Processing math: 100%
A centered finite difference scheme; step 1 and 2
- Strategy: follow the four steps of the finite difference method.
- Step 1: Introduce a time mesh, here uniform on [0,T]: tn=nΔt
- Step 2: Let the ODE be satisfied at each mesh point:
u′′(tn)+ω2u(tn)=0,n=1,…,Nt