# Questions tagged [parabolic-pde]

A partial differential equation that describes diffusion phenomena.

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### Time discretisation after splitting a 4th order equation

Suppose we have a fourth-order parabolic PDE $$\partial_t u + a(t)\Delta( \Delta u) - div( b(x,t)\nabla u) =0$$ We split the equation into two second-order equations by introducing $w = \Delta u$ thus ...
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### Form of nonlinear diffusion equation

Consider the following nonlinear diffusion problem, $$\frac{\partial u}{\partial t} = x^{-2}\frac{\partial}{\partial x}\left(x^2 u^4 \frac{\partial u}{\partial x}\right), \quad 0 < x < 1$$ We ...
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### How do I use pdepe for a first order parabolic PDE with only one boundary condition?

I am trying to use Matlab's pdepe.m to solve the first order parabolic PDE $$\frac{\partial u}{\partial x}+\frac{\partial u}{\partial x}=x$$ I have not had trouble coding the argument of pdepe @pdefun:...
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### Continuous vs discontinuous space-time FEM

What are some reasons for approximating a (e.g. parabolic) PDE using the space-time method, with continuous finite elements in time, vs discontinuous finite elements in time? Are there e.g. ...
108 views

### Objective function for PDE-constrained boundary control problem in cylindrical coordinates

I'm interested in solving a boundary control problem for an axisymmetric diffusion problem where diffusive fluxes only appear radially. The corresponding problem for a uni-dimensional slab can be ...
139 views

### Is the Alternating-Directions Implicit method dependent on the space increment?

I am writing an Alternating-Directions Implicit Method for simple 2D diffusion ( \begin{equation*} \frac{df(x,y,t)}{dt}=D\Delta u \end{equation*}). Tridiagonal matrices are solved via Thomas ...
79 views

### Numerical scheme for the heat equation on the icosahedral hexagonal grid

I have a predefined grid(like this) that is spawned from a regular icosahedradron. It consists of many hexagons and 12 pentagons (corresponding to icosahedradron vertexes). I can tweak the granularity ...
104 views

### Nondimensionalization of a multi-component chemical diffusion equation

Edit I've modified the equations because they were wrong and I added the whole system, as asked by @Wolfgang I am trying to nondimensionalize a system of partial differential equations similar to 2nd ...
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### Is this a diffusion equation, or something else？

This is a time fractional PDE，where $0<\alpha<1$. I would like to know how to describe this equation and where does this equation come from.
92 views

### "Optimal" domain partitioning in domain decomposition algorithms

When solving a PDE numerically by domain decomposition methods, what is the "optimal way" to split the domain? Are there any results stating that a particular partition of the domain yields &...
118 views

### 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{...
1 vote
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### 3d schrodinger equation weak form

SCHRODINGER’S EQUATION $$-ih u_{t}(x,y,z,t) = \frac{h^2}{2m} u_{xx}(x,y,z,t)+ \frac{e^2}{r}u(x,y,z,t)$$ The potential $\frac{e^2}{r}$ is a variable coefficient. So, let’s take the free Schrodinger ... 44 views

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### 1D FEM for nonlinear diffusion coefficient

I want to solve with linear finite elements the equation $$\partial_t u = \partial_{x}(a(u)\partial_xu)$$ in the domain $t \in [0,1]$ and $x \in [-L,L]$. Here $a(u)$ is just a function of $u$. ...
1 vote
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### What will PDE discretization matrix look like for time and space? [duplicate]

Please note: this question is not a duplicate of this question since, while the PDE is the same, the nature of this question is different, i.e. the other question treats a different aspect of this PDE....
1 vote
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### Discretizing a parabolic PDE with finite volume method

I want to discretize the following parabolic PDE: $$u_t = \nabla\cdot(\alpha(x)\nabla u)- \beta u\\ x\in\Omega \subset \mathbb{R}^2\\ \partial_n u = 0\\ u(t,0) = u_0(x)\ge 0, \alpha(x)>0$$ Given ...
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### 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 ...
1 vote
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### An interesting numerical pde problem

I'm somewhat struggling with how they are getting this scheme. This is a problem from Morton & Mayers book on numerical pde solutions. I think they are using a forward difference approximation for ...
272 views

### Cauchy problem with a change of variables

Consider an advection-diffusion problem $$u_t+au_{xx}+bu_{x}=0,\quad x>0.$$ Now I want to remove the drift and rewrite the problem for the new domain. I use the change of variables $y=x-bt$, and ...
659 views

### spurious oscillations Crank-Nicolson

I want to make sure I am clear with all the reasons why oscillations and how wild they get. I will summarize what I understood from the books with respect to the application of the Crank-Nicolson to ...
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I am a little confused about the truncation error and what it actually means. So, For example I have an explicit approximation to the heat equation \frac{u_{j}^{i+1}-u_{j}^{i}}{\delta t}=\frac{u_{j-...
I am trying to solve the following problem via a finite difference approximation: $u_t = k \, u_{xx}$, on $0 < x < L$ and $t > 0$; $u(0,t) = u(L,t) = 0$; $u(x,0) = f(x)$. I take \$u(x,0) = ...