About: Finite difference method is a research topic. Over the lifetime, 21603 publications have been published within this topic receiving 468852 citations. The topic is also known as: Finite-difference methods & FDM.
TL;DR: In this article, a numerical solution of the stationary and transient form of the Fokker-Planck (FP) equation corresponding to two state nonlinear systems is obtained by standard sequential finite element method (FEM) using C0 shape function and Crank-Nicholson time integration scheme.
Abstract: The response of a structural system to white noise excitation (deltacorrelated) constitutes a Markov vector process whose transitional probability density function (TPDF) is governed by both the forward Fokker-Planck and backward Kolmogorov equations. Numerical solution of these equations by finite element and finite difference methods for dynamical systems of engineering interest has been hindered by the problem of dimensionality. In this paper numerical solution of the stationary and transient form of the Fokker-Planck (FP) equation corresponding to two state nonlinear systems is obtained by standard sequential finite element method (FEM) using C0 shape function and Crank-Nicholson time integration scheme. The method is applied to Van-der-Pol and Duffing oscillators providing good agreement between results obtained by it and exact results. An extension of the finite difference discretization scheme developed by Spencer, Bergman and Wojtkiewicz is also presented. This paper presents an extension of the finite difference method for the solution of FP equation up to four dimensions. The difficulties associated in extending these methods to higher dimensional systems are discussed.
TL;DR: In this survey article, the author tries to provide as much stimulating information as available regarding these NSFDMs to the researchers, which will be helpful for them as the research proceeds in this direction.
Abstract: Many real life problems are modelled by differential equations, for which analytical solutions are not always easy to find. One of the most difficult problems is how to solve these differential equations efficiently. Several researchers have tried to do this in various different ways (e.g. via Finite Element Methods, Standard Finite Difference Methods, Spline Approximation Methods, etc.). In recent years, to get reliable results with less effort, researchers have applied nonstandard finite difference methods (NSFDMs) and obtained competitive results to those obtained with other methods. In this survey article, the author tries to provide as much stimulating information as available regarding these NSFDMs to the researchers, which will be helpful for them as the research proceeds in this direction. While the author made the utmost efforts to include whatever he could, he would like to apologize if there are any omissions which are totally unintentional.
TL;DR: In this paper, the authors set up and analyzed difference schemes for solving the initial value problem for the socalled Korteweg-de Vries equation, which implicitly contain the effect of dissipation.
Abstract: The purpose of this paper is to set up and analyse difference schemes for solving the initial-value problem for the socalled Korteweg-de Vries equation. After the discussion of a difference scheme which is correctly centered in both space and time, the construction of difference schemes which implicitly contain the effect of dissipation is described.
TL;DR: Numerical stability and optimal error estimate O ( k Δ 2 - α + h r + 1 + H 2 r + 2 ) in L 2 -norm are proved for the two-grid scheme, where k Δ, h and H are the time step size, coarse gridMesh size, and fine grid mesh size, respectively.
Abstract: In this article, we develop a two-grid algorithm based on the mixed finite element (MFE) method for a nonlinear fourth-order reaction-diffusion equation with the time-fractional derivative of Caputo-type. We formulate the problem as a nonlinear fully discrete MFE system, where the time integer and fractional derivatives are approximated by finite difference methods and the spatial derivatives are approximated by the MFE method. To solve the nonlinear MFE system more efficiently, we propose a two-grid algorithm, which is composed of two steps: we first solve a nonlinear MFE system on a coarse grid by nonlinear iterations, then solve the linearized MFE system on the fine grid by Newton iteration. Numerical stability and optimal error estimate O ( k Δ 2 - α + h r + 1 + H 2 r + 2 ) in L 2 -norm are proved for our two-grid scheme, where k Δ , h and H are the time step size, coarse grid mesh size, and fine grid mesh size, respectively. We implement the two-grid algorithm, and present the numerical results justifying our theoretical error estimate. The numerical tests also show that the two-grid method is much more efficient than solving the nonlinear MFE system directly.
TL;DR: In this article, a hybrid method for incorporating general terminations into the solution of lossy multiconductor transmission lines (MTLs) is presented, where terminations are characterized by a state-variable formulation which allows a general characterization of dynamic as well as nonlinear elements in the termination networks.
Abstract: A hybrid method is presented for incorporating general terminations into the solution of lossy multiconductor transmission lines (MTLs). The terminations are characterized by a state-variable formulation which allows a general characterization of dynamic as well as nonlinear elements in the termination networks. The method combines the second-order accuracy of the finite difference-time domain (FDTD) algorithm for the MTL with the absolutely stable, backward Euler discretization of the state-variable representations of the termination networks. A compact matrix formulation of the recursion relations at the interface between the MTL and the termination networks allows a straightforward coding of the algorithm. Skin effect losses of the line conductors as well as the effect of an incident field are easily incorporated into the algorithm. Several numerical examples are given which contain dynamic and nonlinear elements in the terminations. These examples demonstrate the validity of the method and show that the temporal and spatial step sizes can be maximized, thereby minimizing the computational burden.