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Finite Difference Method for PDEs
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Heat equation: , ,
Discretize time and space using a grid. Apply explicit or implicit methods to approximate . Stability and convergence are based on the chosen time and space step sizes.
Poisson's equation: , with Dirichlet boundary conditions
Create a grid over the domain, and use a finite difference approximation for the Laplacian. Solve the resulting linear system for .
Burgers' equation: , ,
A combined hyperbolic and parabolic PDE. Use finite differences for time and space, applying explicit/implicit methods and a nonlinear solver for the convective term.
Diffusion equation with variable coefficients: , with mixed boundary conditions
Use finite differences for spatial discretization. Handle variable by averaging at cell edges and apply an appropriate time-stepping method.
Wave equation: , , ,
Use a central difference approximation for both time and space. Solve for the wave height at each time step, ensuring stability with proper step sizes.
Laplace's equation: , with Neumann boundary conditions
Construct a grid and replace the Laplacian with a finite difference counterpart. The Neumann conditions imply derivatives on boundaries, adjust the finite differences accordingly.
Convection-diffusion equation: , with Dirichlet and Neumann boundary conditions
Discretize the domain and apply finite difference to both convection and diffusion terms. Use a mixed approach for boundary conditions, applying Dirichlet and Neumann as specified.
Nonlinear Schrödinger equation: , with absorbing boundary conditions
Grid the space-time domain, discretize the Laplacian and nonlinear terms, and apply an appropriate method to deal with absorption at the boundaries.
Advection equation: , with periodic boundary conditions
Use a temporal and spatial discretization. For periodic boundaries, wrap the ends of the domain. Upwind schemes can help with stability.
Telegraph equation: , with fixed endpoints
Discretize time and space. Use a time-stepping scheme that handles the second derivative in time, and apply boundary conditions to the spatial discretization.
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