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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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0answers
61 views

Finite difference method for conservative form of equations

My question is about how do we discretize the equations in the conservative form using finite difference method. I'm trying to solve Euler equations in conservative form. $$ \frac{\partial u}{\...
-1
votes
0answers
41 views

MHD - How to impose a solid, perfect insulator as a boundary condition?

Consider the following MHD equations: $$\frac{\partial \rho}{\partial t}+\nabla\cdot(\rho\vec{u})=0,$$ $$\rho\frac{D \vec{u}}{Dt}=\vec{j}\times\vec{B}-\nabla p,$$ $$\frac{\partial\vec{B}}{\partial t}=\...
2
votes
2answers
105 views

How does a stiff equation solver work?

I am trying to understand how stiff differential equations are solved. For instance the equation, $$\frac{\partial y}{\partial t} = \alpha\frac{\partial ^2 y}{\partial z^2}$$ can be solved using ...
0
votes
1answer
334 views

Proper boundary conditions for potential flow around cylinder

I am computing the stationary, incompressible, inviscid and irrotational flow around a circular cylinder using a discretization in general coordinates. I derived a PDE and proper boundary conditions ...
-1
votes
0answers
60 views

Understanding how to solve DAE

I am solving the following pde that is discretized in space using method of lines, in MATLAB using ode15s. $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\...
45
votes
5answers
7k views

What are criteria to choose between finite-differences and finite-elements

I am used to thinking of finite-differences as a special case of finite-elements, on a very constrained grid. So what are the conditions on how to choose between Finite Difference Method (FDM) and ...
2
votes
1answer
88 views

Analytical Solution of Transport Equation

I'm looking at the analytical solution of the convection-diffusion equation $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ with initial ...
1
vote
0answers
50 views

Implementing boundary condition

I'm studying the transport of species A in the blood vessels, $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ At x=0, I want to use the ...
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votes
0answers
38 views

Finite difference coupled PDE solution to 1D heat-reaction equation

I am trying to solve a coupled PDE for a thermal runaway reaction using finite difference method. I have 2 variables, temperature (T) and concentration (c) that vary as a function of time (t) and ...
1
vote
1answer
34 views

Radiation heat transfer between surfaces

I'm trying to model the temperature distribution over a curved surface. Apart from the heat equation, I need to take into account the energy emission/absorption through electromagnetic radiation. The ...
-1
votes
0answers
40 views

Choice of initial condition

I am trying to simulate the following system. $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ with initial condition $$c(x,0) = C_o$$ and ...
8
votes
1answer
496 views

Time discretization of the variational formulation of the Navier-Stokes equation

I've asked this question on mathoverflow too. Let $T>0$ $I:=(0,T]$ $d\in\mathbb N$ $\Lambda\subseteq\mathbb R^d$ be nonempty and open, $$\mathcal V:=\left\{\phi\in C_c^\infty(\Lambda,\mathbb R^d):...
3
votes
2answers
89 views

How to simulate basic semiconductor models using the Drift-diffusion model on Python?

I'm trying to simulate basic semiconductor models for pedagogical purposes--starting from the Drift-diffusion model. Although I don't want to use an off-the-shelf semiconductor simulator--I'll be ...
0
votes
1answer
49 views

Numerical solution of non-linear first order partial differential equation (HJB)

I am trying to solve a simple optimal control problem using the Hamilton-Jacobi-Bellman equation, numerically in Python. This is proving to be rather difficult as I end up having to solve the ...
0
votes
1answer
46 views

Changing the domain of a 3D Finite Difference code from cube to sphere

I have an explicit FD (Finite Difference) code for diffusion/heat on a PDE in a cuboid domain, and it works fine. I would like to update the discretized equations and change the code so as to solve ...
2
votes
0answers
52 views

Identify the components of the (weak form) PDE in structural mechanics

I am trying to identify the weak form of PDE in structural mechanics. I read a lot of papers where they are using the elliptic boundary value problem \begin{equation} \int\limits_{\Omega} \delta \...
2
votes
0answers
60 views

2d wave equation with finite differences blowing up

I am (naively) trying to solve the 2d wave equation with finite differences. But the system blows up instantly. For simplicity I set the constant $c=1$, then I am left with $$\Delta u =u_{tt}.$$ I ...
5
votes
1answer
221 views

Numerical methods for solving a mixed type nonlinear PDE

What type of numerical methods are there to solve PDE of the sorts of: $$\begin{align} &f(x,t,u(x,t))u_{xx} - g(x,t,u(x,t))u_{tt} = F(x,t,u(x,t))\\ &u(x,0)=G_1(x)\\ &\frac{\partial u(x,0)}...
3
votes
2answers
394 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 ...
3
votes
0answers
31 views

Guide for finite-difference schemes for Hamilton-Jacobi-Bellman Equations

I need to solve a simple, low-dimensional Hamilton-Jacobi-Bellman equation. Is there a simple guide for doing this numerically using finite-difference schemes? I found a few research articles ...
1
vote
2answers
113 views

Method to find PDE equation coefficient satisfying mean solution?

What is the best approach to go about solving a PDE problem of the type \begin{equation} k^3\Delta u - k(\mathbf{1}\cdot\nabla u) = 0\, ,\\ u=g\; \text{on}\; \Gamma_D\, ,\\ mean(u) = u_\text{...
4
votes
1answer
96 views

Matrix Representation of a Discretization for a Partial Differential Equation

I want to discretize the following problem \begin{cases} \mu \nabla^2u+(\lambda+\mu)\nabla \nabla\cdot u = \rho \frac{\partial^2u }{\partial t^2 } + \beta \frac{\partial u}{\partial t}\\ u(...
3
votes
2answers
104 views

Quantification of non-stationarity of PDE solution

Suppose I have a time-dependent PDE discretized by the Rothe method and FEM, like $$ \int_{\Omega} k^{n+1/2}(u^{n+1}-u^{n}) v \;\mathrm{d}x = F^{n+1/2}(u^{n+1},u^n)[v] \quad \forall v\in V_h^n. $$ ...
8
votes
1answer
2k views

PDE discretization with the method of rothe and the method of lines (Modular implementation)

The Heat equation is discretized in space with FV (or FEM), and a semi-discrete equation is obtained (system of ODEs). This approach, known as the method of lines, allows to easily switch from one ...
1
vote
1answer
131 views

Libraries to deal with unstructured grids

I am dealing with a *.cgns file. This mesh format, when saved as an unstructured grid, holds nodes coordinates, nodes connectivity per element and boundary ...
1
vote
0answers
81 views

Finite differences for the one-phase Stefan problem

I am trying to code the one-phase, one-dimensional Stefan problem using finite differences in Matlab, similarly to what has already been done in Mathematica (see https://mathematica.stackexchange.com/...
2
votes
1answer
75 views

Stability Analysis

The partial differential equation, \begin{align} \dfrac{\partial f}{\partial x} + a(x)\dfrac{\partial f}{\partial y} = 0 \qquad & f(0,y) = f(L_1,y) = c_0e^{-y} \\ & f(x,0) = c_0 \;,\; f(x,L_2) ...
31
votes
2answers
4k views

Strange oscillation when solving the advection equation by finite-difference with fully closed Neumann boundary conditions (reflection at boundaries)

I am trying to solving the advection equation but have a strange oscillation appearing in the solution when the wave reflects from the boundaries. If anybody has seen this artefact before I would be ...
5
votes
3answers
368 views

Variable viscosity Stokes equation

One very efficient way to solve Stokes equation with periodic boundary conditions \begin{equation} -\eta \nabla^{2} \bf{v} + \nabla p = f \\ \nabla \cdot \bf{v} = 0 \end{equation} is using the ...
2
votes
0answers
64 views

Kernel independent fast multipole method for Yukawa potential [closed]

Has anybody used the KIFMM (https://web.stanford.edu/~lexing/fmm.pdf) for the Yukawa potential?
8
votes
1answer
918 views

How can I compute the Schur complement in PETSc?

How can I compute the Schur complement: $$ S = K_{bb} - K_{ba} K_{aa}^{-1} K_{ab} $$ where $$ K=\begin{pmatrix} K_{aa} & K_{ab} \\ K_{ba} & K_{bb} \end{pmatrix} $$ (in some ordering) is a ...
2
votes
0answers
27 views

Neumann boundary conditions in the Maccormack scheme

I am trying to solve the viscous Burger equation $$ \frac{\partial u}{\partial t} + u\frac{\partial u}{\partial x} = \mu \frac{\partial^2 u}{\partial x^2} $$ with Neumann boundary conditions. I am ...
1
vote
1answer
75 views

Multi-steps method for Navier-stokes equations with strongly nonlinear diffusion

I am trying to solve a particular form of the Euler / Navier-Stokes equations in 1D, with very strong and non-linear diffusion coefficients. My system of equations is \begin{cases} \...
1
vote
1answer
130 views

Does a generic method for solving a system of PDEs exist?

There are generic methods for solving systems of ODEs numerically. Are there generic methods for PDEs? If so, what are they? If not, why not? To elaborate... Any set of ODEs can be written in ...
5
votes
1answer
133 views

Finite Differencing schemes for Convection-Diffusion equation

I'm using the Convection(/advection)-Diffusion(-Reaction) equation to calculate the temperature over time in different hydraulic parts like a pipe or a heat exchanger. The flow/convection is always 1D,...
4
votes
0answers
70 views

Solving a PDE implicitly by iteration in python

Connected to this question here on Computational Science, I've posted a follow-up question on how to solve a PDE using an implicit scheme like Crank-Nicholson in general in this question on SO. But I ...
0
votes
1answer
318 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_\...
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votes
1answer
75 views

Simulation-based Optimization vs PDE-constrained Optimization

What is the difference between Simulation-based Optimization and PDE-constrained Optimization? Would studying a text on Simulation-based optimization be sufficient to understand and apply both?
5
votes
1answer
240 views

Solving PDE implicitly or explicitly depending on stiffness

I've got a system of several PDEs for a multitude of parts which represent real hydraulic parts like pipes or thermal energy storages. Each of these parts may have an arbitrary number of nodes and/or ...
2
votes
1answer
60 views

Is there Von Neumann stability analysis for 9-point laplacian like we have for the 5-point Laplacian?

For spatial accuracy in 2-D Laplace equation, a 9-point stencil is better than a 5-point one. $$\partial_tq= r\left(\partial^2_x q + \partial^2_y q\right)$$ for FTCS (forward-time, central-space) ...
1
vote
0answers
79 views

Basic approach for numerical solution of PDE

I'm looking for some guidance on how to write a program to numerically solve a PDE. As an example for comparison in 1D: $$\frac{d^2u}{dx^2} = f\;\;\;\;u(0) = 0\;\;\;\;u(1) = 0$$ We could try 6 ...
0
votes
0answers
191 views

Need an explanation of setting Boundary Condition in pdepe (PDE Solver)

I am trying to solve the Advection-Diffusion equation using pdepe (PDE solver) in Matlab. I am not clear why we are writing ...
2
votes
1answer
50 views

Oscillation term in a posteriori error estimator

Assume that in the a (residual type) posteriori error estimator of some PDE is a term of the form $h_T\|g\|_{L^2(\Omega)}$ involved where $h_T$ is the diameter of an element and $g$ is some known data ...
26
votes
2answers
4k views

Is Crank-Nicolson a stable discretization scheme for Reaction-Diffusion-Advection (convection) equation?

I am not very familiar with the common discretization schemes for PDEs. I know that Crank-Nicolson is popular scheme for discretizing the diffusion equation. Is also a good choice for the advection ...
5
votes
0answers
49 views

Discrete sine and cosine transform for mixed derivatives

Using sine and cosine transforms to solve Poisson's equation with Dirichlet boundary conditions seem quite standard nowadays (see, e.g., here or Table 2 in this paper). In the case of Poisson's ...
1
vote
1answer
67 views

General questions regarding stability for time-integration of operator-split PDE systems

I am interested in solving ODE systems of the form \begin{align} \frac{\partial \vec{u}}{\partial t} = F(\vec{u}) \end{align} where $F$ is a nonlinear operator, $\vec{u}$ is a vector valued function ...
0
votes
0answers
37 views

Simplest meaningful PDE/FEM calculation for mechanical stress due to heat

W have a complicated structure on which we do some FEM calculations regarding electrical potentials and heat distribution. The equations have the form $\nabla\kappa\nabla u = f + g\rvert_{N}$ where $...
0
votes
1answer
69 views

How to simulate thermal expansion in a 2D plane using FEA?

I am trying to model 2D thermal expansion of a square area inside another square using FEATool. I have simulated plane strain by incorporating forces pointing along the $[1 \,\,\, -1]^T$ direction ...
2
votes
1answer
106 views

Von Neumann's stability analysis on non linear and coupled equations

I'd like to know if is possible to make a Von Neumann's stability analysis on an system of coupled equations, featuring quadratics: $$\begin{aligned} \frac{\partial u_1}{\partial t}&=D_1\Delta ...
4
votes
3answers
163 views

Eigenvectors of Black-box matrix

$\DeclareMathOperator{\diag}{diag}$ Consider the generalized eigenproblem $A\mathbf{x}=\lambda B\mathbf{x}$. When solving PDEs numerically (specifically, I am interested on finding the Dirichlet ...