Skip to main content

Difference Methods for PDE in Several Dimensions

  • Chapter
  • First Online:
Book cover Computational Methods in Physics

Part of the book series: Graduate Texts in Physics ((GTP))

  • 3831 Accesses

Abstract

The basic concepts of difference methods for PDE in several dimensions are readily adopted from the discussion of one-dimensional initial-boundary-value problems (Chap. 9). We are seeking consistent, stable difference schemes and corresponding discretizations of the initial and boundary conditions by which we obtain convergence of the numerical solution to the exact solution of the differential equation. Except in (10.21) and (10.22) we restrict the discussion to PDE with time dependence in two spatial coordinates.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 159.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. J.W. Thomas, Numerical Partial Differential Equations: Finite Difference Methods, Springer Texts in Applied Mathematics, vol. 22 (Springer, Berlin, 1998)

    Google Scholar 

  2. J.W. Thomas, Numerical Partial Differential Equations: Conservation Laws and Elliptic Equations, Springer Texts in Applied Mathematics, vol. 33 (Springer, Berlin, 1999)

    Google Scholar 

  3. W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling, Numerical Recipes: The Art of Scientific Computing, 3rd edn. (Cambridge University Press, Cambridge, 2007); See also the equivalent handbooks in Fortran, Pascal and C, as well as http://www.nr.com

  4. R.A. Horn, C.R. Johnson, Matrix Analysis (Cambridge University Press, Cambridge, 1985)

    Book  Google Scholar 

  5. J.W. Demmel, Applied Numerical Linear Algebra (SIAM, Philadelphia, 1997)

    Book  Google Scholar 

  6. S.T. Zalesak, Fully multidimensional flux-corrected transport algorithms for fluids. J. Comput. Phys. 31, 335 (1979); P.K. Smolarkiewicz, A fully multidimensional positive definite advection transport algorithm with small implicit diffusion. J. Comput. Phys. 54, 325 (1984)

    Google Scholar 

  7. N.A. Peterson, An algorithm for assembling overlapping grid systems. SIAM J. Sci. Comput. 20, 1995 (1999)

    Article  MathSciNet  Google Scholar 

  8. W.D. Henshaw, On multigrid for overlapping grids. SIAM J. Sci. Comput. 26, 1547 (2005)

    Article  MathSciNet  Google Scholar 

  9. W.T. Ang, A Beginner’s Course in Boundary Element Methods (Universal Publishers, Boca Raton, 2007)

    Google Scholar 

  10. J.E. Flaherty, Finite Element Analysis, CSCI, MATH 6860 Lecture Notes (Rensselaer Polytechnic Institute, Troy, 2000)

    Google Scholar 

  11. Z. Chen, Finite Element Methods and Their Applications (Springer, Berlin, 2005)

    MATH  Google Scholar 

  12. M.S. Gockenbach, Understanding and Implementing the Finite Element Method (SIAM, Philadelphia, 2006)

    Book  Google Scholar 

  13. Computational Geometry Algorithms Library, http://www.cgal.org. The algorithms from this library are also built into Matlab

  14. M. de Berg, O. Cheong, M. van Kreveld, M. Overmars, Computational Geometry: Algorithms and Applications, 3rd edn. (Springer, Berlin, 2008); See also J.R. Shewchuk, Delaunay refinement algorithms for triangular mesh generation. Comput. Geom. 22, 21 (2002)

    Google Scholar 

  15. J. Alberty, C. Carstensen, S.A. Funken, Remarks around 50 lines of Matlab: short finite element implementation. Num. Algorithms 20, 117 (1999); J. Alberty, C. Carstensen, S.A. Funken, R. Klose, Matlab implementation of the finite element method in elasticity. Computing 69, 239 (2002)

    Google Scholar 

  16. http://en.wikipedia.org/wiki/List_of_finite_element_software_packages

  17. F. Hecht, New development in freefem++. J. Numer. Math. 20, 251 (2012)

    Article  MathSciNet  Google Scholar 

  18. FreeFem++, http://www.freefem.org/

  19. D. Knoll, J. Morel, L. Margolin, M. Shashkov, Physically motivated discretization methods. Los Alamos Sci. 29, 188 (2005)

    Google Scholar 

  20. M. Shashkov, S. Steinberg, Solving diffusion equations with rough coefficients on rough grids. J. Comput. Phys. 129, 383 (1996); J. Hyman, M. Shashkov, S. Steinberg, The numerical solution of diffusion problems in strongly heterogeneous non-isotropic materials. J. Comput. Phys. 132, 130 (1997); J. Hyman, M. Shashkov, Mimetic discretizations for Maxwell’s equations. J. Comput. Phys. 151, 881 (1999)

    Google Scholar 

  21. J. Hyman, J. Morel, M. Shashkov, S. Steinberg, Mimetic finite difference methods for diffusion equations. Comput. Geosci. 6, 333 (2002)

    Article  MathSciNet  Google Scholar 

  22. Y. Kuznetsov, K. Lipnikov, M. Shashkov, The mimetic finite difference method on polygonal meshes for diffusion-type problems. Comput. Geosci. 8, 301 (2004)

    Article  MathSciNet  Google Scholar 

  23. P. Bochev, J. Hyman, Principles of mimetic discretizations of differential operators, in Compatible Spatial Discretizations, ed. by D.N. Arnold, P.B. Bochev, R.B. Lehoucq, R.A. Nicolaides, M. Shashkov, The IMA Volumes in Mathematics and its Applications, vol. 142 (Springer, Berlin, 2006), p. 89

    Google Scholar 

  24. K. Lipnikov, G. Manzini, M. Shashkov, Mimetic finite difference method. J. Comput. Phys. 257, 1163 (2014)

    Article  MathSciNet  ADS  Google Scholar 

  25. Multiple authors: special issue of Computing in Science and Engineering, (Nov/Dec, 2006)

    Google Scholar 

  26. P. Wesseling, An Introduction to Multigrid Methods (R. T. Edwards, Philadelphia, 2004)

    MATH  Google Scholar 

  27. W.L. Briggs, H. van Emden, S.F. McCormick, A Multigrid Tutorial, 2nd edn. (SIAM, Philadelphia, 2000)

    Book  Google Scholar 

  28. S. Li, W.K. Liu, Mesh-Free Particle Methods (Springer, Berlin, 2004)

    Google Scholar 

  29. G.R. Liu, Mesh-Free Methods: Moving Beyond the Finite-Element Method (CRC Press, Boca Raton, 2003)

    MATH  Google Scholar 

  30. E.J. Kansa, Multiquadrics – a scattered data approximation scheme with applications to computational fluid dynamics, I: Surface approximations and partial derivative estimates. Comput. Math. Appl. 19, 127 (1990); II: Solutions of parabolic, hyperbolic and elliptic partial differential equations. Comput. Math. Appl. 19, 147 (1990)

    Article  MathSciNet  Google Scholar 

  31. N. Flyer, B. Fornberg, Radial basis functions: developments and applications to planetary scale flows. Comput. Fluids 46, 23 (2011)

    Article  MathSciNet  Google Scholar 

  32. M. Tatari, M. Dehghan, A method for solving partial differential equations via radial basis functions: application to the heat equation. Eng. Anal. Boundary Elem. 34, 206 (2010)

    Article  MathSciNet  Google Scholar 

  33. E.J. Kansa, Exact explicit time integration of hyperbolic partial differential equations with mesh free radial basis functions. Eng. Anal. Boundary Elem. 31, 577 (2007)

    Article  Google Scholar 

  34. E. Larsson, B. Fornberg, A numerical study of some radial basis function based solution methods for elliptic PDEs. Comput. Math. Appl. 46, 891 (2003)

    Article  MathSciNet  Google Scholar 

  35. C.-S. Huang, H.-D. Yen, A.H.-D. Cheng, On the increasingly flat radial basis function and optimal shape parameter for the solution of elliptic PDEs. Eng. Anal. Boundary Elem. 34, 802 (2010)

    Article  MathSciNet  Google Scholar 

  36. H.J. Eberl, L. Demaret, A finite difference scheme for a degenerated diffusion equation arising in microbial biology. Electron. J. Diff. Equ. Conference 15, 77 (2007)

    Google Scholar 

  37. I. Klapper, J. Dockery, Mathematical description of microbial biofilms. SIAM Rev. 52, 221 (2010)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Simon Širca .

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG, part of Springer Nature

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Širca, S., Horvat, M. (2018). Difference Methods for PDE in Several Dimensions. In: Computational Methods in Physics. Graduate Texts in Physics. Springer, Cham. https://doi.org/10.1007/978-3-319-78619-3_10

Download citation

Publish with us

Policies and ethics