Finite difference method

About: Finite difference method is a research topic. Over the lifetime, 21603 publications have been published within this topic receiving 468852 citations. The topic is also known as: Finite-difference methods & FDM.

Analyzing the stability of the FDTD technique by combining the von Neumann method with the Routh-Hurwitz criterion

Abstract: This paper addresses the problem of stability analysis of finite-difference time-domain (FDTD) approximations for Maxwell's equations. The combination of the von Neumann method with the Routh-Hurwitz criterion is proposed as an algebraic procedure for obtaining analytical closed-form stability expressions. This technique is applied to the problem of determining the stability conditions of an extension of the FDTD method to incorporate dispersive media previously reported in the literature. Both Debye and Lorentz dispersive media are considered. It is shown that, for the former case, the stability limit of the conventional FDTD method is preserved. However, for the latter case, a more restrictive stability limit is obtained. To overcome this drawback, a new scheme is presented, which allows the stability limit of the conventional FDTD method to be maintained.

A uniformly convergent numerical method for a coupled system of two singularly perturbed linear reaction–diffusion problems

Abstract: A coupled system of two singularly perturbed linear reaction-diffusion two-point boundary value problems is examined. The leading term of each equation is multiplied by a small positive parameter, but these parameters may have different magnitudes. The solutions to the system have boundary layers that overlap and interact. The structure of these layers is analysed, and this leads to the construction of a piecewise-uniform mesh that is a variant of the usual Shishkin mesh. On this mesh central differencing is proved to be almost first-order accurate, uniformly in both small parameters. Supporting numerical results are presented for a test problem.

A comparison of time marching schemes for the transient heat conduction equation

Abstract: This paper investigates the phenomenon of ‘noise’ which is common in most time-dependent problems. The emphasis is on the achievable accuracy that is obtained with various time-stepping algorithms and how this can be improved if noise is artificially damped to an acceptable level. A series of experiments are made where the space domain is discretized using the finite element method and the variation with time is approximated by several finite difference methods. The conclusion is reached that the Crank–Nicolson scheme with a simple averaging process is superior to the other methods investigated.

Numerical Solution of Saint-Venant Equations

Abstract: The general, one-dimensional Saint-Venant equations are presented for a rigid open channel of arbitrary form, not necessarily prismatic, containing a flow that may be spatially varied. The theoretical basis for the method of characteristics is reviewed and used to show that, in the general case, the speed of long-wave disturbances is given by the slope of the characteristic curves. Finite-difference schemes on a rectangular net in the x - t plane and based on the characteristic forms of the Saint-Venant equations, as well as on the direct forms, are given and examined for their stability. The von Neumann technique for stability analysis is presented in detail. Explicit numerical schemes, which are simple, but require small steps in time because of stability problems, are contrasted with implicit schemes that permit numerical solution over large time steps but require the solution of large sets of simultaneous algebraic equations at each step. The double-sweep or progonka method, an exact time- and space-saving technique for solving these (locally linearized) equations, is also given in detail.