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annotate +time/+cdiff/cdiff.m @ 0:48b6fb693025

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Initial commit.
author Jonatan Werpers <jonatan@werpers.com>
date Thu, 17 Sep 2015 10:12:50 +0200
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Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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1 % Takes a step of
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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2 % v_tt = Dv+Ev_t+S
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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3 %
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Jonatan Werpers <jonatan@werpers.com>
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4 % 1/k^2 * (v_next - 2v + v_prev) = Dv + E 1/(2k)(v_next - v_prev) + S
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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diff changeset
5 %
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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6 function [v_next, v] = cdiff(v, v_prev, k, D, E, S)
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
7 % 1/k^2 * (v_next - 2v + v_prev) = Dv + E 1/(2k)(v_next - v_prev) + S
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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8 % ekv to
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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9 % A v_next = B v + C v_prev + S
48b6fb693025 Initial commit.
Jonatan Werpers <jonatan@werpers.com>
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10 I = speye(size(D));
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Jonatan Werpers <jonatan@werpers.com>
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11 A = 1/k^2 * I - 1/(2*k)*E;
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Jonatan Werpers <jonatan@werpers.com>
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12 B = 2/k^2 * I + D;
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Jonatan Werpers <jonatan@werpers.com>
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13 C = -1/k^2 * I - 1/(2*k)*E;
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Jonatan Werpers <jonatan@werpers.com>
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14
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Jonatan Werpers <jonatan@werpers.com>
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15 v_next = A\(B*v + C*v_prev + S);
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Jonatan Werpers <jonatan@werpers.com>
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16 end