Finite Differences

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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":

Created by:
Julian Roth & Max Schröder
Corrected by:
Jan Philipp Thiele & Thomas Wick
Translated to Spanish by:
Gina Kleinsteinberg
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Brilliant, haven't seen such a good explanation of finite difference method anywhere.

ghufranullahkhan
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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.

GermanTopGameTV
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These videos bring much needed clarity to these methods for me, thank you!

muaddib
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Thank you for this explanation. I've tried to learn this from books but i cant understand them very well.

donlansdonlans
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Thank you so much for this! Saved me a night of sleep

ferdic
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Very helpful and clear explanation. I am taking FEM, CFD and numerical methods course. Hoping to see more videos from you, subscribed !! Thanks !!

akshdeepsingh
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excellent explaination! easy to understand in just one-time watch

angtrinh
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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 YouTube channel.

Again, thanks so much for this. Maybe another video about generating the coefficient matrix next? 😁

AJ-etvf
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Finally, the vacuum on YouTube is fulfilled now!

Wonderful

abdullahm
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This helped a lot! Great visualisation :)

teunmathijssen
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Thanks very much for your explanation. Is ther more videos explain more for further FD-Methodes like time-depend problems

nourhamsho
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Did you really do your Master's degree within 1 year? That's insane! Great video!

frodo
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didn't expect my university to do this video haha

DS-uozy
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This is so cool, thank you very much!

ananyapamde
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Need help in Implementing the Multigrid Cycle.
Kindly, suggest. I am not able to understand from Multigrid literature.

muhammadhaider
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I am so grateful for your video, thank you very much! Liked and subescribed =D

secondsemestercontinuummec
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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 !

marvin
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Man this is so helpful, thank you so much!

pongballchannel
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Pl tell me how to start learning fet
Which type of maths is required to learn it Or which maths is used in fet

mediwise
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some one please tell me how the f(-0.75, -0.75) comes? i'm waiting from yesterday i stop my work 😞

Ahadfav