Partial differential equation
Sep 13, 2018 at 11:36am
I am trying to solve a Partial differential equation using finite difference method in c++. is there any library to use for solving PDE in c++
Last edited on Sep 13, 2018 at 11:37am
Sep 13, 2018 at 12:11pm
Not in the standard library.
Which particular PDE are you looking to solve?
Which particular PDE are you looking to solve?
Sep 13, 2018 at 12:59pm
I am looking for a solution to solve the following PDE:
A*∂2p/∂x^2+B*∂2p/∂y^2+q=C*∂P/∂t
I used finite difference to solve it, when I increase a number of block, it takes too long time. so I am looking for a library to solve this PDE in c++.
A*∂2p/∂x^2+B*∂2p/∂y^2+q=C*∂P/∂t
I used finite difference to solve it, when I increase a number of block, it takes too long time. so I am looking for a library to solve this PDE in c++.
Last edited on Sep 13, 2018 at 1:03pm
Sep 13, 2018 at 4:21pm
It's a 2-d diffusion equation (if A, B, C are positive). Look up Crank-Nicolson method. You would solve it by the alternating-direction-implicit method. It makes repeated use of a tridiagonal matrix algorithm (in each direction).
Last edited on Sep 13, 2018 at 5:24pm
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