Numerical Analysis toolkit centred around PDEs, for demonstration and understanding purposes not production

Use procedure:

  • Initialise a new instance of the PDE class, all calculations and variables will be managed by this object


  •      dt - timestep
  •      tlim - time to solve up to
  •      dx - x spacing, by default a uniform grid is used
  •      xlims - np.array([lower, upper]) bounds of x domain
  • instance.setSystem: Set the governing equation of the PDE in the form dU/dt = lambda U,x,t: some function

  • instance.setInitConds: Set the initial conditions of U in the form lambda x: some function

  • instance.solve: Integrate the system to time tlim using the input integrator (ie RK4, an explicit 4th order Runge Kutta method)

Note on Chebyshev pseudo-spectral differentiator:

  • To use this differentiator, the local x coords must be set to the Gauss-Lobatto-Chebyshev collocation points using instance.chebyx(N) where N is the number of points

Known issues:

  • 6th order error finite difference matrices can behave badly near domain edges
  • fft derivative can cause steady state errors as it implicitly assumes periodic behaviour outside of domain
  • Chebyshev differentiator is unstable in current iteration, particularly for higher orders and at the domain boundary, most likely due to Gibb’s phenomenon
  • More of a use detail, but fft and Chebyshev differentiators rely on compact support. If in doubt, use the finite differencing differentiator

Future implementations:

  • Support for boundary conditions
  • More integration schemes
  • Potentially support for multiple spatial dimensions


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