Compact Finite Difference schemes for Solving Partial Differential Equations
Project Abstract
A higher order numerical approach for solving 1-D parabolic PDEs, such as the Diffusion and Advection-Diffusion-Reaction (ADR) equations, is developed and studied in this work. The proposed approach uses the Crank–Nicolson traditional finite difference method (FDM) for time discretization and a fourth-order compact finite difference method (CFDM) for spatial discretization. The accuracy and efficiency limits of the explicit, implicit, and Crank-Nicolson finite difference methods (FDM) are highlighted in this we use operator-based and Taylor series techniques, a compact study is created to overcome these issues, producing a solution that uses fewer grid points while achieving higher accuracy. The stability of the scheme is analyzed using Von Neumann ( Fourier analysis). A comparative study of CFDM is conducted through Python implementation on a variety of problems involving diffusion, advection, and reaction with constant coefficients. The results show that CFDM yields more accurate and efficient solutions than traditional methods. The work concludes by outlining future directions, particularly the extension of the scheme to PDEs with variable coefficients, for which initial developments are underway.
Project Supervisor
Dr. Harshita Madduri ( Assistant Professor, Department of Mathematics NIT Kurukshetra )
Key Features
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Achieves fourth-order accuracy in both space and time using a Compact Finite Difference Method (CFDM) and Crank-Nicolson scheme.
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Utilizes a fourth-order compact finite difference scheme, incorporating information from neighboring grid points for improved accuracy.
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Implements the Crank-Nicolson method, ensuring stability and accuracy in time evolution.
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Allows for larger time steps without imposing strict stability constraints.
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The error decreases at a rate of O(h⁴, k⁴) as grid size h and time step k are refined.
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Evaluates the method’s behavior under different Péclet numbers for advection–diffusion problems.
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Produces highly accurate solutions that closely match exact solutions, confirming the method’s efficiency.
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Suitable for solving complex advection–diffusion problems in scientific and engineering applications.