Difference Methods for One-Dimensional PDE
Finite-difference methods for one-dimensional partial differential equations are introduced by first identifying the classes of equations upon which suitable discretizations are constructed. It is shown how parabolic equations and the corresponding boundary conditions are discretized such that a desired local order of error is achieved and that the discretization is consistent and yields a stable and convergent solution scheme. Convergence criteria are established for a variety of explicit and implicit difference schemes. Energy estimates and theorems on maxima are given as auxiliary tools that allow us to ascertain that the solutions are physically meaningful. Difference schemes for hyperbolic equations are introduced from the standpoint of the Courant–Friedrich–Lewy criterion, dispersion and dissipation. Various techniques for non-linear equations and equations of mixed type are given, including high-resolution schemes for equations that can be expressed in terms of conservation laws. The Problems include the (parabolic) diffusion and (hyperbolic) advection equation, Burgers equation, the shock-tube problem, Korteweg–de Vries equation, and the non-stationary linear and cubic Schrödinger equations.
KeywordsDifference Scheme Implicit Scheme Partial Differential Equation Nicolson Scheme Homogeneous Dirichlet Condition
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