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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968 views

second derivative with non-uniform spacing

I am trying to derive the formula for the second-order second derivative of the function $f(z)$ in the case of non-uniform spacings. I start by considering that, around $z=\zeta_k$: $$f(z)=f(\zeta_k)...
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1answer
115 views

normal derivatives where normal vector is ill-defined

I have to calculate the normal derivative of a function $f(i,j)$ on a domain with an irregular boundary. Let's say something like this: x x x x 0 x 0 0 0 0 0 0 ...
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68 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". ...
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1answer
150 views

Closed boundary conditions in finite difference method for diffusive-advective equation

I am implementing a finite difference method in solving the diffusive-advective equation: $$ u_t + v \cdot u_x = D\cdot u_{xx} $$ (v, D are constants). Planning to use the operator splitting method (...
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0answers
180 views

Neumann boundary condition FD implementation for instationnary diffusion equation

I am trying to solve this diffusion equation : $\dfrac{\partial D\dfrac{\partial f}{\partial x}}{\partial x}+S = \dfrac{\partial f}{\partial t}$ ($D$ is not constant and varies according to $x$) with ...
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0answers
154 views

Global truncation error behavior at fixed time step

I am trying to solve the following diffusion equation problem: $\frac{\partial f}{\partial t}=\frac{\partial (D\frac{\partial f}{\partial x})}{\partial x}+S$ $D=1+x^{2}+\sin(x)$ $f(x,0)=1 , f(0,t)...
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2answers
784 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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3answers
100 views

Discretization Error amplification instead of stagnation to machine precision

I wrote a code on Python 2.7.5 to solve numerically the following differential equation. $\frac{\partial^2f}{\partial x^2}=-S$ $S=\pi^{2}\sin(\pi x)$ S is chosen that way in order to have $f= \sin(\...
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0answers
66 views

Finite differenced eigenvalue prob. of inhomogeneous boundary conditions?

I am basically asking about eigenvalue problems of differential equations using some finite difference method (FDM). Usually the system is subject to some boundary conditions (BC), e.g., Dirichlet or ...
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1answer
2k views

Applying Neumann boundaries to Crank-Nicolson solution in python

Consider the heat equation $$u_t = \kappa u_{xx}$$ with boundary conditions of $$u(x,0)=0\\ u(0,t)=100\\ u(l,t)=0$$ Numerical analysis by pyton can be done with ...
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1answer
95 views

finite differences on a slanted grid — advection diffusion equation

I used pretty much all my expertise with finite differences to solve an advection-diffusion equation with space-dependent coefficient with a grid in the $x$,$z$ domain with regular spacings. Something ...
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1answer
186 views

Numerical Lax-Wendroff scheme order of convergence on Burgers equation

I was suggested to move that question here. The question to be as follows. Statement of the problem Is it possible to achieve the second order of convergence (OOC) of Lax-Wendroff (LxW) scheme ...
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1answer
50 views

Problems with deriving an equation for a finite-difference scheme given in the journal paper

I'm reading this paper and trying to follow everything that the author has done. A Comparative Study of Finite Volume Method and Finite Difference Method for Convection-Diffusion Problem But there ...
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1answer
44 views

Finite difference time domain and dynamic permittivity

Since the permittivity of any material is usually complex function of temperature, frequency, density, etc. I was wondering if it is possible to use a dynamic permittivity which changes as a function ...
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1answer
160 views

Unphysical Behaviour Characteristic-Wise WENO5-Z

I am currently working on a scheme that uses finite differences WENO5-Z with 3rd Order Runge-Kutta time integration for solving the Euler equations. The code projects the conserved variables and ...
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1answer
52 views

Trying to solve a wave-like equation

I'm trying to solve an equation whose solutions I know are plane waves but there are a few nuances. First, the equation is of the form $$ \partial^2_t \psi + A(r)\partial^2_r \psi +B(r) \partial_r \...
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101 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 ...
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2answers
307 views

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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0answers
167 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
105 views

Multi-point axisymmetric boundary condition for Euler equations

I'm solving 2D axisymmetrical Euler's equations in conservative form: $$ \frac{\partial U}{\partial t} + \frac{\partial F(U)}{\partial x} + \frac{\partial G(U)}{\partial r} = H(U) $$ where $$ U = \...
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1answer
585 views

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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2answers
156 views

Find classical solution of transport equation with FDM

We know the classical solution of transport equation is determined by one initial (boundary?) condition, for example, the solution of $$\frac{\partial u(t,x)}{\partial t}+\frac{\partial u(t,x)}{\...
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1answer
164 views

Finite difference method for the electric field of the electron gun

Can anybody help me to find books or MATLAB code examples for solving electric field of the electron gun(fig.1)with finite difference method? Python code examples are also perfect. The electron gun ...
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2answers
206 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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2answers
71 views

Finite difference for 2nd order ode $y'^2+y y''+\frac{2}{x} y y' -0.1 y^2=0$ with $y'(1)=0$ and $y(1)=1$

How to solve second order non-linear ODE $$y'^2+y y''+\frac{2}{x} y y' -0.1 y^2=0$$ subject to $y'(1)=0$ and $y(1)=1$ over the interval $0 < x \le 1$. I turned the equation to a PDE $y'^2+y y''+\...
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2answers
270 views

Conservation violation in axisymmetric Diffusion Equation

1d diffusion equation Integrating the diffusion equation, $$ \frac{\partial u}{\partial t} = D \frac{\partial^2 u}{\partial x^2}, $$ with a constant diffusion coefficient D using forward Euler for ...
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1answer
122 views

Combine Hydrodynamics and Electromagnetics

Is it possible, in general, to combine hydrodynamical motion and expansion of material with, say, a finite difference time domain method to simulate light-matter interaction? If so, how is this done ...
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0answers
94 views

(Approximate) Incremental Projection Method for Navier-Stokes equations

I am trying to implement an incremental projection method for the 2D incompressible Navier-Stokes. The type of projection method I am trying is $$ \frac{u^{*} - u^{n}}{dt} = - \nabla p^{n} - u \cdot ...
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2answers
204 views

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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1answer
90 views

Computational Fluid Dynamics: Question on a third-order accurate finite difference approximation

According to this paper the following finite difference approximation is third-order accurate: $$\frac{d\rho_j}{dx}\approx\frac{2-\eta}{3}\frac{\rho_{j+1/2}-\rho_{j-1/2}}{\Delta x}+\frac{1+\eta}{3}\...
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1answer
96 views

How to treat non-linear term in finite difference solution of $T''_x+T''_y+aT^2=0$?

Can we linearize $T^2$ When solving $T''_x+T''_y+aT^2=0$ by finite difference? I solved $T''_x+T''_y=0$ in Matlab using a finite difference explicit scheme. But when there is a source term, I come ...
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1answer
84 views

Is it possible to solve multi-component Euler equations with finite-difference WENO methods?

Single-component Euler equations are solved with finite-difference WENO methods very well. Now I'm trying to apply them to gas mixtures (with aim to reacting mixtures). While searching for extension ...
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2answers
168 views

Fixing catastrophic cancellation in velocity formula

In Writing Scientific Software: A Guide to Good Style, several disasters are mentioned including a missle defence system which led to deaths at a US base in Saudi Arabia in 1991. The error was caused ...
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1answer
338 views

Advection equation in 2D using finite differences - the scheme works, but the pulse loses “energy”

I am trying to solve the following equation $ \partial_t g(x,y,t) = - v\left(\partial_x + \partial_y\right) g(x,y,t)$ using finite differences (here $v>0$). The equation is also solvable ...
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1answer
299 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
51 views

Chebychev Polynomial derivatives at zero points and extreme points

I was looking for some help with derivatives of Chebychev polynomials at zero points. The recursive expression, $$ T_{(j+1)}(x) = 2xT_j(x) - T_{(j-1)}(x) $$ has the derivative $$ T'_{j+1}(x) = 2T_j(...
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1answer
212 views

finite difference : why should we solve linear equation at each step

I'm trying to simulate the growth of a brain tumor using a 3d reaction-diffusion model $ \partial_{t}u = \nabla.{(D\nabla{u}) } + ku.(1-u)$ , knowing the initial distribution of tumor $u^0$, the non-...
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1answer
292 views

Adding Non-Linear source term to 2d Implicit MATLAB code

I'm running out of time for this code so any help would be greatly appreciated. I am currently coding the 2D heat/diffusion equation in matlab but i'm having trouble adding in the source term. my ...
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2answers
354 views

Finite Difference and Finite Volume as special cases of Finite Element

I have heard this many times that "FD is a special case of FE" and separately, that "FV is a special case of FE". However I have never come across a brief document that substantiates that claim, ...
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1answer
307 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
73 views

finite difference for a second order ode

I saw in a code for discretization of something like $\frac{d^2T(x)}{d^2x}$ , ( $x = sin(\theta)$ ) tries ...
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1answer
161 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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0answers
412 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 ...
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1answer
177 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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4answers
555 views

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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0answers
74 views

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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1answer
126 views

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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0answers
89 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 ...
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0answers
216 views

3D Finite-Difference using Kronecker Products

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 ...
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0answers
21 views

Does excitation type matter in a time-domain simulation/computation of a transfer function of an LTI system?

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 ...

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