All Questions
Tagged with crank-nicolson finite-difference
28
questions
2
votes
1
answer
278
views
Asking advice for implementation of Conservative Finite Difference Scheme for numerically solving Gross-Pitaevskii equation
I am trying to numerically solve the Gross-Pitaevskii equation for an impurity coupled with a one-dimensional weakly-interacting bosonic bath, given by (in dimensionless units):
\begin{align}
i \frac{\...
- 21
1
vote
0
answers
66
views
Deriving order of accuracy and interpreting a given discretization scheme when underlying method ( finite difference/volume) not known
If a spatial grid is given with time levels like this:
to solve the following model problem
Now consider the following discretization schemes:
Scheme 1
Scheme 2
Usually, to determine order of ...
- 445
1
vote
1
answer
366
views
Crank Nicolson Method with closed boundary conditions
I want to simulate 1D diffusion with a constant diffusion coefficient using the Crank-Nicolson method.
$$\frac{\partial u (x,t)}{\partial t} = D \frac{\partial^2 u(x,t)}{\partial x^2}.$$
I take an ...
- 111
1
vote
0
answers
207
views
Solving PDE on a non-uniform grid with Crank-Nicolson scheme
I am solving a 1D diffusion-type equation with the finite-difference Crank-Nicolson (CN) scheme, and I need to densify the spatial grid around the central point. One could change the spatial variable ...
- 21
0
votes
0
answers
89
views
Transparent Boundary Conditions for Finite Difference ADI PR 2D TDSE solution
I want to put (non-dirichlet) boundary conditions inside the code I wrote to solve the 2dim TDSE using the alternating direction implicit Peaceman - Rachford method.
$$
(1 + iB\Delta t/2 ) \psi^{n+1/2}...
- 141
4
votes
1
answer
207
views
Method to linearize highly nonlinear partial differential equation
I have a set of coupled pdes which I want to solve using finite-difference, of which one is nonlinear. The three linear pdes for quantities $T_f$, $T_s$ and $c$ are convection-diffusion-reaction-like ...
- 81
2
votes
0
answers
145
views
Advection diffusion equation using Crank-Nicolson with total flux and Diriclet BCs
I am trying to model the 1D advection-diffusion equation:
$${\partial c \over \partial t} = D_c{\partial^2 c \over \partial x^2} -u{\partial c \over \partial x}.$$
With Robin boundary conditions that ...
- 81
3
votes
1
answer
148
views
Derivation of a parabolic PDE using Alternating Direction Implicit method
I have a very simple question concerning Alternating Direction Implicit (ADI) Scheme.
If I have an equation of the form:
\begin{equation*}
\frac{df(x,y,t)}{dt} = \nabla^2 f(x,y,t) + f(x,y,t)
\end{...
- 319
5
votes
0
answers
428
views
Stability of Crank-Nicholson for advection diffusion equation for spatial discretization other than finite differences second-order centered
Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection-...
- 445
2
votes
0
answers
86
views
Linearising Nonlinear Coupled Partial Differential Equations - Alfvénic Diffusion
I am trying to solve the following coupled partial differential equations with a finite difference scheme:
$$\partial_tf+v\partial_zf+\partial_z\frac{1}{W}\partial_zf=0$$
$$\partial_tW+v\partial_zW-\...
- 21
3
votes
1
answer
136
views
Maintain unitary time evolution for a nonlinear ODE
I want to solve a nonlinear ODE of matrix $A(t)$
$$\mathrm{i}\dot A = A(t)M(t),\:\mathrm{with}\: M(t)=A^\dagger(t)H(t)A(t)$$ where $H(t)$ and hence $M(t)$ are Hermitian. Therefore, I presume the time ...
- 303
0
votes
1
answer
187
views
FDM on nonlinear PDEs
I'm working with a 2D Navier Stokes PDE in the unstabilized version - the equation is a linear equation of the type $\frac{∂u}{∂t} = F(u,t)$.
In order to perform time discretization with FDM (finite ...
1
vote
1
answer
323
views
Crank-Nicholson for diffusion-advection vs diffusion equation
Let's consider the following 1D diffusion equation:
$\frac{\partial u}{\partial t} = xk \frac{\partial}{\partial x}(\frac{1}{x}\frac{\partial u}{\partial x})$
where we assume that the diffusion ...
- 172
1
vote
1
answer
128
views
Finite difference methods
I am currently applying the finite difference method to the solution of the diffusion equation.
I think that a problem has occurred, and is as follows, my explicit method is the most accurate when ...
- 33
2
votes
2
answers
122
views
Stability of Crank-Nicolson for $u_t = iu_{xx}+2iu$
I want to use the Crank-Nicolson scheme to solve the equation
$$u_t = iu_{xx}+2iu$$
Here's the analysis: Suppose we make a grid, with $k = dt$ and $h = dx$, the usual notation, and also $u_j^n = u(...
- 139