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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.

2 votes
3 answers
161 views

Simple to program method for elliptic PDE with curved boundary?

I would like to program a PDE solver to simulate this problem myself. That it, I would like to determine the Brownian motion hitting times by solving the corresponding PDE. … I was recommended FD methods as the simplest way to get started with PDE solving. …
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  • 105
2 votes
1 answer
145 views

"A posteriori" estimates for finite difference methods

Suppose I have a PDE in a rectangular domain that I am solving numerically via a finite difference method. …
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  • 105