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finite difference method evaluation

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Soumyadeep
Soumyadeep il 11 Ago 2022
Risposto: Torsten il 11 Ago 2022
I have an equation of the form: [F(i+1)-F(i)]/[t(i+1)-t(i)] = A* [E(i+1)-E(i)] + B* [F(i+1)-F(i)]
A, B = constants
Here F and E are dependent on t. With increment of t with dt=0.001, for i=0, F(0)=0, E(0)=0.
At t=t+dt = 0.000001,
t (max)= 1
t (min)= 0
F(1) / t(1) = A * E(1) + B* F(1)
From t=t+2dt = 0.000002, F(2) -F(1) / t(2) - t(1) = A * [E(2)- E(1)] + B * [F(2) - F(1)] ......... and so on
Continues till t=1
Can anyone suggest comment for solving this equation?

Risposte (1)

Torsten
Torsten il 11 Ago 2022
As you can see from the two equations you wrote down, each equation gives two new unknowns.
Thus in the end, you have N equations for (2*N) unknowns which means that your linear system of equations is drastically underdetermined. E.g. E = F = 0 for all times is a solution.
As long as you cannot give a second recursion or fix E or F for all times, a reasonable solution is out of reach.

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