Other problems
with the coefficients
(25')
Xi+l/2
b; = Cl;+ 1 exp { j 1~(t) clt} ,
Xi
x·
a, = Cl; exp {- J r(t) clt}.
Xi-1 /2
187
It is straightforward to verify that the scheme concerned provides an ap-
proximation of order 2 clue to the expansions
bi - ai = k' + r + O(h2)
h z ' '
- b +a
''=ki+O(h^2 ).
2
Replacing the integrals in (25') to 0( h^2 ) by the expressions ~ (3f; + ri+ 1 )
and ~ (3f; +ii_ 1), respectively, we arrive at the monotone scheme with the
coefficients
and
generating an approximation of order 2.
- Difference schemes for a stationary equation in cylindrical coordinates.
The stationary diffusion or heat conduction equation
div (k grad u) - qu = -f(r, <p, z)
takes in the cylindrical coordinate system (r, <p, z) the form
(26)
~ :r (~ k(r) ~~) - q(r) u = -f(r), O<r<R,
q(r) > 0,
in the case when the solution u = 1t(r) depends neither on z nor on <p, that
is, in the case of the axial symmetry.
When r = 0 we impose the boundedness condition I u(O) I < oo being
equivalent to the requirements
(27) ,. Jim --+ 0 r k(r) clclu 7' = 0.