a) Use the Taylor theorem for function U(x, t) with the step size At. (x, is held constant) b) Consider the second-order truncation error (0(At )²) for the Taylor formula and then, obtain a finite difference approximation for the first-order derivative of U respect t ( U;(x,t)).

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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a) Use the Taylor theorem for function U(x, t) with the step size At. (x, is
held constant)
b) Consider the second-order truncation error (0(At )²) for the Taylor formula
and then, obtain a finite difference approximation for the first-order derivative
of U
respect t ( U; (x, t)).
Transcribed Image Text:a) Use the Taylor theorem for function U(x, t) with the step size At. (x, is held constant) b) Consider the second-order truncation error (0(At )²) for the Taylor formula and then, obtain a finite difference approximation for the first-order derivative of U respect t ( U; (x, t)).
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