I'm working through the paper where the Finite Difference method is employed to solve the PDE
$\displaystyle \frac{\partial u(x,t)}{\partial t} = a \cdot \frac{\partial^2 u(x,t)}{\partial x^2} + b \cdot \frac{\partial u(x,t)} {\partial x} + c \cdot u(t,x) $
on $\mathbb{R}^{+} \times [0, T]$, but corresponding boundary conditions aren't known. Introducing the $x$-mesh on $[0, B]$, $x_i = i \cdot h$, where $h = \dfrac{B}{m}$, $i \in \{0, …, m\}, m \in \mathbb{N}$, derivatives at points $x = x_0$, $x = x_m$ are thus approximated using forward and backward differences for each time level, respectively (e.g. $\dfrac{\partial u}{\partial x_o} \approx \dfrac{u_1 – u_0}{h}$ and so on). The resulting system matrix is thus of size $(m+1) \times (m+1)$.
My question is which stability/convergence results do we get here compared to the case with boundary conditions imposed? When implementing the method, I encountered an issue that values of approximated solution with $x$ close to $B$ vary heavily for different $B$'s. For example, taking $B= 40.4$ and $B = 22000$ I get:
I wonder whether this an implementation issue or consequence of no boundary.
Best Answer
Usually, when no boundary conditions are provided, this kind of problem has not a unique solution. There are some cases where a "no boundary condition" is used, usually for only one part of the boundary of the domain where an outflow condition is required, but these cases are rare and this technique still no well understood AFAIK.
Did you check whether the matrix of your linear system is singular or not?
If it is singular (or nearly), this could explain the high sensibility that you see.
Another possibility is that you impose something without really noticing it. You should show the exact equations that you use for the discretization, in particular how you treat the case close to the boundary of the domain.
EDIT: After your precision, I can see two points that can make your solution depend on $B$:
The fact that the solution differs more on the right side than on the left side seems to indicate that the second point is the reason that you were looking for. To confirm this, try to decrease the diffusivity $a$ or increase the transport ($b>0$) and see if the two solutions get closer.