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118               4.  Numerical  Methods  for  Model  Parabolic  and  Elliptic  Equations



         At  i  — 1,  j  — J,  Eq.  (4.5.4b),  with  the  relations  given  by  Eqs.  (4.5.15a,d)  be-
         comes
                     /    A 0x  \  U  9
                     f 1 -  ^ )  ^J  ~  3 ^ 2 , J  -  O yu\,j-i  =  Fi^j
                                                                         (4.5.17b)
               /
         At  i  = ,  j  =  1,  Eq.  (4.5.4b),  with  the  relations  given  by  Eqs.  (4.5.15b,c)  be-
         comes
                               6y
                           1
                                                        7 2
                                                    3
                         V  ~  i )  U1,1  ~~  6xUl -^ 1  ~~ ^ ^ '  =  Fl ^  (4.5.17c)
         At  i  = ,  j  =  J,  Eq.  (4.5.4b),  with  the  relations  given  by  Eqs.  (4.5.15c,d)  be-
               /
         comes
                             UI,J  -  8 XUI-\,J  -  OyU^j-i  =  F ItJ    (4.5.17d)
         The  matrices  Aj,  Bj  and  Cj  in  the  coefficient  matrix  A  become

                                "-1   2> Ux
                                -u x  &2    "x
                                           a
                                     ~0 X  2
                         A,=                                             (4.5.18a)
                                                        a%
                                                     j x  tx 2  —6 X
                                                             a\
                                                        -6 X
                    a     3 px
                     3
                          1    -Ox
                          Ox   1
                                                       2  <  j  <  J  -  1  (4.5.18b)

                                             1   -Ox
                                            -Ox   1


                                      1    -0 X
                                     -Ox   1
                         Ar  =                                           (4.5.18c)

                                                         1  -6


                            B     -Oyll            2  <  j  <  J         (4.5.18d)
                             3
                            d  -  -3Oyll                                 (4.5.18e)

                            C                     2  <  j  <  J - l      (4.5.18f)
                            j  =   -Oyh
        where
                          4     4              4              4
                                                                          (4.5.19)
                                                              3<
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