Numerical Methods for PDEs, basic algorithm?

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SUMMARY

This discussion focuses on the need for basic algorithms in numerical methods for partial differential equations (PDEs). The Liebmann method is highlighted as the only comprehensible technique for the original poster, who seeks a step-by-step pseudo-algorithm for various numerical techniques. Key numerical methods mentioned include finite difference methods, finite element methods, and boundary element methods, each applicable depending on the nature of the PDE—elliptic, parabolic, or hyperbolic. A bibliography of essential texts for self-study in numerical PDEs is also provided, featuring works by Levy & Lessman, Kincaid & Cheney, and others.

PREREQUISITES
  • Understanding of basic numerical methods, specifically the Liebmann method.
  • Familiarity with the types of PDEs: elliptic, parabolic, and hyperbolic.
  • Knowledge of finite difference methods and their applications.
  • Ability to solve large sets of simultaneous algebraic equations.
NEXT STEPS
  • Study the finite element method and its applications in solving PDEs.
  • Learn about the boundary element method and its relation to PDEs.
  • Explore the crank-Nicolson method for time-dependent PDEs.
  • Read "Numerical Methods for Partial Differential Equations" by Ames for comprehensive self-study.
USEFUL FOR

This discussion is beneficial for students and self-learners in applied mathematics, particularly those studying numerical methods for PDEs, as well as educators seeking resources to teach these concepts effectively.

maistral
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This is actually a request, I don't know if these are the correct forums for me to post these kinds of things, but yeah. Alright. I intended to study and learn numerical methods with PDEs on my own.

And sadly the only thing I can comprehend is the Liebmann method. :cry: And I got so little time :cry: our professor didn't have the luxury of time to discuss numerical methods for PDEs (but I fear that I may encounter these problems soon, and I don't want to be a sitting duck when that time comes).

So yeah, can I ask for at least a basic/step by step pseudo-algorithm for numerical techniques for PDEs? Because I read Kreyszig's and O'Neil's book and yeah, the only thing I can comprehend is the Liebmann method.
 
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maistral said:
This is actually a request, I don't know if these are the correct forums for me to post these kinds of things, but yeah. Alright. I intended to study and learn numerical methods with PDEs on my own.

And sadly the only thing I can comprehend is the Liebmann method. :cry: And I got so little time :cry: our professor didn't have the luxury of time to discuss numerical methods for PDEs (but I fear that I may encounter these problems soon, and I don't want to be a sitting duck when that time comes).

So yeah, can I ask for at least a basic/step by step pseudo-algorithm for numerical techniques for PDEs? Because I read Kreyszig's and O'Neil's book and yeah, the only thing I can comprehend is the Liebmann method.

The type of numerical method you use depends on nature of the PDE you are solving: elliptic, parabolic, hyperbolic. Even within each of these categories, there are many different numerical techniques that are used.
 
Gosh numerical solution of partial differential equations. self taught. That's a big subject indeed.

:smile:

I assume you know some of the techniques for ordinary differential equations?
I hope you have the means to solve large sets of simultaneous algebraic (usually linear) equations.

You can rewrite the equation in terms of finite differences -crank nicholson, for instance still works.

You can set up a grid over the region of application and apply simplified functions. This is the basis of the finite element method.

You can use Greens / Stokes / Gauss theorems to relate the PDE within the region to functions on the boundary. This is the basis of the boundary element method.

Special methods such as the shooting method of work for a ball park solution, when nothing else does.

Since you have not found much in your existing texts here is a short bibliography of numeric PDEs

Finite Difference Equations : Levy & Lessman

Numerical Analysis : Kincaid & Cheney

Elementary Applied Partial Differential Equations : Haberman

A First Course in Partial Differential Equations : Weinberger

Elements of Computational Hydraulics : Koutitas

Numerical Methods for Partial Differential Equations : Ames

Numerical Solutions of Partial Differential Equations : Morton & Mayers

Several titles about Boundary Elements : Brebbia

Numerical Solution of Partial Differenctial Equations Finite Difference Methods : Smith

This last one is an excellent book for self teaching.

go well in your efforts
 
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