Understanding Stencils in Finite Difference Methods

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SUMMARY

A "stencil" in finite difference methods refers to the computational molecule used to calculate the next point in a numerical solution. Specifically, for the Euler method applied to ordinary differential equations (ODEs), the stencil is defined as u_{n+1}=u_{n}+hf(x_{n},u_{n}). In the context of partial differential equations (PDEs), stencils become more complex, involving multiple points and relationships. Understanding stencils is crucial for implementing finite difference methods effectively.

PREREQUISITES
  • Finite Difference Methods
  • Euler Method for ODEs
  • Partial Differential Equations (PDEs)
  • Numerical Analysis Techniques
NEXT STEPS
  • Study the derivation of stencils for various finite difference methods
  • Learn about advanced stencils for complex PDEs
  • Explore numerical stability and convergence in finite difference methods
  • Investigate the application of stencils in computational fluid dynamics
USEFUL FOR

Mathematicians, engineers, and computer scientists involved in numerical simulations and modeling, particularly those focusing on finite difference methods and their applications in solving differential equations.

alecrimi
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Hi
Sorry for the stupid question, but what is exactly a "stencil" in finite difference methods ?
Is the results of the expansion points ?
Cheers
Alex
 
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This is also called a computational molecule in some texts, it basically is the recurrence relation that you use to calculate the next point in your calculation, so for example a stencil for the Euler method for the ODE \frac{du}{dx}=f(x,u) would be:
<br /> u_{n+1}=u_{n}+hf(x_{n},u_{n})<br />
For PDEs it would be something more complicated. I hope you get the general idea.
 

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