Questions tagged [boundary-conditions]

For questions regarding the choice and/or appropriateness of conditions necessary to model a particular phenomenon with a partial differential equations.

112 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
42 views

Euler Explict Method for solving the PDE for option prices under the Schwartz mean reverting model. Numerical Finance

I have to solve the following PDE for a Call option : $\partial_tV + \{ \alpha - (\mu - \lambda/ \alpha -log(S))\}S\partial_SV + 1/2 \sigma^{2}S^{2}\partial_{S}^{2}V - rV = 0$ Where V(S,t) is the ...
40 views

38 views

42 views

Hydrogen-like wavefunction as starting guess for atomic solver?

I've been looking into radial solvers for quantum wave equations (Schroedinger and Dirac). In both cases, the suggestion seems to be to go with the "shooting method", with integration schemes of ...
81 views

Implementing boundary condition

I'm studying the transport of species A in the blood vessels, $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ At x=0, I want to use the ...
343 views

Inflow and outflow boundary conditions for advection-diffusion equation

I'm trying to solve this advection-diffusion equation (ADE): $$\frac{\partial \phi}{\partial t} + \nabla \cdot (-D \nabla \phi + \mathbf{u} \phi) = 0$$ In fact, this ADE framework is coupled to a ...
52 views

99 views

200 views

84 views

Jacobi method converging then diverging

I am working to solve Poisson's equation in 2D axisymmetric cylindrical coordinates using the Jacobi method. The $L^2$ norm decreases from $\sim 10^3$ on the first iteration (I have a really bad guess)...
600 views

Finite Difference in Polar Co-ordinates

Background Please note that I am duplicating the question on scicomp. I have already asked this in math. I am trying to come up with a scheme in Polar Co-ordinates for the following PDE: PDE I am ...
25 views

What type of boundary condition(s) do I need to define for a process with diffusion of tracer concentration?

I want to simulate the diffusion of initial dye concentration in a small estuary with a 2D depth averaged model. Would a radiation boundary condition for concentration of tracers alone be enough or do ...
During our finite element course, we've solved the linear elasticity problem in 2D on a square (GridGenerator::hyper_cube) with $Q_1$ bilinear finite elements in ...