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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1answer
119 views

interpolation 2D irregular nodes

Given a 2D irregular spaced data like shown in the figure, I would like to know how to find derivatives at '*' by interpolating the values at 'o'. Does lagrange 2D interpolation work at irregular ...
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4answers
2k views

Advection equation with finite difference: importance of forward, backward or centered difference formula for the first derivative

I am a newbie in finite difference methods, so I apologize in advance if the question is trivial. I am trying to solve the advenction equation, i.e. $\frac{\partial \phi(x,t)}{\partial t} + v \frac{\...
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1answer
312 views

(FD WENO) Correct characteristic decomposition of 2D Euler equations [closed]

After successful implementation of characteristic-wise finite-difference WENO method to 1D Euler equations, I'm moving to 2D equations on cartesian grid: $$ \frac{\partial U}{\partial t} + \frac{\...
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1answer
715 views

Finite Difference Method Limitations/Stability Criteria

Is it possible to solve an equation with only a single derivative such as: $$\frac{\partial U(x,t)}{\partial t} = A - BU(x,t)$$ with finite difference methods? I ask as I am trying to solve the ...
1
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2answers
147 views

How to compute WENO-reconstructed flux in local characteristic field?

I'm trying to apply finite-difference characteristic-wise WENO method to 1D Euler equations: $$ U_t + F(U)_x = 0, \; \;\text{where} \;\; U = (\rho, \rho u, e) \;\; \text{and} \;\;F(U) = (\rho u, \rho ...
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1answer
219 views

Does 1D component-wise Euler WENO work with shocks at all?

I'm trying to implement finite-difference WENO method to progressively complex equations and systems. At the moment I'm successful with singular scalar equations (constant advection and Burgers), and ...
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0answers
75 views

Computing the change of function at two close points without cancellation

I want to compute the difference $\Delta f(x_1,x_2) = f(x_1)-f(x_2)$ of a smooth function $f(x)$ at two points $x_1$ and $x_2$ which are close to each other. The magnitude of the expected result, $|\...
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0answers
165 views

Implementing Neumann boundary condition in nonlinear integro-differential equation

Problem I would like to solve a nonlinear integro-differential equations on a 2D square domain $\Omega$ subject to Neumann boundary conditions using finite differences: $$\frac{\partial u}{\partial t}...
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0answers
50 views

Extrapolating to non-fluid cells (for Shallow Water Equations), for a shore/beach?

The water height $h$ and 2d velocity field $(u,w)$ are "extrapolated to non-fluid-cells, i.e., setting $h$ equal to the value in the nearest fluid cell." [Bridson] I'm using finite differences. ...
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0answers
51 views

Discrepancy in estimating boundary stencil for finite difference method

I am trying to estimate the FD stencil for boundary as mentioned in this paper (section 4.1) using MATLAB. The stencil order (6th) is higher than the one mentioned in paper (4th). $$ f_1' +\alpha f_2'...
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1answer
540 views

How to implement finite difference method for one dimensional Navier-Stokes PDEs

I am trying to use backwards finite difference method to numerically solve a pair of partial differential equations: $\frac{\partial \left(pv\right)}{\partial x}+\frac{\partial p}{\partial t}=0$ $\...
3
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0answers
215 views

Understanding Davis artificial viscosity

I'm solving 2D Euler's equations in Cartesian coordinates: $$ \frac{\partial U}{\partial t} + \frac{\partial F}{\partial x} + \frac{\partial G}{\partial y} = 0, \qquad U = \left( \begin{array}{c} \...
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0answers
213 views

CFL condition of source term

Consider one dimensional hyperbolic pde $$u_t+f'(u)u_x=0$$ For the above problem ,CFL condition is $\Delta t\leq \dfrac{\Delta x}{|f'(u)|}.$ But if we include the source term $,S(u,t),$ which ...
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0answers
254 views

Crank-Nicolson scheme in space for advection equation

Consider the equation $$\frac{\partial}{\partial t}v(t,x)=\frac{\partial}{\partial x}v(t,x)$$, for $t,x\in\mathbb{R}$. I'd like to solve this equation forward in space and backward in time, ...
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4answers
944 views

Finite difference for mixed derivatives on nonuniform grid

I need to have a finite difference stencil for the mixed derivative $$f_{xy}$$ on nonuniform grids such as this one: Since I could not find a stencil in the literature, I tried to derive it by my ...
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0answers
93 views

How would you specify mixed boundary conditions for a 2D PDE in the matrix used for finite differences

I have the following PDE in 2D: $U_{x} + U_{xx} + U_y + U_{yy} + U_{xy} = f$ where $f$ is a constant. And I'm trying to create a matrix $A$ to solve the PDE through finite differences: $AU = f$. I ...
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2answers
113 views

First-order ODE scheme implementation giving less than first-order convergence?

I am solving the initial value problem $$ \frac{d}{dt} (E C_g) = -\delta, \quad E(0) = E_0, $$ for $E$, where $E$ and $C_g$ are functions of $t$, $C_g$ is completely known, and $\delta$ is a function ...
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0answers
76 views

Find B-spline coefficients from values on collocation points

The context of my question is how to compute high order derivates on direct numerical simulation of turbulent channel flow. It is of particular interest for fluid dynamics and turbulence research. I ...
3
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2answers
185 views

Why does multiplying two first derivative finite difference matrices not give the matrix for the second derivative?

The finite difference matrix for the first derivative is $\begin{bmatrix} -1 & 1 & 0 \\ 0 & -1 & 1 \\ 0 & 0 & -1 \end{bmatrix}$. The finite difference matrix for the second ...
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0answers
162 views

Time-dependent Schrodinger equation(time-dependent Hamiltonian)

This question was already asked here and this is a suitable form of the equation for numerically solving. \begin{align*} i\frac{\partial}{\partial t}u_{\ell}(r,t) = \Bigg(-\frac{1}{2} \frac{\partial ^...
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2answers
302 views

Finite difference methods for multidimensional coupled equations

My knowledge of finite difference is very basic so this could be very trivial. I've seen how multidimensional finite difference works for say fluid equations, but they are also dealing with a single ...
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0answers
73 views

Numerically solving generalized eigenproblem with Neumann conditions

I am interested in finding the eigenvalues/eigenfunctions of problems such as $$ \partial_{xx} u = \lambda \partial_{yy} u, $$ which can be solved as the generalised eigenvalue problem $$ \mathbf{A}...
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1answer
514 views

Crank-Nicolson method for inhomogeneous advection equation

Suppose we have the inhomogeneous advection equation $$\left(\frac{\partial}{\partial x}+\frac{1}{c}\frac{\partial}{\partial t}\right)u(t,x)=v(t,x)$$ for $u,v:\mathbb{R}\times\mathbb{R}\to\mathbb{R}$ (...
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1answer
502 views

Correct eigenfunctions of Laplace operator by Finite Differences

I am trying to compute the eigenfunctions of the Laplace operator, i.e. finding $u$ in $$ -\nabla^2 u = \lambda u .$$ For now I am trying to do this in 1D, so $$ \nabla^2 = \partial_{xx} .$$ I am ...
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0answers
186 views

Accuracy of finite difference method for heat equation on a disk

To study an approximation for the heat equation $$\frac{\partial^2 u}{\partial r^2}+\frac{1}{r}\frac{\partial u}{\partial r}+\frac{1}{r^2}\frac{\partial^2 u}{\partial\theta^2}=f(r,\theta)$$ on the ...
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1answer
154 views

Can this nonlinear advection-diffusion equation be discretized as to only have to solve SPD systems?

Consider a nonlinear advection-diffusion equation of the form $$ \frac{\partial u}{\partial t} = \nabla \cdot (a(u) \nabla b(u) - \vec{c}(u)u) \tag{1} $$ on a rectangular domain with Dirichlet ...
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1answer
175 views

Fully discrete finite element method for 1D dynamic euler-bernoulli beam problem

I am trying to solve a 1D initial boundary value problem in MATLAB using Finite Elements with time stepping, for the purpose of learning scientific computing and to build up to more difficult problems....
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1answer
332 views

Linearization in Finite Difference Method: Why?

I have a very basic question, and I hope some of you might be able to help me: In Fluid Dynamics, a common equation turning up time and time again is the so-called continuity equation: $$\frac{\...
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0answers
29 views

Simulation of a lens, insufficient points

I am simulating the propagation of a light pulse using the equation $$\frac{\partial}{\partial z}A=\frac{1}{2\cdot k_0}\nabla^2_rA$$ with $$k_0=\frac{2\pi}{\lambda_0}$$ The propagation with a step ...
4
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1answer
733 views

Von Neumann stability analysis with a constant term

I have a question concerning the von Neumann stability analysis of finite difference approximations of PDEs. There seem to be a wealth of online source explaining the application of this stability ...
0
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2answers
89 views

Parabolic differential equations with time delay

Let $d_1=1,d_2=2,a_{11}=\frac{5}{13},a_{12}=\frac{22}3,a_{21}=-2,a_{22}=\frac{6}7,\tau=\frac{5}7$, $\psi(t,x)=\cos^42x,\phi(t,x)=\frac{3}{13}x^4\sin^2 3x$, $\Omega=[0,200]$ How to solve: $$\left\{ \...
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1answer
446 views

Solving an equation in space and time using the Crank-Nicolson approach

Assume I have the following equation (light propagating in $z$-direction through the matter): $$id_zu+d^2_ru=0$$ with $u(z, r)$ being a complex wave. The time scale in this equation is $$t\equiv t_\...
2
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1answer
935 views

Solving an iterative, implicit Euler method in MATLAB

I'm trying to solve an iterative problem that includes an implicit (backwards) Euler method to find successive time values for a given function. The numerical problem is shown here: $$ \begin{...
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0answers
105 views

boundary condition in 2-D planar finite difference problem

I'm working on a 2-D planar finite difference code. My differencing scheme at the boundary nodes involves introducing ghost nodes in the computation. My code also involves a multi-dimensional ...
3
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2answers
596 views

Solving Ax = b with sparse A and sparse b

Let's suppose I'm numerically solving the Poisson equation for a delta function source: $$ \nabla^2 f(x) = \delta(x-x') $$ I can represent the Laplacian $\nabla^2$ using the finite difference method ...
0
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1answer
162 views

Numerical solution of nonlinear thermoconductivity equation

I have to find and plot a numerical solution for the following equation (I have to write a solver): $$u_{t} = (u^2 u_x)_x$$ with the following conditions $u(0,t) =0, u(1,t) = \sqrt{\frac{2c-2}{t}}, u(...
6
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1answer
318 views

Gaussian Numerical Differentiation

Gaussian quadrature improves on Newton-Cotes formulas by allowing the abscissas to vary along with the weights in order to integrate higher order polynomials. Can this idea be extended to numerical ...
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2answers
179 views

Trying to compute the error from comparing two arrays

Some context: I am working with the Black-Scholes model.. I have an explicit (Black-Scholes) formula which is the exact solution to my problem. I have written code which implements a finite-difference ...
2
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2answers
673 views

MATLAB FFT Differentiation

I am trying to implement the Laplacian operator using Fourier Transform differentiation (https://en.wikibooks.org/wiki/Parallel_Spectral_Numerical_Methods/...
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0answers
63 views

Discretization of a multi-function term

I'm trying to do discretization to the following system: $\frac{{\partial \rho }}{{\partial t}} = - \frac{{\partial \rho }}{{\partial x}}u - \rho \frac{{\partial u}}{{\partial x}}$ $\frac{{\partial ...
1
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2answers
259 views

V-cycle Multigrid for 2D transient heat transfer on a square plate using finite difference

I'm currently developing a program to solve 2D transient state heat conduction on a square plate using the V-cycle multigrid. Althought my program is able to reach the steady state solution, it's ...
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0answers
187 views

Breather solutions of Sine-Gordon Using Finite Differences

I'm attempting to simulate a standing breather of the form $$ u(x,t)=4\tan^{-1}\left(\sqrt{3}\cos\left(\frac{t}{2}\right)sech\left(\frac{\sqrt{3}x}{2}\right)\right)$$ for the Sine-Gordon equation $$u_{...
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0answers
137 views

Smoothness indicator calculation for WENO methods

I am trying to calculate the smoothness indicators for the WENO methods using the method given by Jiang and Shu. $\beta_k = \sum_{l=1}^k \Delta x^{2l-1} \int_{x_{i-1/2}}^{x_{i+1/2}} \Big(\frac{\...
6
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1answer
204 views

Does mean removal increase accuracy of numerical differentiation?

I wish to compute the derivative of a vector through numerical differentiation. Let's say, we use a standard 2nd order central difference scheme, to arrive at a differentiation matrix, and apply it on ...
2
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2answers
423 views

Precision loss in Matrix-Vector product when applying Finite-Difference scheme

I am applying a 6th order Finite-Difference differentiation scheme as seen in http://www.scholarpedia.org/article/Method_of_lines/example_implementation/dss006 There seems to be severe numerical/...
7
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1answer
409 views

CFL condition in polar coordinates

In this question, I suggested that the Couran-Friedrichs-Lewy (CFL) condition for the wave equation in polar coordinates reads $$C = 2c\frac{\Delta t}{\Delta r \Delta \phi} \leq C_\max \enspace ,$$ ...
6
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3answers
362 views

ODE $x''(t)+\eta x'(t)+x(t)=0$ with the $\eta$ extremely small

I want to numerically solve the damped oscillator equation $$\frac{d^2x}{dt^2}+\eta\frac{dx}{dt}+x=0 .$$ Usually it's very easy to solve this kind of ODE analytically and numerically. But now the ...
3
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2answers
124 views

In numerical methods, eg, finite differencing approaches, does there exist convergent schemes that are not both consistent and stable?

In a book that our course is following this semester, the theorem given is only in one direction: if the scheme is both consistent and stable, then the scheme is convergent. However, since this ...
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1answer
138 views

Initial Condition in a Numerical Problem

In a initial value problem does the initial condition has to satisfy the boundary condition and the governing equation? For example: If a non-homogeneous Neumann boundary condition for the pressure ...
4
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2answers
531 views

Time discretization: Runge-Kutta methods vs. standard backward difference

I've recently written a code that solves the incompressible/low-Mach number formulation of the Navier-Stokes equation with high-order methods for both time and space. My advisor insisted that I use ...

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