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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General purpose Poisson equation finite difference solver in python

I have a 2D multicomponent fluid flow simulation using the LBM method and I'm trying to solve the Poisson-Nernst-Planck equations for charged particles in this flow. My first step is to calculate the ...
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1answer
261 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]-\...
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1answer
218 views

Is there a simple way to avoid carbuncles for FD WENO methods?

I have implemented finite-difference WENO scheme for Euler equations (with some variants - WENO-JS, WENO-Z, WENO-M, different flux splitting). It works well, but have problem with so-called carbuncles ...
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56 views

Implementing Dirichlet BC for the Advection-Diffusion equation using a second-order Upwind Scheme finite difference discretization

i am implementing a Matlab code to solve the following equation numerically : $$ (\frac{\partial c}{\partial t} =-D_{e} \frac{\partial^2 c}{\partial z^2} +U_{z}\frac{\partial c}{\partial z}) $$ with ...
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Linearising Nonlinear Coupled Partial Differential Equations - Alfvénic Diffusion

I am trying to solve the following coupled partial differential equations with a finite difference scheme: $$\partial_tf+v\partial_zf+\partial_z\frac{1}{W}\partial_zf=0$$ $$\partial_tW+v\partial_zW-\...
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1answer
56 views

Maintain unitary time evolution for a nonlinear ODE

I want to solve a nonlinear ODE of matrix $A(t)$ $$\mathrm{i}\dot A = A(t)M(t),\:\mathrm{with}\: M(t)=A^\dagger(t)H(t)A(t)$$ where $H(t)$ and hence $M(t)$ are Hermitian. Therefore, I presume the time ...
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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 ...
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velocity in CFL condition

I am studying the evolution of the density and velocity field of a core in a molecular cloud in 1 D. I defined the radial grid (let us say x between 100 and 101) and the time grid. I am using the ...
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26 views

Numerical dispersion in FDTD

I was reading the book "Computational Electrodynamics: The FDTD method" by Taflove and Hagness, probably the most cited book when it comes to the FDTD method in Electromagnetics. In the ...
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80 views

Why does FDTD and FIT disregard Gauss's law?

This is a reformulation of a question I asked a couple of days ago. I'm posting it again because I believe the previous post was very unclear, I will probably delete the previous question. My question ...
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83 views

Verification of order of convergence of Implicit Euler Method to numerically solve Black-Scholes PDE

I'm trying to verify the order of convergence for implicit Euler method to numerically solve Black-Scholes PDE. Theory says that it should be $O(\Delta t + \Delta S^2).$ My code is working absolutely ...
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31 views

When to stop iterations in SOR solver for 3D Poisson equation

I'm writing a solver (in C) for 3D incompressible fluids, using the finite-differences method, and I'm finding a somewhat surprising behaviour: the solver provides "good-looking" solutions, ...
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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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74 views

Compute 1st derivative with backward difference approximation in python

I am trying to write a function to compute 1st derivative with backward difference approximation. $ u'(x_i) = \frac{u(x_i) - u(x_i - \Delta_x)}{\Delta x} \equiv D_- u(x_i).$ And for the first point, ...
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39 views

“This DAE appears to be of index greater than 1” daeic12 (line76) error code

Hi I am trying to solve a set of pde converted into ODE and DAE using central finite difference method. I have used the MATLAB 'solve' command to determine the coefficients of fictitious nodes for ...
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1answer
66 views

Backwards Difference Implicit Method for Nonlinear Parabolic PDE in Python

Original Stack Overflow Question: https://stackoverflow.com/questions/65683788/indexerror-index-31-is-out-of-bounds-for-axis-1-with-size-31?noredirect=1#comment116218335_65683788 PDE: u_t = u_xx + u(...
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66 views

Technique to find the CFL condition using the Galerkin method in space and finite-difference in time?

I am using the Galerkin method (Discontinuous to be precise) to discretize in space the scalar linear wave equation and the explicit second order centered finite difference scheme to discretize in ...
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Integrating a wavelike equation with absorbing boundary conditions

I am trying to numerically solve the following equation: $\frac{\partial^{2} \phi}{\partial t^{2}}-\frac{\partial^{2} \phi}{\partial x^{2}}+V(x) \phi(x, t)=0$ On some domain, with: $\phi(x, 0) = I(x)$ ...
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Which finite difference better approximates $uu'$?

I want to approximate $uu'$ with a finite difference. On the one hand, it seems to be $$(uu')_i=u_i\frac{u_{i+1}-u_{i-1}}{2\Delta t}=\frac{u_iu_{i+1}-u_iu_{i-1}}{2\Delta t}$$ On the other hand, $$(uu')...
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63 views

Numerical solution of the advection equation with Crank–Nicolson finite difference method

I need to implement a numerical scheme for the solution of the one-dimensional advection equation $$\\\frac{\partial u}{\partial t} + C(x, t) \frac{\partial u}{\partial x} = 0 \\\\$$ $$ \\ C(x,t) = \...
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Devising Convergent Numerical Scheme for PDE

I'm currently looking at the PDE \begin{align*} u_t + \left[x(1-y) - (1-x)\right]u_x - (1-y) u_y + (z-xy) u_z = (z-xy) u_{xy} - (1-x)u& \\ \end{align*} with \begin{align*} u(x,y,z,0) = 1& \\ ...
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65 views

Fix for FD WENO method for multi-component compressible flows

I'm solving two-dimensional four-component compressible Navier-Stokes equations with finite-difference WENO approach. The equations are pretty standard: $$ \frac{\partial U}{\partial t} + \frac{\...
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2answers
214 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 ...
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491 views

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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227 views

Finite difference method having a discontinuity

I am trying to understand the FDM which is a widely used method solving differential equations by using approximation below. $$\dfrac{\partial u}{\partial x}=\dfrac{u(i+1)-u(i-1)}{2\Delta x}$$ How can ...
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1answer
339 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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60 views

How to make a directed graph symmetric?

Say I have a directed graph given as an adjacency matrix $A$ in CSR format represented by the arrays ia (row indexes) and ja (...
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113 views

How to apply central difference to viscous fluxes in 2D Navier-Stokes equations?

I'm trying to solve 2D unsteady compressible Navier-Stokes equations with finite-difference or finite-volume method. Here is the system, it's pretty standard: $$ \frac{\partial U}{\partial t} + \frac{...
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49 views

Finding a CFD paper with extra degree of freedom variable in mass conservation

I am trying to find a paper that I saw about a year ago. I am not sure of the actual date of the paper. I believe it was a finite difference CFD paper. The interesting part of the paper was the ...
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1answer
72 views

Finite Difference for Advection Equation With Source

I'm trying to find a convergent finite difference scheme for the PDE \begin{equation} \begin{split} u_t + (x-1) u_x &= (x-1)u, \hspace{.5cm} x \in [0,1] \\ u(x,0) &= 1 \\ u(1,t) &= 1. \\ \...
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83 views

Solving 1D wave equation with finite difference method

I've written a code in Python to solve the 1D wave equation with the finite difference method (the explicit and the implicit methods). I'm trying to perform a mesh convergence study to estimate the ...
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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 ...
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1answer
49 views

How I can derive the Neuman boundary condition of this system of hyperbolic equations in 1D?

I would like to research the Neuman boundary that can verify the following problem $\begin{aligned} &\text { (} P \text { )}\left\{\begin{array}{l} \frac{\partial U}{\partial t}(x, t)+A \frac{\...
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45 views

discretizing advection equation with variable wave speed + stability

I currently have a code that solves $u_t+ cu_x=0$ with periodic boundary conditions, and constant $c$ (using an upwind method). I'm wondering how I would alter this code to solve something of the form ...
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1answer
109 views

(Lack of) Availability of Finite-Difference library for simple 2D PDEs

I would like to solve two types of simple 2D problems, namely the stationary heat equation on an L shaped geometry like this: And also compute the magnetostactic field in an air gap of the following ...
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1answer
237 views

Time complexity of numerical finite differences

I have a function $f:\mathbb R^N\to \mathbb R$ and I would like to compute all the partial derivatives of $f$ w.r.t. the $N$ input. What is the computational complexity using the (ones-sided) finite ...
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Haw to apply central difference to viscous flux in energy equation?

In many modern papers Navier-Stokes equations are solved with finite-difference or finite-volume methods using WENO reconstruction for non-viscous fluxes and central differences for viscous ones. It ...
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2nd-order TVD criteria for flux-limiter

Consider a nonlinear hyperbolic conservation equation: $$ \partial_{t}u = -\partial_{x}f(u) $$ The spatial derivative of $f(u)$ may approximated after a spatial discretization by $x_{j}=j\Delta x$ $$ \...
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1answer
114 views

Dirichlet Boundary Condition finite difference method using sparse-matrix $Ax = b$ system

I am trying to solve the boundary value problem for heat equation: $$ u_{xx} + u_{yy} = f(x,y) $$ where the solution $u(x,y) \in [0,1] \times [0,1]$ and the Dirichlet boundary condition $u(x,y) = ...
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2answers
114 views

Simplest way to “upgrade” from Euler equations to Navier-Stokes equations in FV or FD framework

I have quite a lot of experience solving unsteady Euler equations, including multi-component ones, with in house-coded finite-difference and finite-volume methods, including MacCormack and MUSCLE ...
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Accuracy of Explicit Euler method (finite difference) decreases as Δx decreases, shouldn't it increase?

The price of a commodity can be described by the Schwartz mean reverting SDE $$dS = \alpha(\mu-\log S)Sdt + \sigma S dW, \qquad \begin{array}.W = \text{ Standard Brownian motion} \\ \alpha = \text{ ...
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72 views

How is the mixed 2nd partial derivative simplified to a more efficient form?

I'm implementing the Finite Different 2nd and 3rd derivatives in my research and naturally I'm looking for the most efficient approach. From https://en.wikipedia.org/wiki/Finite_difference#cite_ref-...
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1answer
76 views

If analytically, a function is not differentiable at a point, does it make sense to write a finite difference code for the function at that point?

What would happen if I wrote a finite-difference code evaluated at a point where the function isn't differentiable analytically? I'm trying to think analytically vs numerically. Thanks,
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105 views

Solution of Cahn-Hilliard equation

I need to solve the Cahn-Hilliard equation $$\frac{\partial u}{\partial t} = \Delta(f(u) - \epsilon^2\Delta u), \hspace{.5cm}(x, t)\in \Omega\times(0, T],$$ using mixed formulation \begin{equation}\...
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1answer
128 views

3D laplacian operator

I have been unable to find the equivalent of the 5-point stencil finite differences for the Laplacian operator. In 2 dimensions for me it is clear that, using the finite difference method: $$ \nabla_{...
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1answer
64 views

Parity for artificial dissipation term in a finite-difference solution

I have a doubt regarding the signal of the dissipative term in a finite difference solution for an equation of the form $$ \frac{\partial u}{\partial x}+f(x)=0, u(0)=0 $$ In which $f$ is an odd ...
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48 views

numerical solution to pde on an ellipse

Looking for advice on discretization (preferably finite difference) schemes for pdes on curves in general, but in this case it is an ellipse (so given by $(a\cos(r), b\sin(r)$). The problem is the ...
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2answers
186 views

No flux Neumann boundary condition for non-stationary PDE equivalent to Dirichlet boundary?

When using no flux Neumann boundary conditions (i.e. zero derivative to the normal on the boundary) in a non-stationary PDE, I don't seem to recognize the difference to using Dirichlet boundary ...
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1answer
96 views

Method of Lines: How to simplify Jacobian with periodic BCs?

Consider the advection equation $$\frac{\partial u}{\partial t}+c(x)\frac{\partial u}{\partial x}=0.$$ With periodic boundary condtitions in $x$ with period $L$, i.e. $u(x,t)=u(x+L,t)$ and initial ...
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341 views

Finite-difference software for solving custom equations

Are there any good, easy to use, software for simulating the evolution of systems of generic differential equations? I know there are custom programs for various specific circumstances (such as ...

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