# 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 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 ...
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### Mass conservation in 1d diffusion by method of lines

I am solving the 1D diffusion equation by discretization using the method of lines. My problem is that I don't manage to ensure mass conservation. I have read many similar questions about the topic ...
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### Finite difference method basic implementation on Octave

Trying to study the error of FDM for a second order derivative versus step size I calculated the coefficients and validated them, but the output has errors for small step sizes. The function in ...
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### Why naively chopped finite difference matrix works for different ODE boundary conditions

We know finite difference method (FDM) can replace $y''(x)$ as $\frac{1}{h^2}[y(x+h)+y(x-h)-2y(x)]$ or so. One naive way to write down the matrix of the differential operator is like the following, ...
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### Why do I still obtain a unique solution with one-sided formula when b.c. isn't enough?

Let me illustrate the issue with an simplified example. Suppose we want to solve the following problem with finite difference method (FDM): \frac{\partial u(t,x)}{\partial t}=\frac{\partial^2 u(t,x)...
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### Numerical scheme to solve Maxwell equations with fixed potential boundaries?

We have a 2D electromagnetic field (in the sense that: $E=(E_x,E_y,0)$, $B=(0,0,B_z)$, and all derivatives with respect to $z$ are $0$), and we are considering a system made up of two walls at $x=-b$ ...
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### How to force potential boundary conditions in the Yee scheme for solving Maxwell's equations?

Assume that we have a 2D electromagnetic field (in the sense that: $E=(E_x,E_y,0)$, $B=(0,0,B_z)$, and all derivatives with respect to $z$ are $0$), and that we are considering a system made up of two ...
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### 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 ...
As described in this Wikipedia article, a discrete laplacian matrix can be made for a 3D regular grid using Kronecker products. I'd like to use the same methodology for $(n-1)\times n$ matrices of the ...
Let's say I am running a FDTD simulation of a wave-equation to determine a transfer function of an LTI system: \begin{equation} H(f) = \dfrac{Y(f)}{X(f)}\ \end{equation} where $Y(f)$ and $X(f)$ are ...