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Results tagged with finite-difference
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user 24583
Referring to the discretization of derivatives by Finite differences, and its applications to numerical solutions of partial differential equations.
4
votes
2
answers
685
views
Why does multiplying two first derivative finite difference matrices not give the matrix for...
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 derivative is
$\begin{bm …
- 147
1
vote
0
answers
91
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
$$ \mathbf{A …
- 147
8
votes
1
answer
1k
views
Correct eigenfunctions of Laplace operator by Finite Differences
I am trying to compute the eigenfunctions of the Laplace operator, i.e. finding $u$ in
$$ -\nabla^2 u = \lambda u .$$
For now I am trying to do this in 1D, so
$$ \nabla^2 = \partial_{xx} .$$
I am …
- 147