Finite difference method; finding the 'Stencil'

In summary, the conversation is about determining the Finite Difference Method stencil for approximating a second derivative at a discrete set of nodes with maximum accuracy. The individual asking the question is unsure about the terminology and asks for clarification on what a FDM stencil is and what is meant by "maximum accuracy." They also mention that they have not attempted a solution yet due to their confusion.
  • #1
the_dane
30
0

Homework Statement


Determine the Finite Difference Method stencil for approximating a second derivative u''(x) at a discrete set of nodes with maximum accuracy for stencil of sizes (0,4) (off-centered).

My questions:
I think I am able to answer the question I am just not sure about what is asked about. First of all, what is a FDM stencil? The way I understand it the stencils is the five points (a+h*0), (a+h*1) (a+h*2), ... and (a+h*4), where the approximation is centered around a. Am I correct?

What is ment with "maximum accuracy".

Homework Equations


The standard equations for Finite difference method

The Attempt at a Solution


To be honest I have not made any attempt yet because, as mentioned above, I am not sure what I am asked about
 
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  • #2
the_dane said:

Homework Statement


Determine the Finite Difference Method stencil for approximating a second derivative u''(x) at a discrete set of nodes with maximum accuracy for stencil of sizes (0,4) (off-centered).

My questions:
I think I am able to answer the question I am just not sure about what is asked about. First of all, what is a FDM stencil? The way I understand it the stencils is the five points (a+h*0), (a+h*1) (a+h*2), ... and (a+h*4), where the approximation is centered around a. Am I correct?

What is ment with "maximum accuracy".

Homework Equations


The standard equations for Finite difference method

The Attempt at a Solution


To be honest I have not made any attempt yet because, as mentioned above, I am not sure what I am asked about
You have given us nothing to work with here. It looks like you need to do some reading to understand the terminology used in the problem statement. Please do that and then make an attempt at a solution. Then we might be able to help you.
 
  • #3
tnich said:
You have given us nothing to work with here. It looks like you need to do some reading to understand the terminology used in the problem statement. Please do that and then make an attempt at a solution. Then we might be able to help you.
You're right that I am not quite certain about there terminology. I am using the textbook by Levee: Finite Difference Methods for Ordinary and Partial DE.

But the terminology is not clear for me and that is Exactly what I am asking about. My answer to the question is: (a+h*0), (a+h*1), ... and (a+h*4).

Basically what I want is that someone tell me why I am right or wrong.
 
  • #4
the_dane said:
You're right that I am not quite certain about there terminology. I am using the textbook by Levee: Finite Difference Methods for Ordinary and Partial DE.

But the terminology is not clear for me and that is Exactly what I am asking about. My answer to the question is: (a+h*0), (a+h*1), ... and (a+h*4).

Basically what I want is that someone tell me why I am right or wrong.
So you are giving us a guess based on almost-but-not-quite nothing. When your textbook has explained something in a way that you do not understand, it is helpful to look at other books until you find an explanation you do understand.
Are you points centered around ##a##?
 
  • #5
the_dane said:
I am using the textbook by Levee: Finite Difference Methods for Ordinary and Partial DE.

I can't find that book listed anywhere. What is the author's full name?
 
  • #6

What is the finite difference method?

The finite difference method is a numerical technique used to solve differential equations by approximating the derivatives with finite differences. It is commonly used in computational science and engineering to solve problems that cannot be solved analytically.

How does the finite difference method work?

The finite difference method works by dividing the domain of a differential equation into a grid of discrete points and approximating the derivatives at each point using finite difference equations. These equations are then solved simultaneously to obtain an approximate solution to the original differential equation.

What is the "stencil" in the finite difference method?

The "stencil" in the finite difference method refers to the pattern of points used to approximate the derivatives at a particular point on the grid. It includes the point of interest and its neighboring points, and the specific points used depend on the order of the finite difference scheme being used.

How is the "stencil" determined in the finite difference method?

The "stencil" is determined based on the order of the finite difference scheme being used. Higher order schemes require more points in the stencil, which can improve the accuracy of the approximation. However, a larger stencil also means more computational effort, so a balance must be struck between accuracy and efficiency.

What are some common applications of the finite difference method?

The finite difference method is commonly used to solve problems in fluid dynamics, heat transfer, and other areas of physics and engineering. It is also used in financial modeling and image processing. Essentially, any problem that can be described by a differential equation can potentially be solved using the finite difference method.

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