Questions tagged [finite-difference]

Referring to the discretization of derivatives by Finite differences, and its applications to numerical solutions of partial differential equations.

Filter by
Sorted by
Tagged with
1
vote
1answer
65 views

How to choose between compact finite differences and spectral methods

For a project in my advanced numerical method class I have to solve the 1D Kuramoto-Sivashinsky equation. $$ u_t + u u_x + \lambda u_{xx} + \eta u_{xxxx} = 0. $$ As explained here I will solve it ...
2
votes
1answer
83 views

Is this a valid way to implement Neumann BCs in finite differences?

I'm trying to solve the 1D heat equation with Neumann boundry conditions numerically using finite differences: $$u_t = \alpha u_{xx}$$ $$u_{x}(0, t) = u_{x}(L, t) = k$$ $$u(x, 0) = u_0(x)$$ The main ...
3
votes
0answers
52 views

What is the reason for this finite-difference high errors on non-uniform grid?

tl;dr Using a Taylor-matched method to find coefficients for the discretized equation $ \mathbf{A} \vec{f}'' = \mathbf{B} \vec{f} $, a Fortran code has been implemented to find the second derivative ...
0
votes
0answers
92 views

Numerically solving a partial differential equation in python with Runge Kutta 4

I'm supposed to solve the following partial differential equation in python using Runge-Kutta 4 method in time. $$ \frac{\partial}{\partial t}v(y,t)=Lv(t,y) $$ where $L$ is the following linear ...
2
votes
1answer
56 views

Testing a block tridiagonal system of equations

In 1D problems, tridiagonal systems of equations are obtained when we use finite-difference or finite-volumes in a structured mesh. A wide solver is the TDMA algorithm here. In two-dimensional ...
4
votes
1answer
241 views

Computation of diffusion time

While simulating the diffusion of a substance in 1D, $$ \frac{\partial C}{\partial t} = \nabla \cdot (D \nabla C). $$ I'd like to compute the diffusion time In this link, the diffusion time is given ...
3
votes
1answer
75 views

Numerical solution of zero-potential time-dependent Schrödinger equation in 1D

I want to solve numerically the one-dimensional time-dependent Schrödinger equation $$i \psi_t(x,t)=-\frac{\hbar}{2m} \psi''(x,t)$$ My issue is that I don't have the physical background to understand ...
1
vote
2answers
88 views

FVM vs FDM vs Conservative form vs Non conservative form

My question is regarding solving the conservative form and the non-conservative form of the governing-equations (GE), like continuity or the navier stokes equation, using finite difference method (FDM)...
2
votes
1answer
108 views

Modified Equation and Stability for Centred Finite Differences for Wave Equation

I am trying to use the modified equation to derive the stability condition for the finite difference approximation $$ \frac{u(x,t+\Delta t) - 2 u(x, t) + u(x, t -\Delta t)}{\Delta t^2} = c^2 \frac{...
1
vote
0answers
29 views

What kind of problem or matrices are suitable for multigrid method?

For Poisson or Convection-diffusion equation as follows: $$ -\Delta u=f,\qquad u|_\Omega = g. $$ or $$ -\Delta u +\vec{w}.\nabla u=f,\qquad u|_\Omega = g. $$ using FDM or FEM discretization, we can ...
1
vote
1answer
76 views

Crank-Nicholson for diffusion-advection vs diffusion equation

Let's consider the following 1D diffusion equation: $\frac{\partial u}{\partial t} = xk \frac{\partial}{\partial x}(\frac{1}{x}\frac{\partial u}{\partial x})$ where we assume that the diffusion ...
2
votes
1answer
96 views

What is eighth order central difference?

The origin of the question can be found here. I know the details about forward, backward and central differences. If $u$ is the variable, does eight order means it approximates the $u_{xx}$ using $u$...
2
votes
1answer
51 views

Upwind finite difference: Matrix Implementation

I want to implement the upwind finite difference scheme for the 1D linear advection equation using a finite difference matrix in python: $$ A =\begin{pmatrix} 1-a\cfrac{\Delta t}{\Delta x} & 0 &...
5
votes
0answers
84 views

Evolutionary dynamics in vascularised tumors, PDE-ODE coupled system

I have to solve the following PDE-ODE system $$ \displaystyle{\partial_{t} n = \bigl[a(s) - b(s)(y - h(s))^{2} - d\int_{\mathbb{R}} n \, dy \; + \; \beta \, \partial^2_{yy} n \;} \\\\ \...
2
votes
1answer
115 views

Why $\alpha I +A$ can improve the condition nubmer of a SPD matrix $A$?

For Poisson equation with Dirichlet boundary conditions in 2 dimension: $$ -\Delta u=f, $$ using FDM (centered difference) or FEM discretization, we can obtain a SPD system of linear equations as ...
1
vote
1answer
117 views

How suitable is multigrid method for time-dependent PDEs?

For elliptic PDEs (Poisson-type), the multigrid method is very sufficient, but how about time-dependent problems (i.e parabolic or hyperbolic PDEs)? Is it efficient to solve such problems using a ...
1
vote
0answers
56 views

Can the standard multigrid performance be used for time-dependent PDEs?

Consider a time dependent pde(i.e u(x,t)).I know when only space-coarsening is used the standard multigrid performance can be applied but what if instead we use only time-coarsening?Can we apply the ...
1
vote
1answer
93 views

Simulating advection - diffusion problem in a network of 1D pipe

I'm interested in solving the following advection-diffusion system in a 1D network of pipes. $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2} - v\frac{\partial C}{\partial x}$$ ...
1
vote
0answers
31 views

Solving a system of PDEs with no-flux boundary conditions (finite difference discretization)

I am interested in solving a system of linear PDEs with the finite difference method and I'm having trouble to solve the no-flux boundary condition correctly. \begin{align} \frac{\partial n}{\partial ...
0
votes
0answers
41 views

Imposing decaying boundary conditions on a non linear ode

I am trying to solve $a^{2}y''=y+y^3$ numerically. This equation models a potential and goes to $\infty $ for $x\to0$ hence I get the singularity to be of order $\frac{1}{x}$ by keeping only the y^{3} ...
1
vote
0answers
61 views

Solving diffusion equation using finite difference method

I am solving an 1-dimensional diffusion equation with Neumann boundary condition at outlet and constant concentration, C, at the inlet. In the end, I want to observe how the concentration diffuses ...
1
vote
2answers
182 views

Lattice Boltzmann methods vs Navier stokes/ other eulerian methods for *water* simulation

Note, there is already a question here, however the answers don't answer the original question, let alone specific considerations when dealing with nearly in-compressible fluids (water). Another ...
2
votes
1answer
43 views

Stability of a finite-difference scheme for the reaction-diffusion equation

I currently need to solve numerically the following reaction-diffusion equation: $$\partial_tu=\partial^2_xu+u-u^2$$ For this purpose, I use the following numerical scheme (Crank-Nicolson??): $$ \...
1
vote
1answer
52 views

Should the derivative of an array be calculated array by array or element by element in CFD codes?

I am making my own finite difference computational magnetohydrodynamic code in Fortran 90. Looking at other codes they appear to calculate for example their $x$-derivatives, bb of their variables, e.g....
2
votes
1answer
75 views

1-D boundary value problem: How implement mixed boundary conditions using a FD method?

I have been given a convection-diffusion ODE modeling the steady state temperature of a pipe (through which flows a fluid) as $$-\frac{d}{dz}\left(\kappa \frac{dT}{dz} \right)+v\rho C\frac{dT}{dz}=Q(...
2
votes
1answer
55 views

Confusion about Zabusky and Kruskal's stepper for the KdV equation

In Zabusky and Kruskal's paper about solitons, they derive the following update for the Korteweg de Vries equation (their footnote 6): \begin{align*} u_{i}^{j+1} = u_{i}^{j-1} - \frac{1}{3} \frac{k}{...
1
vote
0answers
25 views

Finite difference/element method : time step and spatial resolution close to a finite singularity

I'm using the finite element method (FEM), but my question is quite a global question. It's related to this question but it is not the same. Let's assume we have this equation : $$\partial_t c - u\...
3
votes
0answers
84 views

numerical instabilities in Fluid Dynamics, Finite Element Method

I'm looking for references to understand where the numerical instabilities come from in hydrodynamics in general, and notably when the Péclet number: $Pe>1$. I'm using the finite element method. ...
1
vote
0answers
40 views

Predictor-Corrector vs. Deferred Difference Corrections

I want to use the Numerov method but keep higher-order terms from the Taylor expansions. In the literature, I found the term "Deferred Difference Corrections" for the procedure of first solving the ...
3
votes
1answer
140 views

Why do many people use FDM method to solve Stokes equations, i.e., saddle point matrix?

For numerical methods of the Stokes equations, with appropriate boundary: $$-\nabla^{2} \vec{u}+\nabla p=\overrightarrow{0}$$ $$\nabla \cdot \vec{u}=0$$ one may use FDM (finite difference method) ...
0
votes
1answer
92 views

Implementing structured grid boundary conditions using NumPy arrays?

I am making a toy code in Python to solve the advection equation $$u_t + cu_x = 0$$ with, for example, periodic boundary conditions. Background information The numerical grid is specified like this: ...
2
votes
0answers
91 views

Implementation of boundary conditions for 1D Euler equations

I'm trying to solve 1D Euler equations with gravity in spherical coordinates using a finite-difference TVD MacCormack method on a non-uniform grid of $N$ components, following the method provided in ...
2
votes
0answers
42 views

Verification on pressure predictor method for CFD code

I have developed a python code for a lid-drive cavity model. However, my results are not converging. The algorithm of my code looks like this: Euler Momentum Equation looks like this: $$\frac{u^{n+1}...
1
vote
0answers
67 views

FDM discretization of equation on the boundary

In order to simulate the following equation using FDM $$u_t(t,x)-u_{xx}(t,x)=0, \quad (t,x) \in (0,1)\times (0,1)$$ $$(u_t(t,x)-u_{x}(t,x))\rvert_{x=0}=0, \quad t \in (0,1)$$ $$(u_t(t,x)+u_{x}(t,x))\...
1
vote
0answers
48 views

WENO scheme on curvilinear coordinates

I've been developing a curvilinear FVM code. So far I've implemented the PPM scheme and am looking into adding WENO schemes. So far I've been discretizing the grid metrics using a second-order central....
0
votes
1answer
126 views

Need an example Legendre-Gauss-Radau pseudospectral differentiation matrix or Matlab code

I'm trying to implement various kinds of pseudospectral methods for direct optimization in Matlab using IPOPT. I've got some working Legendre-Gauss-Lobatto code, but would like to use the flipped ...
1
vote
1answer
121 views

Solving nonlinear PDE with finite difference based on Newton-Krylov

I am now working on solving MHD equations with finite difference method, which include nonlinear equations: $$ \frac{\partial\rho}{\partial t}+\nabla\cdot\left[\left(\rho_0+\rho\right){v}\right]-\...
2
votes
1answer
90 views

What method of Finite difference is this?

I am reviewing Numerical Recipes method on solving ODEs via relaxation (Chapter 18.3 in the 3rd edition) and they chose a finite difference method I am unfamiliar with (Equation 18.3.2): \begin{...
1
vote
1answer
50 views

Interpolating the gradient of a cylindrically symmetric potential field that's 'supposed to' obey the Laplace equation?

The script below tries to implement a Jacobi iterative relaxation of a potential field for an electrostatic lens. It's hot-off-the-press and I've just started to debug and look for things to test it ...
1
vote
0answers
32 views

Dealing with spurious oscillations in particle tracking methods

I work on modelling high intensity discharge xenon-filled lamps. The model governing the discharge is quite complex and sadly includes fluid dynamics. After some time, I managed to implement a finite-...
1
vote
1answer
83 views

Finite difference methods

I am currently applying the finite difference method to the solution of the diffusion equation. I think that a problem has occurred, and is as follows, my explicit method is the most accurate when ...
0
votes
0answers
40 views

Neumann boundary conditions on arbitrary surface for finite difference diffusion

I am facing the following problem, formulated in practical terms: I have a region $\Omega$ in two or three dimensions, represented as a binary mask, and an initial density $u_0$ within that region ...
1
vote
2answers
145 views

Second derivative using Fornberg finite difference method

I have some discrete data, non-equispaced in $x$, $y=f(x)$. I want to use a numerical finite difference method to calculate the second derivatives of $y$, at some point. I am using the Fornberg ...
2
votes
0answers
43 views

How to determine the order of convergence of the Euler-Maruyama method?

This question is originally posted in Quant.StackExchange but has been unanswered for some time so I ask in here. To make this simple let us consider the Geometric Brownian Motions (GBM). My ...
3
votes
2answers
108 views

Finite difference for a highly nonlinear equation - The wind within the forest

Based on the Navier-Stokes equations and a few parameterizations, the horizontal steady-state wind $u(z)$ within a forest of height H satisfies: $$ a\left(\frac{du}{dz}\right)^2 + b\frac{du}{dz} \...
0
votes
1answer
103 views

Dirichlet boundary conditions in the 1D Heat Equation

Please consider the assignment I have uploaded on the picture. I am confused about the functions $g_L(t)$, $g_R(t)$ and $\eta(x)$. What are they and how do I find them... My question: Is it possbile ...
3
votes
2answers
105 views

Damped Harmonic Oscillation. Efficient algorithm to find the parameters resulting in threshold oscillation amplitude

Let's assume, that we have damped harmonic oscillation of a body in the form of a cone, immersed in a liquid. Equilibrium condition of the body is: $$m\overrightarrow{a} = \overrightarrow{F_\text{...
0
votes
1answer
131 views

Numerically solving a non-linear PDE

I have this non-linear partial differential equation. $$ \frac{\partial C}{\partial t}=\left(\frac{\partial C}{\partial x}\right)^2+C\frac{\partial^2 C}{\partial x^2} $$ I want to use the finite ...
0
votes
0answers
94 views

Double mach reflection at a inclined wedge

I am running into a strange problem when solving the 2D compressible Euler equations on a inclined wedge. To elaborate, my top boundary condition seems to emitting some type of instability. I have ...
0
votes
1answer
67 views

Numerical Stability of a Generalized Spatial Discretization Scheme

After reading the matrix stability chapter (10) of Hirsch [1], I decided to dive in the reference list of the chapter. One of the papers [2], which is cited as reference shows an very interesting ...