Questions tagged [pde]

Partial differential equations (PDEs) are equations that relate the partial derivatives of a function of more than one variable. This tag is intended for questions on modeling phenomena with PDEs, solving PDEs, and other related aspects.

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5 views

Effect on methods like Crank-Nicolson of adding a potential term, changing heat equation to Schrodinger equation

I'm studying up on methods for numerically solving the Schrodinger equation. The Schrodinger equation with a zero potential is formally identical to the heat equation in the sense that we just make ...
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Euler Explict Method for solving the PDE for option prices under the Schwartz mean reverting model. Numerical Finance

I have to solve the following PDE for a Call option : $\partial_tV + \{ \alpha - (\mu - \lambda/ \alpha -log(S))\}S\partial_SV + 1/2 \sigma^{2}S^{2}\partial_{S}^{2}V - rV = 0$ Where V(S,t) is the ...
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How to derive the corrector step for the eq $\frac{\partial u}{\partial t}+\frac{\partial f}{\partial x}=0$

Let define a predictor step for the equation $\frac{\partial u}{\partial t}+\frac{\partial f}{\partial x}=0$, by: $$U_{i+\beta}^{n+\alpha} \equiv \bar{U}_{i}=U_{i}^{n}+\beta\left(U_{i+1}^{n}-U_{i}^{n}\...
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How to modify or add continuity condition for internal boundary in COMSOL? [closed]

Using pressure acoustics module in COMSOL, I’m modeling the acoustic pressure in two domains: air and liquid droplet, where acoustic waves move from air to the liquid droplet. The air domain has the ...
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1answer
87 views

I need help with a variational formulation

For this problem \begin{cases} &\frac{d^2 u}{dx^2}=Log(1+x+y),in \quad\Omega=(0,1)^2\\ &u=0,\qquad on \quad\Gamma_{1}: x=0\\ &u=0,\qquad on \quad\Gamma_{3}: x=1\\ &\frac{du}{d\eta}=0,\...
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66 views

Numerical scheme to calculate the normal mode of a set of hyperbolic PDEs?

I would like to solve the linearised, ideal, MHD equations, where the gas pressure is zero. $$\frac{\partial u_x}{\partial t}=v_A^2(x,z)\left[\nabla_{||}b_x - \frac{\partial b_{||}}{\partial x}\right],...
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2answers
87 views

Writing a single PDE from a gradient equation

I have a differential system like this, where $\Phi$ is a scalar valued unknown function: $$\nabla\Phi = \left(f_1(x, y), f_2(x,y)\right)^T$$ I'm trying to solve it in a FEM solver (COMSOL ...
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57 views

fixed point iteration on DD method

I have to solve the the problem $u_t+\Delta^2u=f(u)$, where $f(u)$ is non-linear, using domain-decomposition method. My approach is first using fixed point iteration on mixed form i.e to say $u^{k+1}...
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144 views

Two-dimensional modelling of a flate-plate reactor

I am trying to simulate the unsteady pollutant concentration along the reactor by solving the 2nd order PDE below with the stated BC and IC. which method is appropriate to solve convection-diffusion-...
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47 views

problem in interface operator

https://www.unige.ch/~gander/Preprints/42540.pdf. here I have a problem in section $4,$ of approximating the symbol $\sigma_i(k)$. My understanding is, to get back the operator $S_i$ we have to use ...
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Multidimensional center-of-mass coordinates for PDE solutions

In this question I'm looking for a discussion on coordinate transformations. Say I have a PDEs of the form $$ \frac{\partial}{\partial t} \, V(t,x) \ = \ \Bigg\{r(x,t) - \sum_{m=1}^D \mu_m(t,x)\frac{\...
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1answer
88 views

Numerical methods that can be written in flux conservative form

I have a system of non-linear PDEs that I expect to have shocks as well as the appearance of Gibbs phenomena (spurious oscillations that form near the shock) for 2nd-order methods or higher. I have ...
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43 views

When to discretize nonlinear Poisson Equation

I am trying to solve a nonlinear poisson equation of the form: $u_{xx} + f(u_y)u_{yy} = 0$. In trying to get a handle on this problem, it seems like there are two approaches. I could either ...
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Difficulty to prove the coercivity of $a(u, v)=\int_{\Omega} \nabla u \cdot \nabla v$

I'm stuck at proving the coercivity of the bilinear functional in the variational formulation of the problem: \begin{array}{c} -\nabla^{2} u=f \quad \text { in } \Omega \\ u=g_{D} \text { on } \...
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How to solve this mass transport diffusion equation?

My goal is to numerically solve the mass transport diffusion equation of the form: $$\ \nabla (D \nabla C) =0$$ $C$ is concentration and $D$ is the diffusivity constant. I was solving this for a ...
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Add orthogonality constraint to PDE over entire domain finite element

I have a nonlinear differential equation for $u:\mathbb{R}^2\rightarrow\mathbb{R}^3$ that I can express in the form: $ \nabla (g(u)_{ij} \nabla(u)^j) = 0 $ which is similar to the "Nonlinear Poisson" ...
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1answer
94 views

Why is my Cahn-Hilliard simulation separating out so finely?

I am trying to simulate the Cahn-Hilliard equation using Python, but the 2 fluids aren't separating into big blobs, as desired, under any conditions. I'm setting up (what I think is) an orthogonal ...
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1answer
61 views

Mesh partition quality

I am working on static FE mesh partitioning and in order to achieve a good quality partitioning I want to know how to drecrease interprocessor communication by increasing the connectivity of elements ...
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50 views

Change of variable in a Pde equation

From the following model problem: $$\frac{\partial u}{\partial t}+V \cdot \operatorname{grad}(u)=\operatorname{div}(K \cdot \operatorname{grad}(u))+f(x, t)$$ where $K$ characterize the diffusion, ...
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More efficient way of solving for transfer function between boundaries of wave equation

I am considering the wave equation with position varying material properties $$ m(x) \frac{\partial^2 u}{\partial t^2} = \frac{\partial}{\partial x}\left(k(x) \frac{\partial u}{\partial x}\right), \...
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1answer
71 views

Galerkin method for heat equation

I'm working out the Galerkin method for the heat equation $$\frac{\partial u}{\partial t} - \frac{\partial^2 u}{\partial x^2} = 0$$ subject to $u(0,t)=0,u_x(1,t)=v(t)$. I want to use a Fourier basis ...
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1answer
28 views

Norm of operator in finite element discretization of Heat equation

I am solving the heat equation discretized spatially via FEM and temporally via backward Euler. I get the system $$M \dot{u} = K u +f$$ where $u$ is a vector representing the solution at spatial ...
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1answer
36 views

Coupled pdes of the first order

May question is about possible approaches to solve the following system $$ \begin{array}{rcl} \nabla{n}&=&n\,\mathbf{E},\\ \nabla\cdot\mathbf{E}&=&1-n, \end{array} $$ in general with ...
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Why does the naive barycentric hodgestar fail?

The discrete exterior calculus is defined first using circumcentric dual cells, because the primal and dual edges are orthogonal and thus the dual cells are convex. This leads to a diagonal hodge star ...
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1answer
69 views

Parallel solution of PDEs

Which is the best approach to solve a PDE in parallel: 1.To split the mesh the mesh in N parts and every processor works on its own part or 2.To take the global linear system Ax=b and solve it in ...
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53 views

The relation between PDE order and discretization order

In Jasak's Ph.D. thesis (2000), a notion is given about discretization of a transport equation: For good accuracy, it is necessary for the order of the discretization to be equal to or higher than the ...
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150 views

Has anyone used Julia to write a PDE solver?

I've tinkered with Matlab's PDE toolbox for a while but was wondering whether anyone here has used Julia to build a PDE solver. If so, what are the advantages and limitations of Julia for PDEs? I'm ...
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42 views

How to determine the finite difference coefficient matrix in 2D with periodic BC?

I'm solving a PDE in matlab using ode15s, and since the spatial dimension is 2, and number of variables grow large very quickly, I need to supply the structure of ...
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1answer
68 views

Simple particle-in-cell examples

I am studying about the 1D EM-PIC (Electro Magnetics using particle-in-cell) simulation. I want to have a simultaneous time-integration of the electric/magnetic fields plus the motion of free charges ...
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2answers
52 views

What space-time points should a known coefficient function be evaluated at when using the Lax-Friedrichs scheme to solve the transport equation?

For a scalar quantity $u = u(x, t)$, I'm considering the transport equation \begin{align} u_t + au_x &= 0, \qquad{x\in[0, L], \ t\in[0, T]} \\ u(0, t) &= u_{\text{in}}, \\ u(x, 0) &= f(x). ...
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1answer
57 views

How long should the hyperelastic equations be solved before updating the mesh?

How long should the hyperelastic equations be solved before updating the mesh? To be specific, I'm interested in the hyperelastic model with a neo-Hookean solid: $$ \nabla\cdot\sigma + f = \rho\ddot{...
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41 views

How to achieve (approx) unit scaling of a non-linear diffusion (heat) equation with a wildly varying diffusion coefficient?

I have numerical issues with a poorly scaled one-dimensional non-linear diffusion equation in physical co-ordinates $$ \frac{\partial{u}}{\partial{t}}(x,t) = \frac{\partial}{\partial{x}}\left(D(u) \...
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3answers
148 views

What numerical methods are used to model deformations in elastic physics?

What numerical methods are used to model deformations in elastic physics? For example, here's an example of a hyperelastic deformation in Ansys: Perhaps more simply than hyperelasticity, for linear ...
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37 views

Comparison of convection time - theoretical value vs computed

This is a follow up to my previous post here, I'm solving for convection in 1D $$\frac{\partial C}{\partial t} = - v\frac{\partial C}{\partial x}$$ The discretization of the above equation is ...
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1answer
100 views

Simulating 1D diffusion

I'm trying to understand the influence of Neumann boundary condition while simulating 1D diffusion equation $$ \frac{\partial C}{\partial t} = \nabla \cdot (D \nabla C). $$ The initial value is set ...
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140 views

Time-dependent Schrodinger equation implementation in FEniCS

For our Bachelors thesis we're trying to solve the Schrodinger equation $i\partial_tu = -\nabla^2u+Vu$ in FEniCS. Given the domain $[-5, 5]^2$ with an initial value of $u_0(x, y)=e^{(-2(x^2+y^2))}$ ...
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1answer
96 views

Question on comparing the accuracy of numerical schemes

This is a follow up to my previous post here I'm solving the following 1D transport equation . $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$...
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1answer
138 views

Question on how MATLAB's pdepe solver works

I'm solving the following 1D transport equation in MATLAB's pdepe solver. $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ At the inlet (left ...
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127 views

Effect of mesh size on solution curves for a 1D problem

I'm interested in studying the effect of mesh size on the behavior of the solution curves of 1D convection-diffusion problem. $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2} - ...
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44 views

Solve system of PDES

I need to solve the following system of partial differential equations \begin{align} \psi_{x} &= -i a \psi - b \phi,\quad &(1)\\ \phi_{x} &= b \psi + i a \phi,\quad &(2)\\ \psi_{t} &...
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1answer
76 views

About the discrete $H^1$ norm

I need to understand what is the right expression for the "discrete $H^1$-norm of a function v(which of course need to be in $H^1$). By definition, $$||v||_{H^1}^2 = ||\nabla v||_{2}^2 + ||v||_2^2 $$ ...
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64 views

Type of Rosenbrock method by its coefficients

A Fortran code that solves stiff PDE systems contains the following arrays of Rosenbrock-Wanner method coefficients: ...
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1answer
77 views

pdepe or Crank-Nicolson? How much is pdepe good?

I am beginner in MATLAB and similar. I sow and discussed with my professors doing simulations some times: they wrote down a lot of calculus, most of them using Crank-Nicolson Method and so implement ...
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1answer
97 views

Is this a valid way to implement Neumann BCs in finite differences?

I'm trying to solve the 1D heat equation with Neumann boundry conditions numerically using finite differences: $$u_t = \alpha u_{xx}$$ $$u_{x}(0, t) = u_{x}(L, t) = k$$ $$u(x, 0) = u_0(x)$$ The main ...
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69 views

Comparison of diffusion time - theoretical value vs computed

This is a follow up to my previous post I've been trying to compare the diffusion time obtained from theoretical derivation(answered in my previous post) and what is obtained computationally, for a ...
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2answers
185 views

What are the most important theorems in computational science? [closed]

I was reading the book: The Finite Element Method: Theory, Implementation, and Applications by Mats Larson and Fredrik Bengzon, in page 140 of this book they say this: "The Lax-Milgram Lemma is ...
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2answers
113 views

What's a nice simple PDE to play with in Matlab?

I want to learn a very simple PDE to gain physical and mathematical intuition—a PDE with just one spatial dimension $x$ and a time dimension $t$. And, I want to write code for it in Matlab and use a ...
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271 views

Numerically solving a partial differential equation in python with Runge Kutta 4

I'm supposed to solve the following partial differential equation in python using Runge-Kutta 4 method in time. $$ \frac{\partial}{\partial t}v(y,t)=Lv(t,y) $$ where $L$ is the following linear ...
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1answer
278 views

Computation of diffusion time

While simulating the diffusion of a substance in 1D, $$ \frac{\partial C}{\partial t} = \nabla \cdot (D \nabla C). $$ I'd like to compute the diffusion time In this link, the diffusion time is given ...
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1answer
110 views

Numerical solution of zero-potential time-dependent Schrödinger equation in 1D

I want to solve numerically the one-dimensional time-dependent Schrödinger equation $$i \psi_t(x,t)=-\frac{\hbar}{2m} \psi''(x,t)$$ My issue is that I don't have the physical background to understand ...

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