fd1d_bvp, a C++ code which applies the finite difference method to solve a two point boundary value problem in one spatial dimension.
The boundary value problem (BVP) that is to be solved has the form:
- d/dx ( a(x) * du/dx ) + c(x) * u(x) = f(x)
in the interval X[0] < x < X[N-1]. The functions a(x), c(x), and f(x) are
given functions, and a formula for a'(x) is also available.
Boundary conditions are applied at the endpoints, and in this case, these are assumed to have the form:
u(X[0]) = 0.0;
u(X[N-1]) = 0.0.
To compute a finite difference approximation, a set of n nodes is defined over the interval, and, at each interior node, a discretized version of the BVP is written, with u''(x) and u'(x) approximated by central differences.
fd1d_bvp ( n, a, aprime, c, f, x, u )where
The computer code and data files described and made available on this web page are distributed under the MIT license
fd1d_bvp is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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