ 𝑖
𝒖𝒊 𝒊
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 𝑏−𝑎 𝑑−𝑐
∆𝑥 = ℎ𝑥 = ∆𝑦 = ℎ𝑦 =
𝑛𝑥 𝑛𝑦

∆𝑥:
∆𝑥 = ∆𝑦
∆𝑦:

𝑛𝑥 𝑥
𝑛𝑦 𝑦

𝒙𝒊 = 𝒂 + 𝒊 ∆𝒙 𝒚𝒋 = 𝒄 + j ∆𝒚
𝒖𝒊 𝒋
𝒖𝒊 𝒋 = 𝒖𝒊,𝒋 = 𝒖 𝒙𝒊 , 𝒚𝒋
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𝑎, 𝑏 𝑋[𝑐, 𝑑] 𝑎 = 0, 𝑏 = 18, 𝑐 = 0, 𝑑 = 6

𝑛𝑥 = 6 ∆𝑥 =
𝑛𝑦 = 2 ∆𝑦 =

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𝑢 𝒙 𝒊 , 𝒚𝒋
𝒖𝒊 𝒋 = 𝒖𝒊,𝒋 = 𝒖 𝒙𝒊 , 𝒚𝒋
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𝒖𝒊 𝒋 = 𝒖𝒊,𝒋 = 𝒖 𝒙𝒊 , 𝒚𝒋

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Vous avez
Compris?
 𝑢

𝑢 𝑥 𝑜𝑢 𝑢 𝑥, 𝑦 𝑜𝑢 𝑢 𝑥, 𝑡 𝑜𝑢 𝑢(𝑥, 𝑦, 𝑧, 𝑡))

𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕2 𝑢
, , ,
𝜕𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 2

𝑢 𝑡, 𝑥 𝑜𝑢 𝑢(𝑡, 𝑥, 𝑦, 𝑧)
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 2
T  T
Heat Conduction Equation (1  D) : C
t x
2

T   2T  2T 
Heat Conduction Equation ( 2  D) :  C  
t  x 2  y 2 
 
 2  2
2  D Laplace Equation :  2    0
2 2
x y
2 2
2    
2  D Poisson Equation :      f ( x, y )
2 2
x y
u  2 u
 2
 t x

u u

t x
u  3u
 u 3  sin x
t x
  2u  2u  2u u u
A 2 B  C 2  D  E  Fu  G
x xy y x y

B 2  4AC  0 
B 2  4AC  0 
B 2  4AC  0 
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 2u t  2
u  2u  2u
e  sin t   f ( x, y )
t 2
x 2
x 2
y 2

 u u
2  2u u
u 2 0  0
x t x 2 t

 2u  2u
 2 u
t 2
x


(1)

(2)


(3)

(4)
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

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
𝒖 𝒙𝒊 ) : 𝒖 𝒊 =
𝒖 𝒙𝒊

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

𝒖 𝒙𝒊 ): 𝒖𝒊 = 𝒖 𝒙𝒊

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
𝒖 𝒙𝒊 , 𝒚𝒋
𝒙𝒊 𝒙𝒊 , 𝒕𝒋 ) : 𝒖𝒊 𝒋 = 𝒖𝒊,𝒋

𝜕𝑢 𝑢𝑖 𝑗+1 − 𝑢𝑖 𝑗 𝒕
𝑥𝑖 , 𝑡𝑗 =
𝜕𝑡 ∆𝑡
𝜕𝑢 𝑢𝑖+1 𝑗 − 𝑢𝑖 𝑗 𝒙
𝑥𝑖 , 𝑡𝑗 =
𝜕𝑥 ∆𝑥
𝜕𝑢 𝑢𝑖 𝑗+1 − 𝑢𝑖 𝑗 𝒚
𝑥𝑖 , 𝑦𝑗 =
𝜕𝑦 ∆𝑦
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
𝒖 𝒙𝒊 , 𝒚𝒋
𝒙𝒊 𝒙𝒊 , 𝒕𝒋 ) : 𝒖𝒊 𝒋 = 𝒖𝒊,𝒋

𝜕𝑢 𝑢𝑖 𝑗 − 𝑢𝑖 𝑗−1 𝒕
𝑥𝑖 , 𝑡𝑗 =
𝜕𝑡 ∆𝑡
𝜕𝑢 𝑢𝑖 𝑗 − 𝑢𝑖−1 𝑗 𝒙
𝑥𝑖 , 𝑡𝑗 =
𝜕𝑥 ∆𝑥
𝜕𝑢 𝑢𝑖 𝑗 − 𝑢𝑖 𝑗−1 𝒚
𝑥𝑖 , 𝑦𝑗 =
𝜕𝑦 ∆𝑦
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
𝒖 𝒙𝒊 , 𝒚𝒋
𝒙𝒊 𝒙𝒊 , 𝒕𝒋 ) : 𝒖𝒊 𝒋 = 𝒖𝒊,𝒋

𝜕𝑢 𝑢𝑖 𝑗+1 − 𝑢𝑖 𝑗−1 𝒕
𝑥𝑖 , 𝑡𝑗 =
𝜕𝑡 2∆𝑡
𝜕𝑢 𝑢𝑖 𝑗+1 − 𝑢𝑖−1 𝑗 𝒙
𝑥𝑖 , 𝑡𝑗 =
𝜕𝑥 2∆𝑥
𝜕𝑢 𝑢𝑖 𝑗+1 − 𝑢𝑖 𝑗−1 𝒚
𝑥𝑖 , 𝑦𝑗 =
𝜕𝑦 2∆𝑦
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
𝒖 𝒙 𝒊 , 𝒚𝒋 :
𝒖𝒊 𝒋 = 𝒖𝒊,𝒋 = 𝒖 𝒙𝒊 , 𝒚𝒋

𝜕 2 𝑢 𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗

2
= 𝒙
𝜕𝑥 (∆𝑥)2

𝜕 2 𝑢 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 𝒚

2
=
𝜕𝑦 (∆𝑦)2

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 𝜕 2𝑢 𝜕 2𝑢
2
+ 2 =0
𝜕𝑥 𝜕𝑦

𝜕 2 𝑢 𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 𝜕 2 𝑢 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1

= =
𝜕𝑥 2 (∆𝑥)2 𝜕𝑦 2 (∆𝑦)2

𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1

+ =0
(∆𝑥)2 (∆𝑦)2
∆𝑥 = ∆𝑦

𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 + 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 = 0

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 𝜕 2𝑢 𝜕 2𝑢
2
+ 2 =0
𝜕𝑥 𝜕𝑦
𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 + 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 = 0

𝑢𝑖−1 𝑗 + 𝑢𝑖 𝑗−1 − 4𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 + 𝑢𝑖+1 𝑗 = 0

𝑢𝑖 𝑗+1

𝑢𝑖−1 𝑗 𝑢𝑖 𝑗 𝑢𝑖+1 𝑗

𝑢𝑖 𝑗−1
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 𝜕𝑢 𝜕 2𝑢 𝜕 2𝑢
= 𝑎( 2 + 2 )
𝜕𝑡 𝜕𝑥 𝜕𝑦

𝜕𝑢 𝑢𝑖 𝑗 − 𝑢𝑖 𝑗−1
=
𝜕𝑡 ∆𝑡

𝜕 2 𝑢 𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 𝜕 2 𝑢 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1

= =
𝜕𝑥 2 ∆𝑥 2 𝜕𝑦 2 ∆𝑦 2
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 𝜕𝑢 𝜕 2𝑢 𝜕 2𝑢
= 𝑎( 2 + 2 )
𝜕𝑡 𝜕𝑥 𝜕𝑦

𝑢𝑖 𝑗 − 𝑢𝑖 𝑗−1 𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1

= 𝑎( + )
∆𝑡 ∆𝑥 2 ∆𝑦 2
𝑎Δ𝑡
∆𝑥 = ∆𝑦 = ℎ 𝛼= 2
ℎ

𝑢𝑖 𝑗 − 𝑢𝑖 𝑗−1 = 𝛼(𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 + 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 )

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𝑢𝑖 𝑗 − 𝑢𝑖 𝑗−1 = 𝛼(𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 + 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 )

𝑢𝑖 𝑗 − 𝑢𝑖 𝑗−1 − 𝛼 𝑢𝑖−1 𝑗 − 2𝑢𝑖 𝑗 + 𝑢𝑖+1 𝑗 + 𝑢𝑖 𝑗−1 − 2𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 = 0

𝑗
𝛼𝑢𝑖−1 𝑗 − 1 + 𝛼 𝑢𝑖 𝑗−1 + (1 + 4𝛼)𝑢𝑖 − 𝛼𝑢𝑖 𝑗+1 − 𝛼𝑢𝑖+1 𝑗 = 0

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 


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 


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 
𝜕 2𝑢 𝜕 2𝑢
𝑢𝑖−1 𝑗 + 𝑢𝑖 𝑗−1 − 4𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 + 𝑢𝑖+1 𝑗 = 0 2
+ 2 =0
𝜕𝑥 𝜕𝑦

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

0
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 

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 

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 

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 


𝑢𝑖−1 𝑗 + 𝑢𝑖 𝑗−1 − 4𝑢𝑖 𝑗 + 𝑢𝑖 𝑗+1 + 𝑢𝑖+1 𝑗 = 0

𝑔1 + 𝑢3′ − 4𝑢1 + 𝑢2 + 𝑢3 = 0
𝜕𝑢 𝑢𝑖 𝑗+1 − 𝑢𝑖 𝑗−1
=
𝜕𝑦 2∆𝑦

𝜕𝑢 𝑢3 − 𝑢3′
= 𝑢3 − 𝑢3′ = 0 𝑢3 = 𝑢3′
𝜕𝑦 2∆𝑦

𝑔1 − 4𝑢1 + 𝑢2 + 2𝑢3 = 0

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


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𝑦 (𝑥)

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