Any (partial) differential equation must be discretized before it can be treated computationally. The most common techniques are
For the
multigrid workbench
the
example problem
is discretized by five point differences.
Here the (square) domain is replaced by an equidistant mesh with
gridlines.
Each node is represented by an unknown
and the partial derivatives are replaced by
so that
Laplace's equation
becomes a system of
linear equations of the form
This banded system may be solved by direct elimination techniques, however, much faster are (linear) iterative methods, like the multigrid method.
Ulrich Ruede , Thu Feb 2 21:05:32 MEZ 1995
Updated by Craig C. Douglas