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== Finite Difference Methods == Finite difference methods discretize differential equations by approximating derivatives using finite differences. These methods are widely used for solving ordinary and partial differential equations in various domains, including fluid dynamics, heat transfer, and structural mechanics. '''Example: Finite Difference Method''' Consider the one-dimensional heat equation: <math mode="display"> \frac{\partial u}{\partial t} = \alpha \frac{\partial^2 u}{\partial x^2} </math> where <math> u(x, t) </math> is the temperature distribution, <math> \alpha </math> is the thermal diffusivity, <math> x </math> is the spatial coordinate, and <math> t </math> is time. '''Source Code Example (C++):''' <syntaxhighlight lang="c++"> #include <iostream> #include <vector> // Function to solve the heat equation using the finite difference method std::vector<double> solve_heat_equation(int nx, int nt, double alpha) { double dx = 1.0 / (nx - 1); double dt = 0.01; double r = alpha * dt / (dx * dx); // Initialize temperature distribution std::vector<double> u(nx); for (int i = 0; i < nx; ++i) { u[i] = 0.0; // Initial condition: u(x,0) = 0 } // Apply finite difference method for (int t = 0; t < nt; ++t) { std::vector<double> u_new(nx); for (int i = 1; i < nx - 1; ++i) { u_new[i] = u[i] + r * (u[i+1] - 2 * u[i] + u[i-1]); } u = u_new; } return u; } // Example usage int main() { int nx = 101; // Number of spatial points int nt = 1000; // Number of time steps double alpha = 0.01; // Thermal diffusivity std::vector<double> temperature = solve_heat_equation(nx, nt, alpha); // Print temperature distribution for (int i = 0; i < nx; ++i) { std::cout << "Temperature at x=" << i / double(nx-1) << ": " << temperature[i] << std::endl; } return 0; } </syntaxhighlight>
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