Finite difference method

Abstract: Maxwell's equations are replaced by a set of finite difference equations. It is shown that if one chooses the field points appropriately, the set of finite difference equations is applicable for a boundary condition involving perfectly conducting surfaces. An example is given of the scattering of an electromagnetic pulse by a perfectly conducting cylinder.

Abstract: Preface. Basic Concepts of Fluid Flow.- Introduction to Numerical Methods.- Finite Difference Methods.- Finite Volume Methods.- Solution of Linear Equation Systems.- Methods for Unsteady Problems.- Solution of the Navier-Stokes Equations.- Complex Geometries.- Turbulent Flows.- Compressible Flow.- Efficiency and Accuracy Improvement. Special Topics.- Appendeces.

Abstract: A non-iterative method for handling the coupling of the implicitly discretised time-dependent fluid flow equations is described. The method is based on the use of pressure and velocity as dependent variables and is hence applicable to both the compressible and incompressible versions of the transport equations. The main feature of the technique is the splitting of the solution process into a series of steps whereby operations on pressure are decoupled from those on velocity at each step, with the split sets of equations being amenable to solution by standard techniques. At each time-step, the procedure yields solutions which approximate the exact solution of the difference equations. The accuracy of this splitting procedure is assessed for a linearised form of the discretised equations, and the analysis indicates that the solution yielded by it differs from the exact solution of the difference equations by terms proportional to the powers of the time-step size. By virtue of this, it is possible to dispense with iteration, thus resulting in an efficient implicit scheme while retaining simplicity of implementation relative to contemporary block simultaneous methods. This is verified in a companion paper which presents results of computations carried out using the method.

Abstract: To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n, including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A web site contains supplementary material including programs and answers to exercises.