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Questions tagged [finite-difference]

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

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How to make a less diffusive code to solve 2D advection equation?

I would like to solve the following differential equation numerically in 2D, $$\frac{\partial z^-}{\partial t}+(\vec{B}\cdot\vec{\nabla})z^-=0,$$ see Wikipedia if you are curious about what the ...
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Implicit finite difference flow across across multiple cells

I am interested in solving a simple equilibration flow on a finite difference grid (i.e., non-uniform initial potentials/heads $p^t$, all boundaries no-flow). It is relatively easy to set up an ...
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1answer
73 views

Actual global error vs theoretical global error: How to combine theory with practice

I have implemented an Adams Bashforth 4 method to solve an Initial Value Problem for an ODE and I am testing it against the test equation: $y'=\lambda y$ with $y(0)=1$ with the exact solution: $y(t)=...
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Boundary Conditions involving exponential functions of nodal unknowns

I am fairly new to Computational Engineering and I have mainly been exposed to using the Finite Difference Method to produce Linear Systems and solve them using Iterative Methods. I am trying to ...
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Finite Difference Solver Heat Equation

I am trying to write a finite difference solver for the heat equation in Python using FTCS implicit scheme. My details are below; $\frac{\partial{T}}{\partial{t}} = \frac{\partial^2{T}}{\partial{z}^2}...
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1answer
41 views

Discretization Neumann boundary condition

I'm currently working with the following Poisson equation with mixed boundary conditions, including a Neumann boundary condition. $$\Delta u = f\\ u(x,0) = g_1(x), 0<x<1\\u(0,y) = g_2(y), 0<...
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Unexpected discontinuous solution for reaction diffusion equation

I've implemented code to find the solution to the discretisation of the following PDE: $$\tau_V \frac{\partial V}{\partial t} = E-V + \lambda^2 \frac{\partial^2 V}{\partial x^2} + i_\text{app}$$ ...
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2answers
7k views

Use of machine learning in computational fluid dynamics

Background: I have only built one working numeric solution to 2d Navier-Stokes, for a course. It was a solution for lid-driven cavity flow. The course, however, discussed a number of schemas for ...
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3answers
190 views

How does a stiff equation solver work?

I am trying to understand how stiff differential equations are solved. For instance the equation, $$\frac{\partial y}{\partial t} = \alpha\frac{\partial ^2 y}{\partial z^2}$$ can be solved using ...
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1answer
68 views

Numerical integration of Fokker-Planck equation allowing for negative drift?

The Fokker-Planck equation (a.k.a Kolmogorov forward equation or Smoluchowski equation) describes the evolution of a probability density function and numerical integration of the FPE should conserve ...
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47 views

Unusual boundary conditions on Matlab

I'm trying to solve the following PDE by Matlab, $$ u_t-\Delta u = 0, \quad \text{in}\quad \Omega\times (0,T) \tag{1} $$ $$ u_t-\Delta_\Gamma u + \partial_\nu u=0,\quad \text{on}\quad \Gamma\times(0,...
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553 views

Finite difference for mixed derivatives on nonuniform grid

I need to have a finite difference stencil for the mixed derivative $$f_{xy}$$ on nonuniform grids such as this one: Since I could not find a stencil in the literature, I tried to derive it by my ...
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82 views

WENO5 scheme in a staggered grid

I'm trying to use the finite-difference WENO scheme to solve the 2D density conservation law with axial symmetry (coordinates $r,z$): $\frac{\partial \rho}{\partial t}+\nabla \cdot (\rho \vec{v}) = \...
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0answers
81 views

Can I take advantage of a nearly banded A in AX=b?

I am working on a 1D drift-driffusion problem in a finite-difference (FD) approach. I hade 3 equations per node ($3N$ in total): electron continuity $E_i$, Poisson $P_i$, hole continuity $H_i$. With ...
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1answer
159 views

Fourier characteristics of repeated numerical derivative

Background I am trying to analyse fourier characteristics of a derivative. For example if I have a first order derivative approximated as following: $$\frac{\partial \Psi(x)}{\partial x} = \frac{\...
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26 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 ...
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419 views

2D Neumann Conditions on Irregular Domain

I would like to model the 2D diffusion equation with Neumann BC's inside the following egg-shaped domain: I would like to use the finite difference method with the discretization implied by the image ...
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1answer
249 views

Solve a differential equation with finite difference method

I want to solve this equation $$ -\frac{1}{2}f''(x)+2a\ f(x)^3 = f(x)\mu $$ One exact solution (there are a lot of different kinds) of this equation is $f(x) = f_\infty \tanh(\sqrt{2a}f_\infty x) $ (...
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1answer
233 views

Solve a fourth order differential equation

I want to solve $$ \frac{\partial^2}{\partial t^2}u(z,t) + a\frac{\partial^2}{\partial z^2}u(z,t) + k\frac{\partial^4}{\partial z^4}u(z,t) = 0 $$ with $u(z,0) = 1+0.1e^{-\frac{z^2}{2}}$. I'd like to ...
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1answer
881 views

Explicit scheme for heat equation with Neumann boundary conditions in Maple

$\displaystyle \frac{\partial u}{\partial t}=\alpha(x,t)\cdot \frac{\partial^2 u}{\partial x^2}+b(x,t)$ $u(x,0)=f(x)$ Initial condition $u_x(0,t)=0$ 2nd type Boundary condition $u_x(1,t)=0$ 2nd ...
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2answers
2k views

Solid mechanics with finite differences: How to handle “corner nodes”?

I have a question concerning coding boundary conditions for solid mechanics (linear elasticity). In the special case I have to use finite differences (3D). I am very new to this topic, so perhaps some ...
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1answer
119 views

Python Finite Difference Schemes for 1D Heat Equation: How to express for loop using numpy expression

Hello all, I've recently been introduced to Python and Numpy, and am still a beginner in applying it for numerical methods. I've been performing simple 1D diffusion computations. I suppose my ...
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1answer
46 views

Finite difference - Explicit / Implicit / Crank Nicolson - Does the implicit method require the least memory?

Examine a dynamic 2D heat equation $\dot{u} = \Delta u$ with zero boundary temperature. A standard finite difference approach is used on a rectangle using a $n\times n$ grid. For the resulting linear ...
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1answer
108 views

Analytical Solution of Transport Equation

I'm looking at the analytical solution of the convection-diffusion equation $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ with initial ...
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2answers
63 views

TVD for temporal dicretisation

I have come across schemes where TVD (with flux limiters) is used for spatial discretisation along with Runge-kutta for Temporal discretisation. Can TVD be used for Temporal discretisation? If so ...
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0answers
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How to implement register blocking for 3D finite-difference stencil computations

I am in need to optimize the performance of the 3D solver that integrates a system of equations for seismic wave propagation. Unsurprisingly, the function that implements the finite-difference stencil ...
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1answer
271 views

Crank-Nicolson method and mixed derivatives

I am curious if anyone had literature references or knowledge on how to apply the Crank-Nicolson (with approximate factorization) to the $$ \nabla \cdot (\nu (\nabla \mathbf{u} + \left(\nabla \mathbf{...
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1answer
435 views

Finite Difference Method Limitations/Stability Criteria

Is it possible to solve an equation with only a single derivative such as: $$\frac{\partial U(x,t)}{\partial t} = A - BU(x,t)$$ with finite difference methods? I ask as I am trying to solve the ...
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1answer
55 views

Numerical solution of non-linear first order partial differential equation (HJB)

I am trying to solve a simple optimal control problem using the Hamilton-Jacobi-Bellman equation, numerically in Python. This is proving to be rather difficult as I end up having to solve the ...
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1answer
153 views

Solving advection equation - periodic conditions - using roll python function [closed]

The original post was on stackoverflow : I transfert it here. I have to solve numerically the advection equation with periodic boundaries conditions : u(t,0) = u(t,L) with L the length of system to ...
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1answer
48 views

Changing the domain of a 3D Finite Difference code from cube to sphere

I have an explicit FD (Finite Difference) code for diffusion/heat on a PDE in a cuboid domain, and it works fine. I would like to update the discretized equations and change the code so as to solve ...
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1answer
219 views

Suitable finite difference method for a convection-diffusion system?

I am trying to solve a system of PDEs $H_{t} = \frac{0.3}{0.7} - \frac{0.005 B f(h(H))}{\theta} - \frac{0.3 f(h(H))}{0.7} + \frac{500}{0.7} (HH_x)_x + (HH_y)_y$ $N_t = \frac{N_{in} - 0.002 [N] B f(h(...
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1answer
57 views

Mapping derivative information in uniform to non-uniform grid

I'm having two sets of grids. One is uniform and another one is not uniform. I will calculate the derivative in uniform grid points and I like to transfer(map) the derivative to the non-uniform grid ...
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64 views

2d wave equation with finite differences blowing up

I am (naively) trying to solve the 2d wave equation with finite differences. But the system blows up instantly. For simplicity I set the constant $c=1$, then I am left with $$\Delta u =u_{tt}.$$ I ...
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1answer
246 views

Cauchy problem with a change of variables

Consider an advection-diffusion problem $$u_t+au_{xx}+bu_{x}=0,\quad x>0.$$ Now I want to remove the drift and rewrite the problem for the new domain. I use the change of variables $y=x-bt$, and ...
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1answer
124 views

Impose Neumann Boundary Condition in advection-diffusion equation 1D

when solving the advection equation in 1D that is: $$ \frac{\partial u}{\partial t} + c\frac{\partial u}{\partial x} = 0 $$ with $ u'(t,0) = 0$ and $u(t,L) = 0$ , $u(0,x) = u_{0} $ one numerical ...
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2answers
447 views

Implementing no-flux boundary condition reaction-diffusion PDE

I'm having trouble figuring out how to implement boundary conditions for this problem: \begin{align} \frac{\partial n}{\partial t} &= D_n\nabla^2n - \nabla\cdot\left(\frac{\chi}{1+\alpha c}n\nabla ...
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1answer
211 views

Applying neumann boundary conditions to diffusion equation solution in python [duplicate]

For the diffusion equation $$ \frac{\partial u(x,t)}{\partial t} = D \frac{\partial ^2 u(x,t)}{\partial x^2} + Cu(x,t) $$ with the boundary conditions $u(-\frac{L}{2},t)=u(\frac{L}{2},t)=0$ I've ...
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2answers
139 views

Asymptotic error of forward Euler

I'm trying to understand the asymptotic error behaviour of forward Euler (finite difference method), as timesteps are decreased (refined), so I feel trust in the method of manufactured solutions (MMS)....
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0answers
33 views

Guide for finite-difference schemes for Hamilton-Jacobi-Bellman Equations

I need to solve a simple, low-dimensional Hamilton-Jacobi-Bellman equation. Is there a simple guide for doing this numerically using finite-difference schemes? I found a few research articles ...
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1answer
80 views

Grid dependence of a numerical model

Statement of the problem Suppose, we consider the following model $$ \begin{array}{l} (1)~\mathbf{u}_t + \mathbf{F(u)}_x = \mathbf{S}(\mathbf{u},\mathbf{w}), \\ (2)~\mathbf{w}_x = \mathbf{P}(\mathbf{...
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126 views

How can I solve the wave equation for a circular rod in cylindrical coordinates using finite differences?

I have a problem with the stability of finite difference method for the wave equation in cylindrical coordinates. the equation is: $$ \frac{\partial^2 \omega_n}{\partial r^2}+\frac{1}{r}\frac{\...
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1answer
100 views

Matrix Representation of a Discretization for a Partial Differential Equation

I want to discretize the following problem \begin{cases} \mu \nabla^2u+(\lambda+\mu)\nabla \nabla\cdot u = \rho \frac{\partial^2u }{\partial t^2 } + \beta \frac{\partial u}{\partial t}\\ u(...
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1answer
39 views

Elliptic PDE: Proving that a 2nd order accurate discretization of the 2nd derivative of the unknown is 2nd order accurate for the unknown itself

For an ODE: $\frac{dy}{dt}=f(y(t),t)$ The Euler Explicit scheme reads: $y_{n+1}=y_{n}+\Delta tf_n$ and it can be easily shown with a Taylor expension that: $y_{n+1}=y_{n}+\Delta t \frac{dy}{dt}|...
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0answers
89 views

Factorize laplacian in terms of first derivative matrix

I am trying to factorize the following Laplacian matrix in terms of $ D^TD$, D is the first derivative matrix. The tridiagonal form of the secon derivative matrix using Neumann boundary condition is ...
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0answers
30 views

Numerical stability while modeling wave equation in staggered grid

I have modeled a simple wave equation given by: \begin{align} & \begin{cases} u_t = v_x \\ v_t = u_x \end{cases} \end{align} Boundary conditions given on interval $M=[-1,1]$ by: \begin{align} u(...
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2answers
186 views

Finite difference for computing gradients at face in finite volume code

I am working on a 3-D problem using the finite volume method (FVM). I came across a problem dealing with the computation of gradients at a face. The geometry that I'm working with is discretized ...
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1answer
267 views

(FD WENO) Correct characteristic decomposition of 2D Euler equations [closed]

After successful implementation of characteristic-wise finite-difference WENO method to 1D Euler equations, I'm moving to 2D equations on cartesian grid: $$ \frac{\partial U}{\partial t} + \frac{\...
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0answers
87 views

Finite differences for the one-phase Stefan problem

I am trying to code the one-phase, one-dimensional Stefan problem using finite differences in Matlab, similarly to what has already been done in Mathematica (see https://mathematica.stackexchange.com/...
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1answer
157 views

Solve 3-D Heat equation with Neumann boundaries

I want to solve the Poisson PDE for heat flow in a 3-D solid cube with given dimensions $x$, $y$, and $z$: $$\rho C\frac{\partial T}{\partial t} = k \Delta T$$ The cube is irradiated with a constant ...