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.

Group explicit iterative methods for solving large linear systems

Abstract: In this paper, the Alternating Group Explicit (AGE) method is developed and applied to derive the solution of a 2 point boundary value problem. The analysis clearly shows the method to be analogous to the A.D.I. method. The extension of the method to ultidimensional problems and techniques for improving the convergence rate and attaining higher order accuracy are also given.

A review of numerical methods for nonlinear partial differential equations

Abstract: Numerical methods were first put into use as an effective tool for solving partial differential equations (PDEs) by John von Neumann in the mid1940s. In a 1949 letter von Neumann wrote “the entire computing machine is merely one component of a greater whole, namely, of the unity formed by the computing machine, the mathematical problems that go with it, and the type of planning which is called by both.” The “greater whole” is viewed today as scientific computation: over the past sixty years, scientific computation has emerged as the most versatile tool to complement theory and experiments, and numerical methods for solving PDEs are at the heart of many of today’s advanced scientific computations. Numerical solutions found their way from financial models on Wall Street to traffic models on Main Street. Here we provide a bird’s eye view on the development of these numerical methods with a particular emphasis on nonlinear PDEs.

Numerical solution of the St. Venant equations with the MacCormack finite-difference scheme

Abstract: This paper describes the use of the MacCormack explicit time-spilitting scheme in the development of a two-dimensional (in plan) hydraulic simulation model that solves the St. Venant equations. Various tests devised to assess the performance of the method have been performed and the results are reported. Finally, two industrial applications of the model are presented. The method has been found to be computationally efficient and warrants further development.

FEM-FDM coupled liquefaction analysis of a porous soil using an elasto-plastic model

Abstract: The phenomenon of liquefaction is one of the most important subjects in Earthquake Engineering and Coastal Engineering. In the present study, the governing equations of such coupling problems as soil skeleton and pore water are obtained through application of the two-phase mixture theory. Using au-p (displacement of the solid phase-pore water pressure) formulation, a simple and practical numerical method for the liquefaction analysis is formulated. The finite difference method (FDM) is used for the spatial discretization of the continuity equation to define the pore water pressure at the center of the element, while the finite element method (FEM) is used for the spatial discretization of the equilibrium equation. FEM-FDM coupled analysis succeeds in reducing the degrees of freedom in the descretized equations. The accuracy of the proposed numerical method is addressed through a comparison of the numerical results and the analytical solutions for the transient response of saturated porous solids. An elasto-plastic constitutive model based on the non-linear kinematic hardening rule is formulated to describe the stress-strain behavior of granular materials under cyclic loading. Finally, the applicability of the proposed numerical method is examined. The following two numerical examples are analyzed in this study: (1) the behavior of seabed deposits under wave action, and (2) a numerical simulation of shaking table test of coal fly ash deposit.

Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations

Abstract: . We obtain nonsymmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton-Jacobi-Bellman equations by introducing a new notion of consistency. Our results are robust and general - they improve and extend earlier results by Krylov, Barles, and Jakobsen. We apply our general results to various schemes including Crank-Nicholson type finite difference schemes, splitting methods, and the classical approximation by piecewise constant controls. In the first two cases our results are new, and in the last two cases the results are obtained by a new method which we develop here.