Finite Difference Approximations

Abstract

This chapter presents the formulation of higher order finite difference (FD) formulas for the spatial approximation of the time-dependent reaction–diffusion problems with a clear justification through examples, the supremacy between the second- and fourth-order schemes. As a consequence, methods for the solution of initial and boundary value PDEs, such as the method of lines (MOL), is of broad interest in science and engineering. This procedure begins with the discretization of the spatial derivatives in the PDE with algebraic approximations. The key idea of MOL is to replace the spatial derivatives in the PDE with the algebraic approximations. Once this procedure is done, the spatial derivatives are no longer stated explicitly in terms of the spatial independent variables. In other words, only one independent variable is remaining, the resulting semi-discrete problem has now become a system of coupled ordinary differential equations (ODEs) in time. Thus, one can apply any integration algorithm for the initial value ODEs to compute an approximate numerical solution to the PDE. Analysis of the basic properties of these schemes such as the order of accuracy, convergence, consistency, stability and symmetry are well examined in this chapter.