MethodOfLines.jl now supports Integral Equations and PIDEs

I’m developing MethodOfLines.jl, an automatic PDE discretizer built on top of Symbolics.jl and ModelingToolkit.jl, and I’m happy to announce that we now support integrals!

Currently allowed limits are (xmin…x) (for any independent variable x) and (xmin…xmax) for any independent variable. If you know of other limits that come up in PIDEs, please let me know :).

What follows is an excerpt from the docs on integrals:

Consider the following system:

\frac{\partial}{\partial t}u(t, x)+2u(t, x)+5\frac{\partial}{\partial x}[\int_0^xu(t, x)dx]=1

On the domain:

t \in (0, 2)

x \in (0, 2\pi)

With BCs and ICs:

u(0, x)=cos(x)

\frac{\partial}{\partial x}u(t, 0)=0

\frac{\partial}{\partial x}u(t, 2)=0

We can discretize such a system like this:


using MethodOfLines, ModelingToolkit, OrdinaryDiffEq, DomainSets, Plots

@parameters t, x

@variables u(..) cumuSum(..)

Dt = Differential(t)

Dx = Differential(x)

xmin = 0.0

xmax = 2.0pi

# Integral limits are defined with DomainSets.ClosedInterval

Ix = Integral(x in DomainSets.ClosedInterval(xmin, x)) # basically cumulative sum from 0 to x

eq = [

cumuSum(t, x) ~ Ix(u(t, x)), # Note wrapping the argument to the derivative with an auxiliary variable

Dt(u(t, x)) + 2 * u(t, x) + 5 * Dx(cumuSum(t, x)) ~ 1

]

bcs = [u(0.0, x) ~ cos(x), Dx(u(t, xmin)) ~ 0.0, Dx(u(t, xmax)) ~ 0]

domains = [t ∈ Interval(0.0, 2.0), x ∈ Interval(xmin, xmax)]

@named pde_system = PDESystem(eq, bcs, domains, [t, x], [u(t, x), cumuSum(t, x)])

order = 2

discretization = MOLFiniteDifference([x => 30], t)

prob = MethodOfLines.discretize(pde_system, discretization)

sol = solve(prob, QNDF(), saveat = 0.1);

solu = sol[u(t, x)]

plot(sol[x], transpose(solu))



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