Definition 3.6 A finite difference method for a P.D.E. is convergent if its solution U n j converges to the solution u(j∆x, n∆t) of the corresponding P.D.E.. Theorem 5.3 (Lax) : For linear partial differential equations, a finite difference m
Definition 3.6 A finite difference method for a P.D.E. is convergent if its solution Unjconvergesto the solution u(j∆x, n∆t) of the corresponding P.D.E..Theorem 5.3 (Lax) : For linear partial differential equations, a finite difference m