Wave Equation in two Dimensions
If we assume that all values at times
t=j and
t=j−1 are known, the only unknown variable is
ui,j+1 and the last equation yields thus an explicit
scheme for updating this quantity. We have thus an explicit finite difference
scheme for computing the wave function
u. The only additional complication
in our case is the initial condition given by the first derivative in time,
namely
∂u/∂t|t=0=0.
The discretized version of this first derivative is given by
ut≈u(xi,tj+Δt)−u(xi,tj−Δt)2Δt,
and at
t=0 it reduces to
ut≈ui,+1−ui,−12Δt=0,
implying that
ui,+1=ui,−1.