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!










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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















up vote
1
down vote

favorite
1












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!










share|cite|improve this question


















  • 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













up vote
1
down vote

favorite
1









up vote
1
down vote

favorite
1






1





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!










share|cite|improve this question













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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asked Nov 14 at 17:28









user536082

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  • 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




    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










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.






share|cite|improve this answer























  • 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











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1 Answer
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1 Answer
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active

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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.






share|cite|improve this answer























  • 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















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.






share|cite|improve this answer























  • 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













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.






share|cite|improve this answer














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.







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








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


















  • 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


















 

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