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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.

29
votes
4answers
1k views

Why is local conservation important when solving PDEs?

Engineers often insist on using locally conservative methods such as finite volume, conservative finite difference, or discontinuous Galerkin methods for solving PDEs. What can go wrong when using a ...
1
vote
0answers
41 views

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 ...
1
vote
0answers
43 views

Determine truncation error of PDE discretization

The equation is $$\frac{\partial}{\partial x}\left(u\frac{\partial u}{\partial x}\right)=f(x)\\ 0<x<1, u(0)=u(1)=0$$ I'm discretizing this PDE using FVM as follows: $0=x_0=x_{1/2}<x_1<x_{...
0
votes
1answer
48 views

Elliptic PDE finite volume method with Dirichlet boundary condition

I want to discretize the following equation using a Finite Volume Method $$\nabla \cdot (a(x)\nabla u)=f(x)\\x\in \Omega \subset \mathbb{R}^2 \\u_{|\partial\Omega}=g$$ I'm using Voronoi cells here: ...
2
votes
0answers
29 views

Solver for generalized eigenvalue problem with multipoint constraints

We have the following generalized eigenvalue (set of) problem(s) $$[K_R(\kappa)]\{u_R\} = \omega^2[M_R(\kappa)]\{u_R\}\quad \forall \kappa \in [\kappa_0, \kappa_1]$$ with \begin{align} &K_R(\...
2
votes
0answers
42 views

Non-parametric models as solutions to Partial Differential Equations

In the realm of scientific computing, there are a plethora of techniques developed to solve Partial Differential Equations (PDEs). Many of the popular methods are variants of common techniques such as ...
13
votes
2answers
476 views

Verification in Eigenvalue problems

Let us start with a problem of the form $$(\mathcal{L} + k^2) u=0$$ with a set of given boundary conditions (Dirichlet, Neumann, Robin, Periodic, Bloch-Periodic). This corresponds with finding the ...
5
votes
1answer
61 views

Dirichlet boundary conditions in generalized eigenvalue problem

Let us consider a problem of the form $$(\mathcal{L} + k^2) u(\mathbf{x})=0\, ,\quad \forall \mathbf{x} \in \Omega$$ with Dirichlet boundary conditions $$u(\mathbf{x}) = 0, \quad \forall \mathbf{x} ...
1
vote
1answer
49 views

Mixed formulation in 1D

I have been working on a hybrid dimensional model using the mixed FEM formulation, in which 3D elements and 2D elements are combined by certain relationships between the degrees of freedom (DOFs) ...
-2
votes
0answers
96 views

Finite Difference Solver Heat Equation

I am trying to write a finite difference solver for the heat equation in Python using FTCS implicit scheme. My details are below; $\frac{\partial{T}}{\partial{t}} = \frac{\partial^2{T}}{\partial{z}^2}...
0
votes
0answers
28 views

How to set delta function boundary condition in FEniCS?

For a unit square, I'd like to choose points on its boundary where the desired solution takes the value 1, and at all the other boundary points it is 0. I tried to implement this in the following way: ...
1
vote
0answers
63 views

PDE discretization on triangular domain

Given the 2D Poisson equation $$\Delta u = f\\ u(x,0) = g_1(x), 0<x<1\\u(0,y) = g_2(y), 0<y<1\\ \partial_n u (x, 1-x) =0, 0<x<1$$ defined on the domain $\Omega := \{(x,y) \in \...
2
votes
3answers
193 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 ...
3
votes
1answer
129 views

Is this the correct way for solving coupled 1d PDEs using finite difference methods?

I am trying to solve the following coupled PDEs: $$C_e\frac{\partial u(x,t)}{\partial t} = k_{ed}\frac{\partial^2u(x,t)}{\partial^2x} - G_{el}(u(x,t) - v(x,t)) + S(x,t)$$ $$C_l\frac{\partial v(x,t)...
3
votes
1answer
55 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 ...
0
votes
1answer
374 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 ...
46
votes
5answers
8k 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
115 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
62 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 ...
8
votes
1answer
499 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
156 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
55 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
48 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
53 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
65 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
230 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
451 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
33 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
114 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
100 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
142 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
91 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
78 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) ...
32
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
380 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
68 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
937 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
38 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
76 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
135 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
150 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
103 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
337 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_\...
-1
votes
1answer
81 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
247 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
65 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
80 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 ...
2
votes
1answer
51 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 ...