Finite Difference Scheme for non-linear PDE
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I've been trying to find a finite difference scheme for the 1D partial differential equation as follows:
$frac{partial F}{partial t}=frac{partial}{partial x} (( frac{partial F}{partial x})^k)$
However I have not found any material on how to construct one for a non-linear function such as this one. I have tried a few methods however without knowledge of how the steps in space occur in a function such as this I am unsure of their accuracy. Any comment on the stability of such a scheme would also be very useful.
Thanks!
pde numerical-methods
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up vote
1
down vote
favorite
I've been trying to find a finite difference scheme for the 1D partial differential equation as follows:
$frac{partial F}{partial t}=frac{partial}{partial x} (( frac{partial F}{partial x})^k)$
However I have not found any material on how to construct one for a non-linear function such as this one. I have tried a few methods however without knowledge of how the steps in space occur in a function such as this I am unsure of their accuracy. Any comment on the stability of such a scheme would also be very useful.
Thanks!
pde numerical-methods
1
What are the boundary/initial conditions?
– Yuriy S
Nov 14 at 17:52
Any Neumann, Dirichlet or other boundary conditions are good! They would all be useful in understanding how it works.
– user536082
Nov 14 at 17:57
add a comment |
up vote
1
down vote
favorite
up vote
1
down vote
favorite
I've been trying to find a finite difference scheme for the 1D partial differential equation as follows:
$frac{partial F}{partial t}=frac{partial}{partial x} (( frac{partial F}{partial x})^k)$
However I have not found any material on how to construct one for a non-linear function such as this one. I have tried a few methods however without knowledge of how the steps in space occur in a function such as this I am unsure of their accuracy. Any comment on the stability of such a scheme would also be very useful.
Thanks!
pde numerical-methods
I've been trying to find a finite difference scheme for the 1D partial differential equation as follows:
$frac{partial F}{partial t}=frac{partial}{partial x} (( frac{partial F}{partial x})^k)$
However I have not found any material on how to construct one for a non-linear function such as this one. I have tried a few methods however without knowledge of how the steps in space occur in a function such as this I am unsure of their accuracy. Any comment on the stability of such a scheme would also be very useful.
Thanks!
pde numerical-methods
pde numerical-methods
asked Nov 14 at 17:28
user536082
61
61
1
What are the boundary/initial conditions?
– Yuriy S
Nov 14 at 17:52
Any Neumann, Dirichlet or other boundary conditions are good! They would all be useful in understanding how it works.
– user536082
Nov 14 at 17:57
add a comment |
1
What are the boundary/initial conditions?
– Yuriy S
Nov 14 at 17:52
Any Neumann, Dirichlet or other boundary conditions are good! They would all be useful in understanding how it works.
– user536082
Nov 14 at 17:57
1
1
What are the boundary/initial conditions?
– Yuriy S
Nov 14 at 17:52
What are the boundary/initial conditions?
– Yuriy S
Nov 14 at 17:52
Any Neumann, Dirichlet or other boundary conditions are good! They would all be useful in understanding how it works.
– user536082
Nov 14 at 17:57
Any Neumann, Dirichlet or other boundary conditions are good! They would all be useful in understanding how it works.
– user536082
Nov 14 at 17:57
add a comment |
1 Answer
1
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0
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This is how I would try to solve it numerically (mind, I haven't worked with problems like that).
Differentiate w.r.t. $x$:
$$frac{partial}{partial x}frac{partial F}{partial t}=frac{partial^2}{partial x^2} left(left( frac{partial F}{partial x}right)^k right)$$
Change the order of the derivatives on the l.h.s. and introduce a new function:
$$frac{partial F}{partial x}=G$$
Now we are solving:
$$frac{partial G}{partial t}=frac{partial^2}{partial x^2} G^k$$
This could be done with the usual second order finite difference scheme.
Suppose we get a numerical solution $G(x,t) approx G_{nm}$, where the indices are for time and space grid points.
Now we need to solve:
$$frac{partial F}{partial x}=G$$
This is again, a very standard problem for any first order finite difference scheme. In an explicit way, for example:
$$frac{F_{n,m+1}-F_{n,m}}{Delta x}=G_{n,m}$$
Important note: the boundary/initial conditions might change this scheme a little. We should be careful not to lose some solutions or introduce spurious ones, because we have taken an extra $x$ derivative.
Thanks that is useful, I can see how I would copmute a forwards step in space using this scheme, however how would I obtain values for F in future times?
– user536082
Nov 14 at 19:08
@user536082, but you already know them from solving for $G$? Notice that the index $n$ doesn't change...
– Yuriy S
Nov 14 at 19:09
Ah I think I understand, just to make sure the n index is the time correct?
– user536082
Nov 14 at 19:13
@user536082, yes, it's the time
– Yuriy S
Nov 14 at 19:14
I'm sorry I thought I understood, but I am still stuck, could you outline a little more how I could get an expression for $$F_{n+1,m}$$ using only information from the timeperiod n. I may be missing something very obvious as I can't see how this is possible based on the previous.
– user536082
Nov 14 at 20:00
|
show 1 more comment
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
0
down vote
This is how I would try to solve it numerically (mind, I haven't worked with problems like that).
Differentiate w.r.t. $x$:
$$frac{partial}{partial x}frac{partial F}{partial t}=frac{partial^2}{partial x^2} left(left( frac{partial F}{partial x}right)^k right)$$
Change the order of the derivatives on the l.h.s. and introduce a new function:
$$frac{partial F}{partial x}=G$$
Now we are solving:
$$frac{partial G}{partial t}=frac{partial^2}{partial x^2} G^k$$
This could be done with the usual second order finite difference scheme.
Suppose we get a numerical solution $G(x,t) approx G_{nm}$, where the indices are for time and space grid points.
Now we need to solve:
$$frac{partial F}{partial x}=G$$
This is again, a very standard problem for any first order finite difference scheme. In an explicit way, for example:
$$frac{F_{n,m+1}-F_{n,m}}{Delta x}=G_{n,m}$$
Important note: the boundary/initial conditions might change this scheme a little. We should be careful not to lose some solutions or introduce spurious ones, because we have taken an extra $x$ derivative.
Thanks that is useful, I can see how I would copmute a forwards step in space using this scheme, however how would I obtain values for F in future times?
– user536082
Nov 14 at 19:08
@user536082, but you already know them from solving for $G$? Notice that the index $n$ doesn't change...
– Yuriy S
Nov 14 at 19:09
Ah I think I understand, just to make sure the n index is the time correct?
– user536082
Nov 14 at 19:13
@user536082, yes, it's the time
– Yuriy S
Nov 14 at 19:14
I'm sorry I thought I understood, but I am still stuck, could you outline a little more how I could get an expression for $$F_{n+1,m}$$ using only information from the timeperiod n. I may be missing something very obvious as I can't see how this is possible based on the previous.
– user536082
Nov 14 at 20:00
|
show 1 more comment
up vote
0
down vote
This is how I would try to solve it numerically (mind, I haven't worked with problems like that).
Differentiate w.r.t. $x$:
$$frac{partial}{partial x}frac{partial F}{partial t}=frac{partial^2}{partial x^2} left(left( frac{partial F}{partial x}right)^k right)$$
Change the order of the derivatives on the l.h.s. and introduce a new function:
$$frac{partial F}{partial x}=G$$
Now we are solving:
$$frac{partial G}{partial t}=frac{partial^2}{partial x^2} G^k$$
This could be done with the usual second order finite difference scheme.
Suppose we get a numerical solution $G(x,t) approx G_{nm}$, where the indices are for time and space grid points.
Now we need to solve:
$$frac{partial F}{partial x}=G$$
This is again, a very standard problem for any first order finite difference scheme. In an explicit way, for example:
$$frac{F_{n,m+1}-F_{n,m}}{Delta x}=G_{n,m}$$
Important note: the boundary/initial conditions might change this scheme a little. We should be careful not to lose some solutions or introduce spurious ones, because we have taken an extra $x$ derivative.
Thanks that is useful, I can see how I would copmute a forwards step in space using this scheme, however how would I obtain values for F in future times?
– user536082
Nov 14 at 19:08
@user536082, but you already know them from solving for $G$? Notice that the index $n$ doesn't change...
– Yuriy S
Nov 14 at 19:09
Ah I think I understand, just to make sure the n index is the time correct?
– user536082
Nov 14 at 19:13
@user536082, yes, it's the time
– Yuriy S
Nov 14 at 19:14
I'm sorry I thought I understood, but I am still stuck, could you outline a little more how I could get an expression for $$F_{n+1,m}$$ using only information from the timeperiod n. I may be missing something very obvious as I can't see how this is possible based on the previous.
– user536082
Nov 14 at 20:00
|
show 1 more comment
up vote
0
down vote
up vote
0
down vote
This is how I would try to solve it numerically (mind, I haven't worked with problems like that).
Differentiate w.r.t. $x$:
$$frac{partial}{partial x}frac{partial F}{partial t}=frac{partial^2}{partial x^2} left(left( frac{partial F}{partial x}right)^k right)$$
Change the order of the derivatives on the l.h.s. and introduce a new function:
$$frac{partial F}{partial x}=G$$
Now we are solving:
$$frac{partial G}{partial t}=frac{partial^2}{partial x^2} G^k$$
This could be done with the usual second order finite difference scheme.
Suppose we get a numerical solution $G(x,t) approx G_{nm}$, where the indices are for time and space grid points.
Now we need to solve:
$$frac{partial F}{partial x}=G$$
This is again, a very standard problem for any first order finite difference scheme. In an explicit way, for example:
$$frac{F_{n,m+1}-F_{n,m}}{Delta x}=G_{n,m}$$
Important note: the boundary/initial conditions might change this scheme a little. We should be careful not to lose some solutions or introduce spurious ones, because we have taken an extra $x$ derivative.
This is how I would try to solve it numerically (mind, I haven't worked with problems like that).
Differentiate w.r.t. $x$:
$$frac{partial}{partial x}frac{partial F}{partial t}=frac{partial^2}{partial x^2} left(left( frac{partial F}{partial x}right)^k right)$$
Change the order of the derivatives on the l.h.s. and introduce a new function:
$$frac{partial F}{partial x}=G$$
Now we are solving:
$$frac{partial G}{partial t}=frac{partial^2}{partial x^2} G^k$$
This could be done with the usual second order finite difference scheme.
Suppose we get a numerical solution $G(x,t) approx G_{nm}$, where the indices are for time and space grid points.
Now we need to solve:
$$frac{partial F}{partial x}=G$$
This is again, a very standard problem for any first order finite difference scheme. In an explicit way, for example:
$$frac{F_{n,m+1}-F_{n,m}}{Delta x}=G_{n,m}$$
Important note: the boundary/initial conditions might change this scheme a little. We should be careful not to lose some solutions or introduce spurious ones, because we have taken an extra $x$ derivative.
edited Nov 14 at 18:29
answered Nov 14 at 18:20
Yuriy S
15.5k433115
15.5k433115
Thanks that is useful, I can see how I would copmute a forwards step in space using this scheme, however how would I obtain values for F in future times?
– user536082
Nov 14 at 19:08
@user536082, but you already know them from solving for $G$? Notice that the index $n$ doesn't change...
– Yuriy S
Nov 14 at 19:09
Ah I think I understand, just to make sure the n index is the time correct?
– user536082
Nov 14 at 19:13
@user536082, yes, it's the time
– Yuriy S
Nov 14 at 19:14
I'm sorry I thought I understood, but I am still stuck, could you outline a little more how I could get an expression for $$F_{n+1,m}$$ using only information from the timeperiod n. I may be missing something very obvious as I can't see how this is possible based on the previous.
– user536082
Nov 14 at 20:00
|
show 1 more comment
Thanks that is useful, I can see how I would copmute a forwards step in space using this scheme, however how would I obtain values for F in future times?
– user536082
Nov 14 at 19:08
@user536082, but you already know them from solving for $G$? Notice that the index $n$ doesn't change...
– Yuriy S
Nov 14 at 19:09
Ah I think I understand, just to make sure the n index is the time correct?
– user536082
Nov 14 at 19:13
@user536082, yes, it's the time
– Yuriy S
Nov 14 at 19:14
I'm sorry I thought I understood, but I am still stuck, could you outline a little more how I could get an expression for $$F_{n+1,m}$$ using only information from the timeperiod n. I may be missing something very obvious as I can't see how this is possible based on the previous.
– user536082
Nov 14 at 20:00
Thanks that is useful, I can see how I would copmute a forwards step in space using this scheme, however how would I obtain values for F in future times?
– user536082
Nov 14 at 19:08
Thanks that is useful, I can see how I would copmute a forwards step in space using this scheme, however how would I obtain values for F in future times?
– user536082
Nov 14 at 19:08
@user536082, but you already know them from solving for $G$? Notice that the index $n$ doesn't change...
– Yuriy S
Nov 14 at 19:09
@user536082, but you already know them from solving for $G$? Notice that the index $n$ doesn't change...
– Yuriy S
Nov 14 at 19:09
Ah I think I understand, just to make sure the n index is the time correct?
– user536082
Nov 14 at 19:13
Ah I think I understand, just to make sure the n index is the time correct?
– user536082
Nov 14 at 19:13
@user536082, yes, it's the time
– Yuriy S
Nov 14 at 19:14
@user536082, yes, it's the time
– Yuriy S
Nov 14 at 19:14
I'm sorry I thought I understood, but I am still stuck, could you outline a little more how I could get an expression for $$F_{n+1,m}$$ using only information from the timeperiod n. I may be missing something very obvious as I can't see how this is possible based on the previous.
– user536082
Nov 14 at 20:00
I'm sorry I thought I understood, but I am still stuck, could you outline a little more how I could get an expression for $$F_{n+1,m}$$ using only information from the timeperiod n. I may be missing something very obvious as I can't see how this is possible based on the previous.
– user536082
Nov 14 at 20:00
|
show 1 more comment
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What are the boundary/initial conditions?
– Yuriy S
Nov 14 at 17:52
Any Neumann, Dirichlet or other boundary conditions are good! They would all be useful in understanding how it works.
– user536082
Nov 14 at 17:57