February 27th, 2013, 2:10 pm
BTW, can I do a trick like the following,1) for the initial step, I set the mixing term to be zero in order to get a good solution at dt (i know it is wrong..., but if the dt -> 0)2) for the later step, I turn on the mixing term backQuoteOriginally posted by: kelangHi All,I am trying to solve the 2D forward PDE with an initial condition being a 2D Dirac function. It is obviously good to approximate the Dirac function@t0 with a bivariate normal function @a small dt. However, i am just curious if the following works (the reason is that I would like the 2D procedue to be consistent with the procedure where I solve the 1D forward PDE)//->say we have the following 2D PDE with mixing terms (by some correlation),Y_n-1 = (1 + dt*Lx + dt*Ly + dt*Lxy) * Y_nwhere Lx, Ly represents the x, y terms, and Lxy represents the mixing termat t=0, generate grids with center node (0,0) of value 1/dxdyroll forward PDE using ADI scheme (implicit along x and y, but explicit for mixing term)<-//However, what I observe are,1. if setting the mixing terms to be zero, the above procedure works fine2. if the mixing terms is non-zero, at t=dt, I have an extremely unrealistic PDE solution (like a VV shape and most part if negative except the center node)Thanks,