Questions tagged [finite-difference]
Referring to the discretization of derivatives by Finite differences, and its applications to numerical solutions of partial differential equations.
892
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Solve beam equation with elastic term using scipy solve_bvp
I want to solve the beam equation with distributed load and elatic term (which depends on how much the beam interact with the terrain) :
$$
EI\frac{d^4w}{dx^4}+k*(w(x)-t(x))=q(x)
$$
where $q(x)$ is a ...
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0
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46
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1D FDTD simulation of plane wave propagation and the Courant stability condition
I'm currently trying to simulate a simple case of wave propagation in free space before adding in more complexities, and already I'm stumped. I understand the Courant stability condition. However, I ...
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1
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Coupled Partial Differential Equations
I'm trying to solve the following system of coupled differential equations, the two-temperature model for $e$ = electrons and $l$ = lattice.
$$
\rho_{e}C_{p,e}\frac{\partial T_{e}}{\partial t} = k_{e}\...
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How can I get more accurate electric scalar potential in 2D closed box?
I am trying to use poisson equation to plot the electric scalar potential in close 2D space. The details in in this video
and this one
The following in written in Matlab for quick prototype.
...
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Asking advice for implementation of Conservative Finite Difference Scheme for numerically solving Gross-Pitaevskii equation
I am trying to numerically solve the Gross-Pitaevskii equation for an impurity coupled with a one-dimensional weakly-interacting bosonic bath, given by (in dimensionless units):
\begin{align}
i \frac{\...
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Imposing higher order finite difference schemes for boundary value problems on a finite interval
I have some questions. I'm going to assume everything is in 1d with a Laplacian operator. If I discretize the Laplacian operator using $p = 2a+1$ grid points with periodic boundary conditions, I ...
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Deriving order of accuracy and interpreting a given discretization scheme when underlying method ( finite difference/volume) not known
If a spatial grid is given with time levels like this:
to solve the following model problem
Now consider the following discretization schemes:
Scheme 1
Scheme 2
Usually, to determine order of ...
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96
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Implicit-Explicit Operator Splitting Scheme
I am trying to solve the 2D advection-diffusion equation in cylindrical coordinates:
$$
\frac{\partial c}{\partial t} = D\left(\frac{\partial^2 c}{\partial r^2} + \frac{1}{r}\frac{\partial c}{\partial ...
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1
answer
201
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Numerically solving the Advection-diffusion equation with no-flux boundary condition leads to violation of mass conservation
I am trying to solve numerically the advection-diffusion equation of the following form
$$\frac{\partial C}{\partial t}=\alpha\frac{\partial^2 C}{\partial x^2}+\beta \frac{\partial C}{\partial x}$$
...
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1
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"Cleanest, most professional" approach to implement a finite differences scheme in dimension greater than two
Coding a finite difference algorithm in 1D does not require a complex mesh. In higher dimensions, you would need a mesh and its connectivity graph to compute the differential operators. Finite ...
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Vector poisson equation in cylindrical coordinates. What's wrong?
I am trying to solve this equation:
$$
\frac{\partial^2 A}{\partial r^2} + \frac{1}{r}\frac{\partial A}{\partial r} - \frac{A}{r^2} + \frac{\partial^2 A}{\partial z^2} = -g
$$
This is basically the ...
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1
answer
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Can domain decomposition methods also be applied to linear systems resulting from finite difference discretizations?
Question
In general, do domain decomposition methods (DDMs) require a linear system of equations $Au = f$ to be formed by finite element discretization/method (FEM) of a PDE? Or could one simply use a ...
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1
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Are there necessary conditions for SOR algorithm to converge when used for 2D discrete Poisson problem, with PBC, besides solvability condition?
I am trying to solve a 2D poisson problem that is supposed to represent diffusion of chemicals on a grid: $\nabla^2 R_{ij}=f_{ij}$. I am discretizing the problem with the standard central ...
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1
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numerical schemes for 1D PDE: for smaller grid size there is an increased roundoff error, larger size more truncation, so sweet spot in between?
I had a discussion with a colleague today. He claimed that usually for a general numerical scheme for solving a general 1D PDE, for smaller grid size there is an increased roundoff error because of ...
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How to quantify the numerical diffusion term in a second-order upwind advection scheme?
In the first-order upwind scheme, numerical diffusion can be quantified as:
$$\frac{dT}{dt} = -w\left(\frac{dT}{dz}\right) + \left(\frac{wdz}{2}\right)\left(\frac{d^2T}{dz^2}\right)$$
For Lax-Wendroff,...
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Why does the FDM give a correct solution to a PDE with a discontinuous initial condition?
I was solving the dimensionless wave equation:
$$ u_{xx} = u_{tt} \tag 1$$
with the initial conditions:
$$ u(x,0) = 0 \tag 2 $$
$$ u_t(x=0,0) = v_0 \tag 2 $$
$$ u_t(x>0,0) = 0 \tag 3 $$
and the ...
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1
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How to calculate the force of solid applied by fluid? Using finite difference method, DNS, staggered grid, SIMPLE algorithm, immersive boundary
Problem
I am using finite difference method to solve classic problem of flow around cylinder, for validation of my group's immersive boundary method.
The common way to validate numerical method is ...
2
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0
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Finite difference scheme to 1D wave equation with Dirac Delta forcing term
I am trying to simulate the following 1-dimensional wave equation with trivial initial conditions and a inhomogeneous Dirac delta function:
$u_{tt} - c^2 u_{xx} = \delta(x - x')\delta(t - t'), \ u(0, ...
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finite difference method not working when going to two dimensions
I have two coupled ordinary differential equations in the steady state:
The following code solves, using the Jacobi finite difference method, in 1d using Dirichlet boundary conditions for function $...
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107
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How to implement boundary conditions for the Thomas algorithm
For my variable $U(t,x)$, I have implemented the thomas algorithm with $U_j^i$:
$$ a(x)U_{j-1}^{i+1}+ b(x)U_j^{i+1} + c(x)U_{j+1}^{i+1} = d(x)U_j^{i} $$
Then $\textbf{A}$ is a tridiagonal vector with ...
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Prof A. Stanoyevitch's finite difference based PDE matlab code
Where can one find Prof A. Stanoyevitch's finite difference based PDE matlab code? They have a book on such a topic but can't find the accompanying code.
Is it well received? It's not commonly talked ...
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Upwind scheme flux conservation not satisfied in 2D
I have read that the upwind scheme is flux conservative. Then by my understanding, in the absence of sinks/sources and with absorbing boundaries, the amount of the quantity leaving through the ...
3
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1
answer
277
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How to evaluate the points near/at the boundary when using Richardson extrapolation for improved accuracy of a derivative
If we want to improve the accuracy of our numerical estimation of a derivative, we can use Richardson extrapolation. The method is very beneficial when using a centered difference scheme and the ...
2
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1
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Can the Runge-Kuta algorithm help in reducing numerical dispersion and anisotropy when using the FDM to solve the 2D wave equation? [closed]
I am currently studying the effects of group velocity on the finite difference solution of the wave equation. Most of what I learned is from this source. I understand that high frequency components in ...
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1
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Reference request: graph Laplacian approximation for domains/manifolds
Is there any reference on solving the heat equation on irregular geometries via creating a mesh and using the graph Laplacian instead of FEM techniques? (Convergence to real solution).
That is to say, ...
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0
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102
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Can I reduce my simulation error with a staggered grid, postprocessing and compatibility equation feedback?
What I did
Using the finite difference method, I solved with a certain amount of error the following system of hyperbolic partial differential equations in cylindrical coordinates (the problem is ...
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2nd-order backward difference approximation for temporal terms of Euler–Bernoulli beam
I am trying to solve the Euler–Bernoulli beam numerically in structural dynamics analysis:
$$\frac{\partial^2w(x,t)}{\partial t^2}= \frac {q(x,t)}{\mu(x)}-\frac {1}{\mu(x)}\frac {\partial^2}{\partial ...
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1
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Best finite difference scheme in 2D for the mixed derivative
The are good methods to deduce finite difference schemes for derivatives of functions of one variable. But how to get a good one for the mixed derivative of a function of two variables $u=u(x,y)$, ...
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125
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How to vectorise numerical differentiation
I have a 2-D matrix with 2 spatial coordinates and I want to be able to vectorise the process of numerically differentiating with respect to its 2 coordinates, rather than just looping along the rows ...
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2
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When can I use finite differences for differentiation?
Finite differences are usually used to integrate ODE's and PDE's. However, sometimes they can be used for differentiation which I illustrated simply by using the Matlab code below to differentiate the ...
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149
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Population of the coefficient matrix of a linear system Ax=b stemming from the finite differences of an arbitrary geometry
I've been looking into solving a linear system $$Ax=b$$ where $A\in\mathbb{R}$ is the sparse coefficient matrix of size $K\times K$, $b\in\mathbb{R}$ is the right-hand side (i.e., the source term) of ...
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1
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Creating nonuniform grids for FDM with multiple points of concentration
If I am creating a grid in the $S_i$ direction with $N_S+1$ grid points. If I want more steps around some $K$, I can use:
$$
S_i=K+c \sinh \left(\xi_i\right), \quad i=0,1, \ldots, N_S
$$
where $c=\...
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0
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Convergence of Modified Crank-Nicolson Scheme
I'm dealing with a particular reaction-diffusion equation having the form
$$ c_t = \alpha \nabla^2 c + F(c,x,t). \tag{1}$$
where $F$ is nonlinear. I would like to solve (1) with a finite-difference ...
2
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0
answers
102
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Numerical solution for inviscid Burgers' equation seems to have no breaking time?
So I'm trying to use the Lax-Friedrichs method to solve the inviscid burgers' equation with initial condition $$u(x,0) = \sin(x)$$, using
$$u_m^{n+1} = \frac{1}{2}(u_{m+1}^n + u_{m-1}^n) - \frac{\...
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1
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85
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My toy Laplace equation solver using finite-difference is unstable and I'm not sure why
I am trying to solve the variable-coefficient Laplace equation $$\partial(\epsilon\partial u) = (\partial\epsilon)(\partial u) + \epsilon\partial^2 u = 0$$using a finite difference scheme:
$$\left(\...
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0
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Solving a steady-state PDE
I'm working on trying to solve a steady state PDE in python and I am quite new to python and I am slightly confused on the implementation details. I have an example implementation of solving a non-...
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1
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148
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Burger's equation (PDE) does not work with downwind difference?
I'm working on implementing the discretised Burger's equation. I am quite confused as to why it does not work when using a step-function and downwind difference formula. When using a step-function and ...
1
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1
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156
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Finite Difference method, ADI Scheme of Douglas and Rachford
I am trying to implement the ADI scheme of Douglas and Rachford.
For $p(X,Z,t)$, there is:
$$
\begin{gathered}
A=p^{n-1}+\Delta t_n\left[F_0\left(p^{n-1}, t_{n-1}\right)+F_1\left(p^{n-1}, t_{n-1}\...
2
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1
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340
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Where am I making a mistake in solving the heat equation using the spectral method (Chebyshev's differentiation matrix)?
I would like to numerically solve the following heat equation problem:
$$ u_t = \Bigg(2{a \over l}\Bigg)^2 u_{xx} \tag 1$$
$$ x \in [ -1, 1 ] \tag 2$$
$$ u(x, 0) = 0 \tag 3$$
$$ u(1, t) = A \sin \Bigg(...
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0
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ENO-Runge-Kutta discretization
One beginner's question about discretization of a Hamilton-Jacobi equation(non-linear)
$$
u_t = H(u_x)
$$
$u_x$ is discreated with 2nd order ENO-FD
1st order: $D_1^{\pm}u = \pm [u_{x\pm1} - u_x ] / \...
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0
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45
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Which numerical method can I use to solve this system of hyperbolic PDEs?
Backround
The mathematical model I am trying to numerically solve models wave propagation inside a cylinder with specific material properties suited for dynamic loading. The cylinder's upper base is ...
3
votes
1
answer
280
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Finite difference problem
I have a problem to resolve with the Finite Difference method in $[a,b]$:
$$-\frac{d}{dx}(\alpha(x)\frac{du}{dx})= g(x),$$
with $\alpha(x) \in L^{\infty}$ continuous in $]a,c[$ and $]c,b[$ and ...
0
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0
answers
48
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Is a sort of "z-drift" the result of numerical precision errors in FDM?
Upon solving the 2D wave equation with Neumann boundary conditions $u_x = u_y = 0$ on a rectangular $10 \times 10 \times 10$ grid, I noticed something odd - $u$ seemed to shift upwards with time. This ...
3
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1
answer
186
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Stability of Euler forward method
I am trying to solve a linear system of ODEs of the form:
$$ \frac{du}{dt} = A u, \quad u(0)=k$$
where $A$ is a 2x2 matrix and $u(t)$ is a 2x1 column vector. I want to solve this numerically, using ...
1
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1
answer
85
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derivative matrix and the Dirac delta distribution
For a project I'm working on, I was working with the following equation
$$
w(x) = \int k(x,y)v(y)dy
$$
I noticed that if I choose
$$
k(x,y) = -\delta'(x-y)
$$
Then we probably get (I haven't touched ...
1
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1
answer
81
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Does anyone know how to add a forcing term at the center of a cicular membrane?
I am here once again searching for wisdom, as some of you might notice I asked a related question a few days ago. And now I am struggling to add a forcing term at the center of the membrane, in order ...
2
votes
1
answer
146
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Can this finite difference dispersion be eliminated somehow?
I am trying to solve the wave equation
$$ {\partial ^2u(t,x) \over \partial x^2} = {\partial ^2u(t,x) \over \partial t^2} \tag1 $$
with the following boundary and initial conditions:
$$ {\partial u \...
0
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1
answer
211
views
Solving the wave equation for a circular membrane in polar cordinates
As you see this mode is not right, unless for what i understand
And the initial conditions were
...
0
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0
answers
44
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First-order modified Patankar–Euler scheme (MPE)
Is the first-order Modified Patankar–Euler scheme (MPE) an implicit or explicit method?
Is there an open-source code implementing the MPE scheme for a system of ODEs?
0
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1
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129
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Discretization of generalized kinetic term in 2D Poisson partial differential equation
A typical 2D Poisson PDE is given as
$$\nabla^2\varphi(x, y)=f(x, y)$$
where the Laplacian term, $\nabla^2\varphi$, can to some degree be interpreted as the kinetic energy (given proper scaling) (...