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Finite Difference Methods
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This chapter offers a peek at the vast literature on numerical methods for partial differential equations. The focus is on finite difference methods (FDM): approximating differential operators by functions of difference operators. Padé approximants (Fornberg) give a unifying principle for deriving the various stencils used by numericists. Boundary value problems for the Poisson equation and initial value problems for the diffusion equation are solved using FDM. Numerical instability of explicit schemes are explained physically and implicit schemes introduced. A discrete version of theClebsch formulation of incompressible Euler equations is proposed. The chapter concludes with the radial basis function method and its application to a discrete version of the Lagrangian formulation of Navier–Stokes.
Title: Finite Difference Methods
Description:
This chapter offers a peek at the vast literature on numerical methods for partial differential equations.
The focus is on finite difference methods (FDM): approximating differential operators by functions of difference operators.
Padé approximants (Fornberg) give a unifying principle for deriving the various stencils used by numericists.
Boundary value problems for the Poisson equation and initial value problems for the diffusion equation are solved using FDM.
Numerical instability of explicit schemes are explained physically and implicit schemes introduced.
A discrete version of theClebsch formulation of incompressible Euler equations is proposed.
The chapter concludes with the radial basis function method and its application to a discrete version of the Lagrangian formulation of Navier–Stokes.
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