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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Numerical Partial Differentiation Check

In my computer vision course, we are working on extracting a 3D surface from a chain of 2D images taken under several conditions. This procedure is known as Photometric stereo. Prior to extracting the ...
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Good non oscilliatory derivatives for an exsisting grid

I'm calculating the entropy production of a shockwave by utilizing the equations: \begin{equation} \sigma = J'_q\frac{\partial}{\partial x}\left(\frac{1}{T}\right) +\frac{1}{T}\frac{4\eta}{3}\left(\...
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How to compute the Eigenvalue and Eigenstates of Quantum well with Effective mass using finite difference method in Python?

I want to compute the eigenvalues and eigenstates of a quantum well with different effective masses of electron in the barrier and in the quantum well. As can be seen [1]: https://github.com/mholtrop/...
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352 views

Why is the central difference method dispersing my solution?

I am solving numerically the ODE $\ddot x(t)=-c\dot x(t) -\sin(x(t))+F\cdot \cos(\omega t), \;\dot x(0)=x(0)=0$ for $t\in [0,20\pi]$ on an $N=2000$ dimensional grid. I am working on Python, and I ...
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110 views

Computing second derivatives with Neumann boundary condition

I am implementing a finite difference method for a PDE with a Neumann boundary condition. I will simplify my question to a single dimension. Suppose I have a PDE $$\frac{\partial u}{\partial t} = \...
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67 views

Attempt on 2d Advection with FDM - With Code

I tried to implement the 2d advection problem with a velocity field, that is not constant in space. My problem is, that the "mass" of my shifted density gets "eroded" or just ...
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27 views

shifting mass along a vector field

I have a positive matrix $\rho \in \mathbb{R}^{n,n}_+$ as a discrete probability density. Furthermore, I have a tensor $u \in \mathbb{R}^{n,n,2}$ that is constant in time and acts as a vector field. I ...
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About the the stability of using an explicit scheme on the heat equation

Before I get to the heat equation I'd like to talk about the advection equation. Descritize that with FD in time and BD in space: \begin{equation} \dfrac{u^{n+1}_i - u^{n}_i}{\Delta t} + v \dfrac{u^{n}...
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Stability analysis simplification for PDE

I have the nonlinear PDE $$\frac{\partial U(z,t)}{\partial t} + A(U)\frac{\partial U(z,t)}{\partial z} + B(U)U(z,t) + C(z,t) = 0,$$ where $A(U)$ and $B(U)$ are guaranteed to be real and positive. I ...
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Derivation of a parabolic PDE using Alternating Direction Implicit method

I have a very simple question concerning Alternating Direction Implicit (ADI) Scheme. If I have an equation of the form: \begin{equation*} \frac{df(x,y,t)}{dt} = \nabla^2 f(x,y,t) + f(x,y,t) \end{...
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CVODE Warning: Internal t = *** and h = 2.09813e-13 are such that t + h = t on the next step. The solver will continue anyway

I have a system to simulate the bubble evolution at different temperature conditions. I used CVODE_DENSE algorithm to solve the ODEs and get the bubble size and ...
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Finite Difference Approximation for the Laplacian in 2D that produces a nonsymmetric matrix

Consider the following PDE \begin{align} -\Delta u &= f \ \ \text{en} \ \ (0,1)\times (0,1) \label{P1} \\ u &= 0 \ \ \text{en} \ \partial ((0,1)\times (0,1)) \label{P2} \end{align} if we ...
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66 views

Finite Difference Method on a function with multiple elements of the same array

First time posting here, so I apologize for any missing info upfront. I am working on a program in VBA that calculates a function (which itself calls another function), then calculates the derivative ...
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145 views

Why can bad jacobians sometimes works better for implicit ODE method?

I'm solving a system of stiff ODEs describing atmospheric chemistry and transport. I am using CVODE BDF from Sundials Computing. I have two ways to approximate the jacobian: Allow CVODE to ...
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TVD Lax-Wendroff with non-constant velocity

I am dealing with a linear advection equation with a non-constant velocity, where I would like to apply a TVD Lax-Wendroff scheme in 1D. The equation is the following: \begin{equation} \frac{\...
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74 views

Numerical solution to the infinite well problem

I've used the following code to implement it ...
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How to decrease error in (FTCS) forward time centered space method?

I am using the FTCS method for solving differential equations. I know that the condition for stable output is $$ \frac{\alpha \Delta t}{\Delta x ^2} < \frac{1}{2} $$ But when I use the distance ...
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introduction to non-overlapping domain decomposition in 1D

I am new to domain decomposition and have been searching in google for an introduction in 1D which goes over the complete procedure from the continuous to the discrete problem as well as the algorithm ...
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Tensor product representation for the 9-point finite difference approximations for the Poisson equation

If we use 5-point finite difference approximations in a uniform rectangular grid to solve the Poisson PDE \begin{align} -\Delta u &= f \ \ \text{en} \ \ (0,1)\times (0,1) \label{P1} \\ u &= ...
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58 views

Compute numerical derivative for first and last points

Considering a centered finite difference approximation for the derivative, what is a reasonable approximation for the first and last points?
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180 views

Continuation of solution to $-\nabla\cdot (k(x,y)\nabla u)=f$

I'm trying to solve the following problem, I had previously opened another discussion for the implementation and well, it seems that it has turned out well, it can be found here. I need to calculate ...
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103 views

How to find the optimum finite difference method for derivatives?

Related to: What are the negatives of using higher order finite diference schemes? Problem: I have some discrete data of a trajectory $x_t$ with errors $\delta x_t$ of a physical system sampled at ...
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Solving PDEs: What is the best way to deal with non-banded/dense jacobians?

I have a system of PDEs describing atmospheric chemistry and transport. I use finite-differences to make my system of PDEs into a system of ~10,000 ODEs. I then integrate the ODEs forward in time with ...
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92 views

Calculating the Jacobian for a function containing a derivative

I have the equation $F(t) = \phi u + \frac{1}{2}\frac{d^2u}{dt^2} + u^3$ and broadly speaking, my task is to calculate the $\phi$ and $u(t)$ such that $F(t) = 0$. I am testing out a new algorithm to ...
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Expression for numerical amplification factor for Euler time integration and CD2 scheme for one degree hyperbolic function

This is the expression to be derived but I am not getting the exact expression as given in the image. Is the given expression given for the implicit Euler method? Here $N_c = c (\delta t)/h$ and $\tan(...
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351 views

Implementing routine for $-\nabla\cdot (k(x,y) \nabla u)=f$ in Matlab

I am solving the Poisson Equation for 2D given by the following expression: $$-\nabla\cdot (k(x,y) \nabla u)=f$$ in a rectangle with Dirichlet conditions on the boundary using Matlab. In principle I ...
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Why does this Non-Standard FDTD implementation lead to infinite increase in the magnitude of an EM pulse?

I have been working on a Particle-In-Cell Framework in Python and have noticed an issue where the magnitude of a EM pulse increasing infinitely as the simulation updates. Currently, I am using the Non-...
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why is complex step differentation better than central differences

I came across this post at Cleve's Corner, where he shows that complex step differentiation is more accurate than central differences. The error in both methods is $O(h^2)$. So why exactly does ...
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92 views

Stability condition FCTS method

The FTCS method comes from the discretization of a diffusion PDE like this: $$ a^{2} \frac{u_{i+1}^{k}-2 u_{i}^{k}+u_{i-1}^{k}}{\Delta x^{2}}=\frac{u_{i}^{k+1}-u_{i}^{k}}{\Delta t} $$ If I have the ...
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Howo to implement complex step derivative for complex functions?

I have a complex analytic function of which I want to take the numerical derivative. \begin{align} f(z) &\equiv f(x,y) = u(x,y) + i v(x,y) \\ \frac{d f(z)}{d z} & = \lim_{h \to 0} \frac{f(z + ...
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84 views

Stability of the Forward-Time Central Space method, section 9.3 in LeVeque

I am reading section 9.3 in Leveque about stability. The explanations are very short and brief so I am asking for some help to understand and elaborations. The result of the section is that for FTCS ...
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139 views

How to discretize a non-linear PDE with boundary conditions and intial value

Consider this non linear PDE: $$u_t + c(u^2)_x =\alpha u_{xx} \text{ , } -1<x<1 , t>0 $$ with $$u(-1,t) = g_L(t) \text{ , } u(1,t) = g_R(t) \text{ and } u(x,0)=f(x) $$ where the 3 functions(...
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Reynolds boundary conditions

I came across this paper comparing various boundary conditions. I am particularly interested to understand how to obtain the Reynolds boundary conditions (refer to equation 28). $$\left( \frac{1}{c} \...
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How to demonstrate the order of convergence of FTBS method for solving a hyperbolic PDE

consider the Purely hyperbolic model problem $$u_t+au_x=0$$ $$u(-1,t)=u(1,t) \text{ (periodic boundary)}$$ $$u(x,0)=f(x)$$ with $f(y)=\sin(2\pi y)$. Furthermore the exact solution is given by $u(x,t)=...
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Solving the 2D Rectangular Waveguide PDE with a Neumann boundary condition for TE modes

I am trying to find the possible modes of a 2d rectangular waveguide by solving the equation, $$\Big(\frac{\partial^2}{\partial x^2} + \frac{\partial^2}{\partial y^2} + \gamma^2 \Big)\psi = 0$$ where $...
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Why is this Advection-convection model with insulating boundary losing mass?

I am trying to model a 1-d advection-convection numerically, using an upwind scheme. I'm using the following equation to calculate the value of internal cells: $$C_x^{t+1} = C_x^{t} + D\frac{\Delta t}{...
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Comparison between stability and accuracy of various Finite Difference schemes

I`m Analyzing the 1D convection equation (PDE) for stability, consistency, and accuracy. I know Both upwind schemes (explicit and implicit) show better stability with a higher number of waves for ...
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Stability of Crank-Nicholson for advection diffusion equation for spatial discretization other than finite differences second-order centered

Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection-...
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How to avoid negative concentration from numerical solution using FDM scheme?

$\frac{\partial C}{\partial t} + u \frac{\partial C}{\partial x} + w \frac{\partial C}{\partial x} = D \left(\frac{\partial^2C}{\partial x^2}+\frac{\partial^2C}{\partial y^2}\right)-C \cdot \left(\...
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Stability plot of upward difference implicit time

I am analyzing the stability of 1D convection (advection) equation as shown in the picture. When I derive the equations as shown I want to get rid of the complex number. I`m asking if those stability ...
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112 views

Discretization of a non-linear ODE using FDM isn't grid indepenent

I am trying to solve the ODE : $\frac{d^2T}{dx^2} = \omega_1 T+\omega_2 T^2$ + using different numerical methods. I have tried the following discretizations so far and none of them seem to be grid ...
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discretization of advection diffusion with variable coefficients

I am looking for help to find a somewhat stable FD numerical scheme for the advection diffusion equation posed on a curve $(x(r),y(r))$. The equation becomes $$u_t=\alpha(r) u_r +\beta(r) u_{rr}+f(r,t)...
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High Running Time and Suboptimal Accuracy of 2D Wave Equation Solver with Finite Differences

Im trying to solve the following 2D wave equation: $$u_{tt} = u_{xx} + u_{yy}, \hspace{3mm} u(x,y,0) = \cos(4 \pi x) \sin(4 \pi y), \hspace{3mm} u_t(x,y,0) = 0$$ with the periodic boundary condition ...
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(FD WENO) Correct symmetry boundary condition for Euler equations

I'm trying to solve 2D Euler equations in axisymmetric formulation with finite-difference WENO scheme. I found some info on high-order boundary conditions for plane formulation (in this thesis, for ...
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64 views

2 point BVP solver: how to compute errors

Background I am working with chapter 2 in LeVeque's book: https://faculty.washington.edu/rjl/fdmbook/ I have build my own solver in Python to solve the 2 point BVP: $$ \epsilon u''+u(u'-1) =0 , \\ u(0)...
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113 views

Trouble Implementing 1d Wave Equation Finite Difference Solver

Im trying to solve the 1d Wave Equation on $x \in \mathbb{R}, t > 0$: $$u_{tt} = c^2u_{xx}, \hspace{5mm} u(x,0) = \cos(4 \pi x), \hspace{5mm} u_t(x,0) = 0$$ with $c = 1$ and a periodic boundary ...
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Divergence on wave equation simulation

I'm currenly working on my own PDE solver for non-linear simulations in python. I've done succesfully simulations for KdV and Fisher's equation, but now I'm playing with second order derivatives in ...
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81 views

Incorporating heat flux into Laplace Equation

I need to find the temperature distribution of a square plate using the Laplace equation by using FDM: $$ \frac{d^2T}{dx^2} + \frac{d^2T}{dy^2} = 0$$ But there is a heat flux entering from the top ...
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Results blow up when number of intervals is increases (Yee algorithm FDTD, dielectric sphere)

I have been trying to write a program that analyses EM wave scattering by a dielectric sphere for a project. The reference is Sadiku's book Numerical Methods in electromagnetics Edition 3. Now the ...
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70 views

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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