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Numerical methods for differential equations

  1. Jul 9, 2014 #1
    Are there any numerical techniques I can use to solve differential equations with periodic boundary conditions? I know of several techniques for other kinds of boundary conditions (such as Runge-Kutta method, Euler method etc.), but I am interested in knowing how to numerially solve differential equations with periodic boundary conditions..

    Any help would be appreciated!
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  3. Jul 9, 2014 #2


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  4. Jul 9, 2014 #3
    Umm... Maybe I should make my specific scenario a little clearer. My differential equation is of the form $$f(x) \partial_x^2 y + g(x) \partial_x y + h(x) y =0$$

    In this scenario, replacing ##y## with a fourier series in ##x## is not really useful, because the functions ##f, g## and ##h## do not let me compare coefficients anymore, because in order to do that I would have to multiply by some element of the orthogonal fourier basis, but these functions will not let me extract the information as I want. For example if i just had ##\partial_x y + \delta(x) y=0##, then replacing with ##y## with ##\sum_n c_n e^{inx}## would give me $$\sum_n c_n (i n + \delta(x)) e^{inx}=0$$
    The only procedure I'm aware of would proceed from here by mulitplying by ##e^{-imx}## and integrating, but that would give me ##c_m (i m) + \sum_n c_n = 0##. This may not be the best example, but in general I would not get equations from where I could calculate the coefficients directly, right?

    Wouldn't a spectral method work nicely only when I had a simpler equation with constant coefficients or something?
  5. Jul 9, 2014 #4


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    The spectral method works as long as you can write the coefficients themselves as Fourier series or Fourier Transforms.
  6. Jul 9, 2014 #5
    Could someone give me an example? For example let's just take a simple first order equation of $$y^\prime + \Theta(x) y = 0$$ where ##\Theta(x)## is the Heaviside step function, with a domain from ##(-\pi,\pi)##, with peridic boundary equations. Could anyone just show me a few steps from where I can proceed?
  7. Jul 9, 2014 #6
    Actually, for most numerical methods, applying periodic boundary conditions is pretty straight forward.

    Are you familiar with finite difference?

    In finite difference we break the domain into a finite number of points:
    [itex]x_0, x_1, \dots, x_i, \dots, x_N [/itex]

    Then we approximate the differential to create an algebraic equation for the interior points [itex]x_1 \dots x_{N-1} [/itex]. For second order equations this equations is often of the form [itex] a x_{i-1} + bx_i + cx_{i+1} = f(x_i) [/itex]

    Then we have to apply the correct boundary conditions to the points at the edge of the domain [itex]x_0, x_N [/itex]

    For Dirichlet B.C we might set [itex]x_0 =0 [/itex] and [itex]x_N =5 [/itex]

    For periodic boundary conditions we can use the interior equation for [itex]x_0 [/itex]. Noting that [itex] x_{-1} = x_{N-1} [/itex] gives the equations [itex] a x_{N-1} + bx_0 + cx_{1} = f(x_0) [/itex].

    For the end point we can use [itex]x_N =x_0 [/itex]. We often don't solve this last equations. Instead we enforce this equality in our the algebraic system of equations by replacing all [itex]x_N[/itex] with [itex]x_0 [/itex] just like we replaced [itex] x_{-1} [/itex] with [itex] x_{N-1} [/itex]. This reduces the error due to finite precision math and slightly reduces the computation time.
  8. Jul 10, 2014 #7
    Hmm. So the idea is I use the finite difference method and the boundary conditions to give me an algebraic problem which I then solve numerically to get all the ##x_i##s?
  9. Jul 10, 2014 #8
    That's the general idea.

    There are a few simple examples in the second half of this lecture:
  10. Jul 10, 2014 #9
    I'll give both the spectral method and the finite difference method a shot and try to solve my original problem. I'll get back to you guys if I have any more clarifications!

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