Finite Differences

  Рет қаралды 62,329

Numerical Analysis by Julian Roth

Numerical Analysis by Julian Roth

3 жыл бұрын

This video explains how Partial Differential Equations (PDEs) can be solved numerically with the Finite Difference Method. For more information on this topic please check out Prof. Wick's lecture notes on "Numerical Methods for Partial Differential Equations":
doi.org/10.15488/9248
Created by:
Julian Roth & Max Schröder
Corrected by:
Jan Philipp Thiele & Thomas Wick
Translated to Spanish by:
Gina Kleinsteinberg

Пікірлер: 51
@GermanTopGameTV
@GermanTopGameTV 15 күн бұрын
This is phenomenal. I have 5 pages of script that do nothing but confuse me, this gives me a step by step guide and something I can implement in a few hours.
@ghufranullahkhan7479
@ghufranullahkhan7479 2 жыл бұрын
Brilliant, haven't seen such a good explanation of finite difference method anywhere.
@Favahad
@Favahad 2 ай бұрын
can you please tell me how the f(-0.75,-0.75) comes?
@muaddib6107
@muaddib6107 5 ай бұрын
These videos bring much needed clarity to these methods for me, thank you!
@akshdeepsingh2107
@akshdeepsingh2107 11 ай бұрын
Very helpful and clear explanation. I am taking FEM, CFD and numerical methods course. Hoping to see more videos from you, subscribed !! Thanks !!
@donlansdonlans3363
@donlansdonlans3363 2 жыл бұрын
Thank you for this explanation. I've tried to learn this from books but i cant understand them very well.
@jabir5768
@jabir5768 2 жыл бұрын
Underrated. Thank you so much !
@angtrinh6495
@angtrinh6495 Жыл бұрын
excellent explaination! easy to understand in just one-time watch
@isaacazuka7842
@isaacazuka7842 2 жыл бұрын
Brilliant explanation, thank you.
@zeefer9867
@zeefer9867 Жыл бұрын
This is so valuable. Thank you.
@ferdic4624
@ferdic4624 2 жыл бұрын
Thank you so much for this! Saved me a night of sleep
@AJ-et3vf
@AJ-et3vf 2 жыл бұрын
Awesome video! Thank you! Love your explaining the five-point stencil. Very timely as I was curious about it. I watched a 1-hour lecture about the finite difference method for boundary value problems this week and they used differential operators to neatly and efficiently generate the sparse tridiagonal matrix equation for the ODE. That made me curious how that could be applied for elliptic PDEs since you know have 2 dimensions or more. I have been mostly solving elliptic PDEs in Python using iterative methods, specifically Gauss-Seidel or better yet Successive-Over Relaxation to solve the system of equations because I didn't know how to generate the banded, sparse equations efficiently. I wouldn't want to generate them by hand lol. Very tedious and intimidating. So iterative methods has been the way for me ever since I discovered them thanks to Mr P Solver's KZfaq channel. Again, thanks so much for this. Maybe another video about generating the coefficient matrix next? 😁
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 2 жыл бұрын
I am glad that you liked the video :) Unfortunately I won't make another video on finite differences, since I am not using this method. Instead I am using the Finite Element Method (FEM; see my other video) on a daily basis. In my opinion to see results quickly the Finite Difference Method is convenient, but to deal with complicated boundary conditions FEM is more straightforward. When it comes to solving the linear equation system you have two classes of solvers: direct and iterative solvers. For sparse matrices (from 2D problems) it is sufficient to use direct solvers, which are e.g. based on the LU decomposition, when you have less than 1 million unknowns. If you have more equations you might need to use iterative solvers with appropriate preconditioners, since direct solvers don't work anymore. As a first step I would advise you to try using a direct solver and only if that is infeasible to then use iterative solvers. But if you have an iterative solver that works this is obviously fine as well.
@AJ-et3vf
@AJ-et3vf 2 жыл бұрын
@@numericalanalysisbyjulianr4242 indeed, fair enough. Sad that it seems like FDM's use is simply as an introductory bridging tool for FEM since even FEM can be applied for 1-D problems. I just feel like it's kinda elegant the algebraic equations spring up from the differential operators. For 2D onwards, especially 3D and with complicated boundaries and heterogeneous material, FEM is the way to go. I've been intending on learning FEM too and demystifying this seemingly daunting topic. FEM is usually not taught in undergrad courses, but is often mentioned enough that one gets the importance and utility of it.
@anshikaanshika464
@anshikaanshika464 Жыл бұрын
very clearly explained. Thank you :)
@gustavocortico1681
@gustavocortico1681 2 жыл бұрын
Fantastic channel.
@xa7045
@xa7045 2 жыл бұрын
Klasse Julian, Danke. Weiter so !
@_aksoy
@_aksoy 2 жыл бұрын
very good explanation, thank you
@teunmathijssen7459
@teunmathijssen7459 5 ай бұрын
This helped a lot! Great visualisation :)
@1matzeplayer1
@1matzeplayer1 Ай бұрын
Richtig stark!!! 🙏🏻
@abitofeverything1205
@abitofeverything1205 Жыл бұрын
thank you so much for the explanation
@ananyapamde4514
@ananyapamde4514 Ай бұрын
This is so cool, thank you very much!
@amirloghmani5143
@amirloghmani5143 2 жыл бұрын
very helpful. Thank you.
@bhimbdrlama
@bhimbdrlama 2 жыл бұрын
Thank you man.
@muhammadhaider7579
@muhammadhaider7579 7 ай бұрын
Great help!
@Borisdelmar
@Borisdelmar Жыл бұрын
great lecture thank you
@secondsemestercontinuummec4783
@secondsemestercontinuummec4783 3 жыл бұрын
I am so grateful for your video, thank you very much! Liked and subescribed =D
@deutsch_lernen_mit_kindern
@deutsch_lernen_mit_kindern 3 жыл бұрын
thanks sir!!
@adayinmongolia1538
@adayinmongolia1538 2 жыл бұрын
Wonderful
@kabirsamaila9589
@kabirsamaila9589 Жыл бұрын
Appreciate you sir.👍
@abdullahm4830
@abdullahm4830 3 жыл бұрын
Finally, the vacuum on KZfaq is fulfilled now! Wonderful
@pedrocalorio1655
@pedrocalorio1655 3 жыл бұрын
How this is applied in optimization ?
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 3 жыл бұрын
There is for example the area of optimal control of partial differential equations, where you try to minimize some goal functional J(y,u) such that that y solves a PDE that also involves the control u. If you want to learn more about this, check out the book "Optimal Control of Partial Differential Equations: Theory, Methods, and Applications" by Fredi Tröltzsch
@muhammadhaider7579
@muhammadhaider7579 7 ай бұрын
Need help in Implementing the Multigrid Cycle. Kindly, suggest. I am not able to understand from Multigrid literature.
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 7 ай бұрын
You can check out my online explanation of multigrid for the Finite Element Method at julianroth.org/documentation/multigrid/index.html. The code for this is also on GitHub
@frodo5882
@frodo5882 2 жыл бұрын
Did you really do your Master's degree within 1 year? That's insane! Great video!
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 2 жыл бұрын
Yes, I did my master in 1 year, since I wanted to get my current PhD position. This was certainly very stressfull, but I managed to do it somehow and now it is worth it :)
@frodo5882
@frodo5882 2 жыл бұрын
@@numericalanalysisbyjulianr4242 I guess you still have excellent grades 😅 I study at TU Berlin and can't even imagine taking 60 ECTS per semester. Maybe 45 would be possible, but 60 is incredible.
@nourhamsho9985
@nourhamsho9985 6 ай бұрын
Thanks very much for your explanation. Is ther more videos explain more for further FD-Methodes like time-depend problems
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 6 ай бұрын
For time-dependent problems you can take a look at chapter 12 and especially section 12.3.2 in the lecture notes doi.org/10.15488/11709
@mediwise2474
@mediwise2474 2 жыл бұрын
Pl tell me how to start learning fet Which type of maths is required to learn it Or which maths is used in fet
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 2 жыл бұрын
When learning about Finite Elements or Finite Differences, you should at least have a basic understanding of calculus and linear algebra. You should know e.g. how to compute derivatives and integrals or how to work with vectors and matrices. To learn these topics, I recommend the playlists from 3blue1brown on these topics: www.3blue1brown.com/#lessons
@DS-uo1zy
@DS-uo1zy Жыл бұрын
didn't expect my university to do this video haha
@pongballchannel
@pongballchannel Жыл бұрын
Man this is so helpful, thank you so much!
@marvin5729
@marvin5729 Жыл бұрын
Schade das ich Numerik schon fertig hat. Den Dreck hätte ich mir 100x lieber von dir angeschaut :P ! Hat mir aber leider keiner gesagt, dass du Videos dazu machst :/ ... Aber war ein sehr schöne Erklärung :D !
@Favahad
@Favahad 2 ай бұрын
some one please tell me how the f(-0.75,-0.75) comes? i'm waiting from yesterday i stop my work 😞
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 2 ай бұрын
That depends on the problem that you are solving. For example, if you have a uniform gravitational force pushing down you could have something like f(x, y) = -1 and thus f(-0.75, -0.75) = -1.
@Favahad
@Favahad Ай бұрын
Thank you so much got it ❤
@chiefjudge8456
@chiefjudge8456 Жыл бұрын
3blue1brown ripoff?
@numericalanalysisbyjulianr4242
@numericalanalysisbyjulianr4242 Жыл бұрын
3blue1brown created a Python based animation library called manim (github.com/3b1b/manim), which he uses to create his videos. More recently, there has been a fork of manim, called manim community (www.manim.community/), which introduces some additional new features and quite significantly diverged from the original library from 3blue1brown. I used the community version of manim to create my videos.
@Favahad
@Favahad 2 ай бұрын
@@numericalanalysisbyjulianr4242 sir please answer my question?
Finite Element Method
32:19
Numerical Analysis by Julian Roth
Рет қаралды 85 М.
Understanding the Finite Element Method
18:36
The Efficient Engineer
Рет қаралды 1,6 МЛН
EVOLUTION OF ICE CREAM 😱 #shorts
00:11
Savage Vlogs
Рет қаралды 9 МЛН
Получилось у Миланы?😂
00:13
ХАБИБ
Рет қаралды 4,6 МЛН
Inside Out Babies (Inside Out Animation)
00:21
FASH
Рет қаралды 21 МЛН
The Finite Difference Method
8:34
singingbanana
Рет қаралды 94 М.
PDE | Finite differences: introduction
6:49
commutant
Рет қаралды 221 М.
Physics Students Need to Know These 5 Methods for Differential Equations
30:36
Physics with Elliot
Рет қаралды 1 МЛН
Lecture -- Introduction to 1D Finite Difference Method
26:35
EMPossible
Рет қаралды 12 М.
Finite element method - Gilbert Strang
11:42
Serious Science
Рет қаралды 242 М.
The Boundary of Computation
12:59
Mutual Information
Рет қаралды 990 М.
The SAT Question Everyone Got Wrong
18:25
Veritasium
Рет қаралды 12 МЛН
The Finite Difference Method (1D)
23:18
Dave's Space
Рет қаралды 17 М.