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For the second-order upwind scheme, becomes the 3-point backward difference in equation and is defined as u x − = 3 u i n − 4 u i − 1 n + u i − 2 n 2 Δ x {\displaystyle u_{x}^{-}={\frac {3u_{i}^{n}-4u_{i-1}^{n}+u_{i-2}^{n}}{2\Delta x}}}
where is a second-order elliptic operator (implying that must be positive; a case where = + is considered below). A system of partial differential equations for a vector can also be parabolic. For example, such a system is hidden in an equation of the form
The sine-Gordon equation is a second-order nonlinear partial differential equation for a function dependent on two variables typically denoted and , involving the wave operator and the sine of . It was originally introduced by Edmond Bour ( 1862 ) in the course of study of surfaces of constant negative curvature as the Gauss–Codazzi equation ...
For a first-order PDE, the method of characteristics discovers so called characteristic curves along which the PDE becomes an ODE. [1] [2] Once the ODE is found, it can be solved along the characteristic curves and transformed into a solution for the original PDE.
Method of lines - the example, which shows the origin of the name of method. The method of lines (MOL, NMOL, NUMOL [1] [2] [3]) is a technique for solving partial differential equations (PDEs) in which all but one dimension is discretized.
The simplest example of a second-order linear elliptic PDE is the Laplace equation, in which a i,j is zero if i ≠ j and is one otherwise, and where b i = c = f = 0. The Poisson equation is a slightly more general second-order linear elliptic PDE, in which f is not required to vanish.
Admissible limiter region for second-order TVD schemes. Unless indicated to the contrary, the above limiter functions are second order TVD. This means that they are designed such that they pass through a certain region of the solution, known as the TVD region, in order to guarantee stability of the scheme.
Name Dim Equation Applications Landau–Lifshitz model: 1+n = + Magnetic field in solids Lin–Tsien equation: 1+2 + = Liouville equation: any + = Liouville–Bratu–Gelfand equation