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Numerical solution of partial differential equation


Feb 21, 2013
I need to solve the following system of equations for [TEX]n=0,1,2 [/TEX] subject to the given initial and boundary conditions. Is it possible to solve the system numerically. If yes, please give me some idea which scheme I should use for better accuracy and how should I proceed. The coupled boundary conditions are challenging for me. Please help.

[TEX]\frac{\partial C_n}{\partial t}-\frac{\partial^2 C_n}{\partial r^2}-\frac{1}{r}\frac{\partial C_n}{\partial r}=\beta n\, f(r,t)C_{n-1}+n(n-1)C_{n-2}[/TEX]
[TEX]\frac{\partial \zeta_n}{\partial t}-\frac{\partial^2\zeta_n}{\partial r^2}-\frac{1}{r}\frac{\partial \zeta_n}{\partial r}=\beta n \,g(r,t)\zeta_{n-1}+n(n-1)\zeta_{n-2}[/TEX]

[TEX]C_n(0,r)=1 \quad\mbox{for}\quad n=0[/TEX]
[TEX]=0 \quad\mbox{for}\quad n>0 [/TEX]

[TEX]\zeta_n(0,r)=1 \quad\mbox{for}\quad n=0[/TEX]
[TEX]\quad\quad\quad=0 \quad\mbox{for}\quad n>0[/TEX]

[TEX]\frac{\partial C_n}{\partial r}+\gamma C_n=0 \quad\mbox{at}\quad r=a[/TEX]
[TEX]\frac{\partial C_n}{\partial r}=\kappa \frac{\partial \zeta_n}{\partial r} \quad\mbox{at}\quad r=b[/TEX]
[TEX]C_n=\lambda\zeta_n \quad\mbox{at}\quad r=b[/TEX]
[TEX]\frac{\partial \zeta_n}{\partial r}=0 \quad\mbox{at}\quad r=0[/TEX]
Last edited:


Well-known member
Feb 1, 2012
You should check out the journal on Numerical Methods for Partial Differential Equations. It comes out in monthly in volumes that are the size of a 300 page text book. I have volume 29 number 6 Nov 2013 and that may not be much of a help to you but there is bound to be a volume of interest.

You can also view the journal online at wilyonlielibrary.com/journal/num