# Questions tagged [finite-difference]

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

198 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
74 views

84 views

### Numerical methods for the continuity equation with Sobolev vector field

Consider the continuity equation $$\partial_t \rho(x,t) + \operatorname{div} (b(x,t) \rho(x,t)) = 0, \qquad t \in [0,T], \quad x \in \mathbb R^N,$$ with $b \in L^1((0,T), W^{1,p}(\mathbb R^N))$. ...
233 views

### A good 2D finite difference for the continuity equation

How could I go about solving the continuity equation below in 2D? $$\frac{\partial \rho}{\partial t} + \nabla \cdot \left(\rho u\right)=0$$ I saw that a similar question was posted here: A good ...
250 views

### Stability analysis for a hyperbolic PDE on staggered grid

I am trying to understand the stability of a finite difference equation on the staggered grid. I could understand the Von Neumann stability analysis for the collocated grid for a simple acoustic ...
2k views

40 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 ...
176 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 ...
76 views

### Solving numerically a linearized system of elliptic (?) Navier-Stokes equation (Shallow Water Derived)

For my PhD Thesis, my advisor asked me to build a solver inspired from the article "Optimal Control Theory Applied to an Objective Analysis of a Tidal Current Mapping by HF Radar, J-L Devenon, 1989". ...
109 views

### How to account for the interface between two different phases in a discretized diffusion model?

I have tried to set up a model for the diffusion of a gas into a liquid. The two media are next to each other and the geometry is spherical because the system should simulate the diffusion out of a ...
518 views

### Neumann-Neumann boundary intersection

I am trying to solve a Vertex Centered, Finite Difference, Poisson equation $-\nabla^{2}u=f$ with Dirichlet boundaries on the left and bottom and Neumann boundaries on the top and right using ...
98 views

### How to optimize for decay constant in exponential-like function?

I've got a data set of points $M_O .. M_N$ for time points $t_0 .. t_N$, where $N$ is approximately 10-20, and the spacing of time is not uniform (i.e., $t_{i+1}-t_i$ is not constant for all i). It is ...
255 views

43 views

### How to solve this boundary value problem which has more unknown than equation on MATLAB

I need your helps about solving the problem below with MATLAB. I am trying to solve 2D Stress Wave Propagation problem by using FDTD(Finite difference time domain) method on the cylindrical coord. I ...
43 views

### In sights into why higher order finite differencing method leads faster to instability

I was playing around with numerically solving the 1D wave equation with density and stiffness varying with position using central differencing methods and noticed that for certain discretization steps ...