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Four-neighbour mean expansion (meanh​u=u+41​h2Δu+O(h4))

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Finite difference Finite difference method
2026-10-07  0 By others on same topic  0 Discussions Create my own version
Averaging a smooth function at the four points x±he1​,x±he2​ cancels odd Taylor expansion terms and leaves h2Δu/4. The fourth-order correction is h4(u1111​+u2222​)/48. Equality to the center value at every sufficiently small radius therefore forces Δu=0 at that point, but does not establish harmonicity throughout a neighbourhood.

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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 64 / 3 / Solution

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