FD1D_BVP
Finite Difference Method, 1D, Boundary Value Problem

FD1D_BVP is a MATLAB program which applies the finite difference method to solve a two point boundary value problem in one spatial dimension.

The boundary value problem (BVP) that is to be solved has the form:

        - d/dx ( a(x) * du/dx ) + c(x) * u(x) = f(x)
      

Boundary conditions are applied at the endpoints, and in this case, these are assumed to have the form:

        u(X(1)) = 0.0;
        u(X(N)) = 0.0.
      

To compute a finite difference approximation, a set of n nodes is defined over the interval, and, at each interior node, a discretized version of the BVP is written, with u''(x) and u'(x) approximated by central differences.

Usage:

[u = fd1d_bvp ( n, @a, @aprime, @c, @f, x )

• n the number of nodes.
• @a the function which evaluates a(x);
• @aprime the function which evaluates a'(x);
• @c the function which evaluates c(x);
• @f the function which evaluates f(x).
• x the vector of n nodes, which may be nonuniformly spaced.
• u the output vector of n finite difference values.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

FD1D_BVP is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

FD1D_BURGERS_LAX, a MATLAB program which applies the finite difference method and the Lax-Wendroff method to solve the non-viscous time-dependent Burgers equation in one spatial dimension.

FD1D_BURGERS_LEAP, a MATLAB program which applies the finite difference method and the leapfrog approach to solve the non-viscous time-dependent Burgers equation in one spatial dimension.

FD1D_DISPLAY, a MATLAB program which reads a pair of files defining a 1D finite difference model, and plots the data.

FD1D_HEAT_EXPLICIT, a MATLAB program which uses the finite difference method and explicit time stepping to solve the time dependent heat equation in 1D.

FD1D_HEAT_IMPLICIT, a MATLAB program which uses the finite difference method and implicit time stepping to solve the time dependent heat equation in 1D.

FD1D_HEAT_STEADY, a MATLAB program which uses the finite difference method to solve the steady (time independent) heat equation in 1D.

FD1D_PREDATOR_PREY, a MATLAB program which implements a finite difference algorithm for predator-prey system with spatial variation in 1D.

FD1D_WAVE, a MATLAB program which applies the finite difference method to solve the time-dependent wave equation in one spatial dimension.

FEM1D, a MATLAB program which applies the finite element method to a linear two point boundary value problem in a 1D region.

FEM1D_BVP_LINEAR, a MATLAB program which applies the finite element method, with piecewise linear elements, to a two point boundary value problem in one spatial dimension.

Reference:

1. Dianne O'Leary,
   Finite Differences and Finite Elements: Getting to Know You,
   Computing in Science and Engineering,
   Volume 7, Number 3, May/June 2005.
2. Dianne O'Leary,
   Scientific Computing with Case Studies,
   SIAM, 2008,
   ISBN13: 978-0-898716-66-5,
   LC: QA401.O44.
3. Hans Rudolf Schwarz,
   Finite Element Methods,
   Academic Press, 1988,
   ISBN: 0126330107,
   LC: TA347.F5.S3313..
4. Gilbert Strang, George Fix,
   An Analysis of the Finite Element Method,
   Cambridge, 1973,
   ISBN: 096140888X,
   LC: TA335.S77.
5. Olgierd Zienkiewicz,
   The Finite Element Method,
   Sixth Edition,
   Butterworth-Heinemann, 2005,
   ISBN: 0750663200,
   LC: TA640.2.Z54

Source Code:

• fd1d_bvp.m, is the program.
• r8mat_write.m, writes an R8MAT file.
• timestamp.m, prints the current YMDHMS date as a timestamp.

Examples and Tests:

FD1D_BVP_TEST runs the first five example problems described by Dianne O'Leary.

• fd1d_bvp_test.m, a program which runs several test cases.
• fd1d_bvp_test_output.txt, the output file.

• fd1d_bvp_test01_nodes.txt, the nodes for test 1.
• fd1d_bvp_test01_values.txt, the computed and exact values for test 1.
• fd1d_bvp_test01.png, a PNG image of a plot of the computed and exact values.

• fd1d_bvp_test02_nodes.txt, the nodes for test 2.
• fd1d_bvp_test02_values.txt, the computed and exact values for test 2.
• fd1d_bvp_test02.png, a PNG image of a plot of the computed and exact values.

• fd1d_bvp_test03_nodes.txt, the nodes for test 3.
• fd1d_bvp_test03_values.txt, the computed and exact values for test 3.
• fd1d_bvp_test03.png, a PNG image of a plot of the computed and exact values.

• fd1d_bvp_test04_nodes.txt, the nodes for test 4
• fd1d_bvp_test04_values.txt, the computed and exact values for test 4.
• fd1d_bvp_test04.png, a PNG image of a plot of the computed and exact values.

• fd1d_bvp_test05_nodes.txt, the nodes for test 5.
• fd1d_bvp_test05_values.txt, the computed and exact values for test 5.
• fd1d_bvp_test05.png, a PNG image of a plot of the computed and exact values.

You can go up one level to the MATLAB source codes.