Discrete Calculus

A Discrete Calculus with Applications to Differential Equations

School of Partial Differential Equation
Universidad Nacional Autnoma de Mxico
25 to 29 of October 2004
Stanly Steinberg
Department of Mathematics and Statistics
University of New Mexico
Albuquerque NM 87131
http://math.unm.edu/stanly/
Collaborators: J. Castillo, J.M. Hyman, D.A.R. Justo, M. Longoni de
Castro, N. Robidoux, J. Zingano, M. Shashkov
. p.1/35
Introduction
Why is integration by parts so important? Many important properties of
initial-boundary value problems follow from the divergence theorem,
which in one dimension is integration by parts.
. p.2/35
Introduction
Why is integration by parts so important? Many important properties of
initial-boundary value problems follow from the divergence theorem,
which in one dimension is integration by parts.
Summation by parts is the discrete analog of integration by parts.
Discretization methods that have a summation by parts that is
analogous to integration by parts have strong stability properties.
. p.2/35
Important Calculus
The Fundamental Theorem:
_
1
0
df
dx
dx = f(1) f(0)
. p.3/35
Important Calculus
The Fundamental Theorem:
_
1
0
df
dx
dx = f(1) f(0)
Integration by Parts:
_
1
0
df
dx
g dx +
_
1
0
f
dg
dx
dx = f(1) g(1) f(0) g(0)
. p.3/35
Important Calculus
The Fundamental Theorem:
_
1
0
df
dx
dx = f(1) f(0)
Integration by Parts:
_
1
0
df
dx
g dx +
_
1
0
f
dg
dx
dx = f(1) g(1) f(0) g(0)
Follows from the Product Rule and the Fundamental Theorem:
d
dx
(f g) =
df
dx
g + f
dg
dx
. p.3/35
Initial-Boundary Value Problems
The region: 0 x 1 , t 0
. p.4/35
Initial-Boundary Value Problems
The region: 0 x 1 , t 0
The diffusion or heat equation and the wave equation:
f
t
=

2
f
x
2
,

2
f
t
2
=

2
f
x
2
. p.4/35
Initial-Boundary Value Problems
The region: 0 x 1 , t 0
The diffusion or heat equation and the wave equation:
f
t
=

2
f
x
2
,

2
f
t
2
=

2
f
x
2
Initial Conditions:
f(x, 0) = f
0
(x) , diffusion and wave ,
f
t
(x, 0) = f
1
(x) wave
. p.4/35
Initial-Boundary Value Problems
The region: 0 x 1 , t 0
The diffusion or heat equation and the wave equation:
f
t
=

2
f
x
2
,

2
f
t
2
=

2
f
x
2
Initial Conditions:
f(x, 0) = f
0
(x) , diffusion and wave ,
f
t
(x, 0) = f
1
(x) wave
Boundary Conditions:

0
f
x
(0, t) +
0
f(0, t) =
0
+
1
f
x
(1, t) +
1
f(1, t) =
1
. p.4/35
Conservation Laws
The amount of stuff in [0, 1]:
A(t) =
_
1
0
f(x, t) dx
. p.5/35
Conservation Laws
The amount of stuff in [0, 1]:
A(t) =
_
1
0
f(x, t) dx
The derivation of the conservation law:
A
t
=
_
1
0
f
t
=
_
1
0

2
f
x
2
dx
=
_
f
x
_
x=1
x=0
=
_

1
f(1, t) +

0

0
f(0, t)
_
. p.5/35
Conservation Laws
The amount of stuff in [0, 1]:
A(t) =
_
1
0
f(x, t) dx
The derivation of the conservation law:
A
t
=
_
1
0
f
t
=
_
1
0

2
f
x
2
dx
=
_
f
x
_
x=1
x=0
=
_

1
f(1, t) +

0

0
f(0, t)
_
Result: If f 0,
0

0
0,
1

1
0, then A(t) cannot increase.
. p.5/35
Dissipation Law
The amount of energy in [0, 1]:
E(t) =
1
2
_
1
0
f
2
(x, t) dx
. p.6/35
Dissipation Law
The amount of energy in [0, 1]:
E(t) =
1
2
_
1
0
f
2
(x, t) dx
The derivation of the decay law:
E
t
=
_
1
0
f
f
t
dx =
_
1
0
f

2
f
x
2
dx =
_
1
0
_
f
x
_
2
dx +
_
f
f
x
_
x=1
x=0
=
_
1
0
_
f
x
_
2
dx
_

1
f
2
(1, t) +

0

0
f
2
(0, t)
_
. p.6/35
Dissipation Law
The amount of energy in [0, 1]:
E(t) =
1
2
_
1
0
f
2
(x, t) dx
The derivation of the decay law:
E
t
=
_
1
0
f
f
t
dx =
_
1
0
f

2
f
x
2
dx =
_
1
0
_
f
x
_
2
dx +
_
f
f
x
_
x=1
x=0
=
_
1
0
_
f
x
_
2
dx
_

1
f
2
(1, t) +

0

0
f
2
(0, t)
_
Result: If
0

0
0,
1

1
0, then E(t) cannot increase.
Better: f not constant implies E(t) decreases.
. p.6/35
The Wave Equation
The energy (kinetic plus potential) is:
E(t) =
1
2
_
1
0
_
f
t
_
2
+
_
f
x
_
2
dx
. p.7/35
The Wave Equation
The energy (kinetic plus potential) is:
E(t) =
1
2
_
1
0
_
f
t
_
2
+
_
f
x
_
2
dx
E
t
=
_
1
0
_
f
t

2
f
t
2
+
f
x

2
f
t x
_
dx
=
_
1
0
_
f
t

2
f
x
2

f
t

2
f
x
2
_
dx +
_
f
t
f
x
_
x=1
x=0
=
_
f
t
f
x
_
x=1
x=0
=
1
2

t
_

1
f
2
(1, t) +

0

0
f
2
(0, t)
_
. p.7/35
The Wave Equation
The energy (kinetic plus potential) is:
E(t) =
1
2
_
1
0
_
f
t
_
2
+
_
f
x
_
2
dx
Result: If
0

0
= 0,
1

1
= 0 then E(t) is constant.
. p.7/35
The Wave Equation
The energy (kinetic plus potential) is:
E(t) =
1
2
_
1
0
_
f
t
_
2
+
_
f
x
_
2
dx
Result: If
0

0
= 0,
1

1
= 0 then E(t) is constant.
Better: Dene

E(t) =
1
2
_
1
0
_
f
t
_
2
+
_
f
x
_
2
dx +
1
2
_

1
f
2
(1, t) +

0

0
f
2
(0, t)
_
. p.7/35
Summary
The Fundamental Theorem:
_
1
0
df
dx
dx = f(1) f(0)
. p.8/35
Summary
The Fundamental Theorem:
_
1
0
df
dx
dx = f(1) f(0)
Integration by Parts:
_
1
0
df
dx
g dx +
_
1
0
f
dg
dx
dx = f(1) g(1) f(0) g(0)
. p.8/35
Summary
The Fundamental Theorem:
_
1
0
df
dx
dx = f(1) f(0)
Integration by Parts:
_
1
0
df
dx
g dx +
_
1
0
f
dg
dx
dx = f(1) g(1) f(0) g(0)
Follows from the Product Rule and the Fundamental Theorem:
d
dx
(f g) =
df
dx
g + f
dg
dx
. p.8/35
Summary
The Fundamental Theorem:
_
1
0
df
dx
dx = f(1) f(0)
Integration by Parts:
_
1
0
df
dx
g dx +
_
1
0
f
dg
dx
dx = f(1) g(1) f(0) g(0)
Follows from the Product Rule and the Fundamental Theorem:
d
dx
(f g) =
df
dx
g + f
dg
dx
Mimetic means to have discrete analogs of the fundamental theorem
and integration by parts.
. p.8/35
The Staggered Grid
i i1
i+1
i+1/2 i1/2
. p.9/35
The Staggered Grid
i i1
i+1
i+1/2 i1/2
Regular grid:
1. x
i
< x
i+1
for 0 i N 1
2. x
i
< x
i+1/2
< x
i+1
for 0 i N 1
. p.9/35
The Staggered Grid
i i1
i+1
i+1/2 i1/2
Regular grid:
1. x
i
< x
i+1
for 0 i N 1
2. x
i
< x
i+1/2
< x
i+1
for 0 i N 1
Cell-based grid:
x
i+1/2
=
x
i+1
+ x
i
2
, 0 i N 1
. p.9/35
Difference Quotients
v f
v D
v f
f v D
v f
f v D
0
1
2
f G G
G
. p.10/35
Difference Quotients
v f
v D
v f
f v D
v f
f v D
0
1
2
f G G
G
Grid functions:
v
i
, 0 i N ,
f
i+1/2
, 0 i N 1 ,
. p.10/35
Difference Quotients
v f
v D
v f
f v D
v f
f v D
0
1
2
f G G
G
The basic differences:
(x)
i
= x
i+1/2
x
i1/2
, 1 i N 1
(f)
i
= f
i+1/2
f
i1/2
, 1 i N 1
(x)
i+1/2
= x
i+1
x
i
, 0 i N 1
(v)
i+1/2
= v
i+1
vi , 0 i N 1
. p.10/35
Difference Quotients
v f
v D
v f
f v D
v f
f v D
0
1
2
f G G
G
The rst divided differences:
(G f)
i
=
(f)
i
(x)
i
, 1 i N 1
(Dv)
i+1/2
=
(v)
i+1/2
(x)
i+1/2
, 0 i N 1
. p.10/35
Boundary Difference Quotients
v f
v D
v f
f v D
v f
f v D
0
1
2
f G G
G
. p.11/35
Boundary Difference Quotients
v f
v D
v f
f v D
v f
f v D
0
1
2
f G G
G
Assume we are given (to be determined later):
(x)
0
, (x)
N
(f)
0
, (f)
N
. p.11/35
Boundary Difference Quotients
v f
v D
v f
f v D
v f
f v D
0
1
2
f G G
G
Dene the divided differences as:
(G f)
0
=
(f)
0
(x)
0
(G f)
N
=
(f)
N
(x)
N
. p.11/35
Summation (Integration)
Use the mid-point and trapezoid rules to dene discrete integration:
(I f)
k
=
k1

i=0
f
i+1/2
(x)
i+1/2
, 0 k N
(I v)
k+1/2
=
k

0
v
i
(x)
i
, 0 k N 1
. p.12/35
The Fundamental Theorem
THEOREM:
(I Dv)
k
= v
k
v
0
, 0 k N
(I G f)
k+1/2
= f
k+1/2
f
1/2
+ (f)
0
, 0 k N 1
and
(G I v)
k
= v
k
(DI f)
k+1/2
= f
k+1/2
. p.13/35
The Boundary Again
We want
f
1/2
(f)
0
= f
0
or
(f)
0
= f
1/2
f
0
0
1
2
Df
Dv
f v v v f
f
Dv Dv
f
Gf
Gf Gf
. p.14/35
Summation by Parts
The Basic Summation-by-Parts Formula is:
PROPOSITION:
N1

i=0
(v)
i+1/2
f
i+1/2
+
N1

i=1
v
i
(f)
i
= v
N
f
N1/2
v
0
f
1/2
. p.15/35
Proof of By Parts
PROOF: An analog of the product rule is
v
i+1
f
i+1/2
v
i
f
i1/2
= (v
i+1
v
i
) f
i+1/2
+ v
i
_
f
i+1/2
f
i1/2
_
. p.16/35
Proof of By Parts
PROOF: An analog of the product rule is
v
i+1
f
i+1/2
v
i
f
i1/2
= (v
i+1
v
i
) f
i+1/2
+ v
i
_
f
i+1/2
f
i1/2
_
Summing this gives
N1

i=1
(v
i+1
v
i
) f
i+1/2
+
N1

i=1
v
i
_
f
i+1/2
f
i1/2
_
= v
N
f
N1/2
v
1
f
1/2
. p.16/35
Proof of By Parts
PROOF: An analog of the product rule is
v
i+1
f
i+1/2
v
i
f
i1/2
= (v
i+1
v
i
) f
i+1/2
+ v
i
_
f
i+1/2
f
i1/2
_
Summing this gives
N1

i=1
(v
i+1
v
i
) f
i+1/2
+
N1

i=1
v
i
_
f
i+1/2
f
i1/2
_
= v
N
f
N1/2
v
1
f
1/2
and adding one more term to the rst sum gives
N1

i=0
(v
i+1
v
i
) f
i+1/2
+
N1

i=1
v
i
_
f
i+1/2
f
i1/2
_
= v
N
f
N1/2
v
0
f
1/2
. p.16/35
Summation by Parts
The Summation-by-Parts Formula is:
PROPOSITION:
N1

i=0
(v)
i+1/2
f
i+1/2
+
N1

i=1
v
i
(f)
i
= v
N
f
N1/2
v
0
f
1/2
. p.17/35
Summation by Parts
The Summation-by-Parts Formula is:
PROPOSITION:
N1

i=0
(v)
i+1/2
f
i+1/2
+
N1

i=1
v
i
(f)
i
= v
N
f
N1/2
v
0
f
1/2
Now we rewrite this using divided differences:
COROLLARY:
N1

i=0
(Dv)
i+1/2
f
i+1/2
(x)
i+1/2
+
N1

i=1
v
i
(G f)
i
(x)
i
= v
N
f
N1/2
v
0
f
1/2
. p.17/35
Summation by Parts
Now we rewrite this using divided differences:
COROLLARY:
N1

i=0
(Dv)
i+1/2
f
i+1/2
(x)
i+1/2
+
N1

i=1
v
i
(G f)
i
(x)
i
= v
N
f
N1/2
v
0
f
1/2
. p.18/35
Summation by Parts
Now we rewrite this using divided differences:
COROLLARY:
N1

i=0
(Dv)
i+1/2
f
i+1/2
(x)
i+1/2
+
N1

i=1
v
i
(G f)
i
(x)
i
= v
N
f
N1/2
v
0
f
1/2
Choose:
(x)
0
= x
1/2
x
0
, (x)
N
= x
N+1/2
x
N
(f)
0
= f
1/2
f
0
, (f)
N
= f
N+1/2
f
N
. p.18/35
Summation by Parts
Now we rewrite this using divided differences:
COROLLARY:
N1

i=0
(Dv)
i+1/2
f
i+1/2
(x)
i+1/2
+
N1

i=1
v
i
(G f)
i
(x)
i
= v
N
f
N1/2
v
0
f
1/2
Choose:
(x)
0
= x
1/2
x
0
, (x)
N
= x
N+1/2
x
N
(f)
0
= f
1/2
f
0
, (f)
N
= f
N+1/2
f
N
COROLLARY:
N1

i=0
(Dv)
i+1/2
f
i+1/2
(x)
i+1/2
+
N

i=0
v
i
(G f)
i
(x)
i
= v
N
f
N
v
0
f
0
. p.18/35
Inner Products
Inner products make the formulas even simpler:
u, v =
N

i=0
u
i
v
i
(x)
i
||u||
2
= u, u
f, g =
N1

i=0
f
i+1/2
g
i+1/2
(x)
i+1/2
||f||
2
= f, f
. p.19/35
Inner Products
Inner products make the formulas even simpler:
u, v =
N

i=0
u
i
v
i
(x)
i
||u||
2
= u, u
f, g =
N1

i=0
f
i+1/2
g
i+1/2
(x)
i+1/2
||f||
2
= f, f
THEOREM:
Dv, f +v, G f = v
N
f
N
v
0
f
0
. p.19/35
Inner Products
Inner products make the formulas even simpler:
u, v =
N

i=0
u
i
v
i
(x)
i
||u||
2
= u, u
f, g =
N1

i=0
f
i+1/2
g
i+1/2
(x)
i+1/2
||f||
2
= f, f
THEOREM:
Dv, f +v, G f = v
N
f
N
v
0
f
0
THEOREM: The difference operators kill and only kill constants:
G f = 0 f = c , Dv = 0 v = c
where c is constant.
. p.19/35
Second-Order Operators
0 1
2
Df
f f
f f
Gf
KGf
Gf
KGf
Gf
DKGf DKGf
DKGf
KGf
. p.20/35
Second-Order Operators
0 1
2
Df
f f
f f
Gf
KGf
Gf
KGf
Gf
DKGf DKGf
DKGf
KGf
L = D K G , (K v)
i
=
N

j=0
K
i,j
v
j
.
. p.20/35
The Flux Operator
The Flux Operator is
F f = KG f .
. p.21/35
The Flux Operator
The Flux Operator is
F f = KG f .
Now we can analyze the second-order operator. Set:
v = F f = KG f
. p.21/35
The Flux Operator
The Flux Operator is
F f = KG f .
Now we can analyze the second-order operator. Set:
v = F f = KG f
Then summation by parts gives:
DKG f, f +KG f, G f = (KG f)
N
f
N
(KG f)
0
f
0
. p.21/35
A Boundary-Value Problem
DKG f = g

l
(KG f)
0
+
l
f
0
=
l
+
r
(KG f)
N
+
r
f
N
=
r
. p.22/35
A Boundary-Value Problem
DKG f = g

l
(KG f)
0
+
l
f
0
=
l
+
r
(KG f)
N
+
r
f
N
=
r
ASSUME:
1. Non-Degeneracy: |
l
| +|
l
| > 0, |
r
| +|
r
| > 0;
2. Non-Inow:
l

l
0
r

r
0;
3. Non-Flux: |
l
| +|
r
| > 0;
4. Positive K: Kv, v 0, Kv, v = 0v = 0.
. p.22/35
The BVP is Solvable
THEOREM: The boundary-value problem has a unique solution.
. p.23/35
The BVP is Solvable
THEOREM: The boundary-value problem has a unique solution.
PROOF: For the case of Dirichlet boundary conditions, f
0
= f
N
= 0, the
summation by parts formula
DKG f, f +KG f, G f = (KG f)
N
f
N
(KG f)
0
f
0
gives
DKG f, f = KG f, G f
. p.23/35
The BVP is Solvable
THEOREM: The boundary-value problem has a unique solution.
PROOF: For the case of Dirichlet boundary conditions, f
0
= f
N
= 0, the
summation by parts formula
DKG f, f +KG f, G f = (KG f)
N
f
N
(KG f)
0
f
0
gives
DKG f, f = KG f, G f
Positive K gives
KG f, G f C ||G f||
2
. p.23/35
The BVP is Solvable
THEOREM: The boundary-value problem has a unique solution.
PROOF: For the case of Dirichlet boundary conditions, f
0
= f
N
= 0, the
summation by parts formula
DKG f, f +KG f, G f = (KG f)
N
f
N
(KG f)
0
f
0
gives
DKG f, f = KG f, G f
Positive K gives
KG f, G f C ||G f||
2
PoincarFriedricks gives
||G f|| C||f||
. p.23/35
Approximating the Continuum
If f(x) and v(x) are a smooth continuum functions and f and v are
discrete functions, then how do we get the following?
. p.24/35
Approximating the Continuum
If f(x) and v(x) are a smooth continuum functions and f and v are
discrete functions, then how do we get the following?
(G f)
k

df
dx
(x
k
) (Dv)
k+1/2

dv
dx
(x
k+1/2
)
. p.24/35
Approximating the Continuum
If f(x) and v(x) are a smooth continuum functions and f and v are
discrete functions, then how do we get the following?
(G f)
k

df
dx
(x
k
) (Dv)
k+1/2

dv
dx
(x
k+1/2
)
(I f)
k

_
x
k
0
f(x) dx (I v)
k+1/2

_
x
k+1/2
0
v(x) dx
. p.24/35
Approximating the Continuum
If f(x) and v(x) are a smooth continuum functions and f and v are
discrete functions, then how do we get the following?
(G f)
k

df
dx
(x
k
) (Dv)
k+1/2

dv
dx
(x
k+1/2
)
(I f)
k

_
x
k
0
f(x) dx (I v)
k+1/2

_
x
k+1/2
0
v(x) dx
(Lf)
k+1/2
Lf(x
k+1/2
)
. p.24/35
Projections
Cell projection:
f
i+1/2
= (Pf)
i+1/2
=
1
x
i+1/2
_
x
i+1
x
i
f() d , 0 i N 1
. p.25/35
Projections
Cell projection:
f
i+1/2
= (Pf)
i+1/2
=
1
x
i+1/2
_
x
i+1
x
i
f() d , 0 i N 1
Nodal projection
v
i
= (v)
i
= v(x
i
) , 0 i N
. p.25/35
Derivatives and Differences
T
i+1/2
=
_
P
dv
dx
_
i+1/2
(Dv)
i+1/2
=
1
x
i+1/2
_
x
i+1
x
i
dv
d
d
v
i+1
v
i
x
i+1
x
i
0
. p.26/35
Derivatives and Differences
T
i+1/2
=
_
P
dv
dx
_
i+1/2
(Dv)
i+1/2
=
1
x
i+1/2
_
x
i+1
x
i
dv
d
d
v
i+1
v
i
x
i+1
x
i
0
T
i
=
_

df
dx
_
i
(DP f)
i
=
df
dx
(x
i
)
(P f)
i+1/2
(P f)
i1/2
x
i+1/2
x
i1/2
=
df
dx
(x
i
)
1
(x)
i
_
1
(x)
i+1/2
_
x
i+1
x
i
f(s) ds
1
(x)
i1/2
_
x
i
x
i1
f(s) ds
_

(x)
i1/2
(x)
i+1/2
3
f

(x
i
)
. p.26/35
Second-Order Operators
Use the ux form!
. p.27/35
Second-Order Operators
Use the ux form!
Recall that for the discrete operator
L = DF F = KG (discrete ux)
. p.27/35
Second-Order Operators
Use the ux form!
Recall that for the discrete operator
L = DF F = KG (discrete ux)
For the continuum operator,
L =
d
dx
F F = k
d
dx
(continuum ux)
where k is a smooth function.
. p.27/35
Truncation Error
(Tf)
i+1/2
= (PLf)
i+1/2
LP f = (P((Ff)

))
i+1/2
(DF P f)
i+1/2
=
1
x
i+1/2
_
x
i+1
x
i
d
d
(Ff) () d (DF P f)
i+1/2
=
(Ff)(x
i+1
) (Ff)(x
i
)
x
i+1/2

(F P f)
i+1
(F P f)
i
x
i+1/2
=
(Ef)
i+1
(Ef)
i
x
i+1/2
=
(Ef)
i+1/2
x
i+1/2
= (DEf)
i+1/2
. p.28/35
Truncation Error
(Tf)
i+1/2
= (PLf)
i+1/2
LP f = (P((Ff)

))
i+1/2
(DF P f)
i+1/2
=
1
x
i+1/2
_
x
i+1
x
i
d
d
(Ff) () d (DF P f)
i+1/2
=
(Ff)(x
i+1
) (Ff)(x
i
)
x
i+1/2

(F P f)
i+1
(F P f)
i
x
i+1/2
=
(Ef)
i+1
(Ef)
i
x
i+1/2
=
(Ef)
i+1/2
x
i+1/2
= (DEf)
i+1/2
where
(Ef)
i
= (Ff)(x
i
) (F P f)
i
.
. p.28/35
Truncation Error
(Tf)
i+1/2
= (PLf)
i+1/2
LP f = (P((Ff)

))
i+1/2
(DF P f)
i+1/2
=
1
x
i+1/2
_
x
i+1
x
i
d
d
(Ff) () d (DF P f)
i+1/2
=
(Ff)(x
i+1
) (Ff)(x
i
)
x
i+1/2

(F P f)
i+1
(F P f)
i
x
i+1/2
=
(Ef)
i+1
(Ef)
i
x
i+1/2
=
(Ef)
i+1/2
x
i+1/2
= (DEf)
i+1/2
where
(Ef)
i
= (Ff)(x
i
) (F P f)
i
.
To nd an accurate approximation to the boundary-value problem, we
only need nd an accurate approximation to the ux.
. p.28/35
A Representation for Operators
LEMMA If H is a discrete operator that kills the discrete function that is
identically one, then
Hf = KG f
So, we can always represent a differentiation operator by N + 1 by
N + 1 matrix K on grids with N cells.
. p.29/35
A Representation for Operators
LEMMA If H is a discrete operator that kills the discrete function that is
identically one, then
Hf = KG f
So, we can always represent a differentiation operator by N + 1 by
N + 1 matrix K on grids with N cells.
For this presentation:
Assume that k 1, and the grid is uniform. Note that even if k = 1, K
may be non-trivial.
We will display the results for uniform grids. For general grids, use the
Mathematica notebooks on my web page.
. p.29/35
The Simplest Example
We rst write out the low-order accuracy example where K is the
identity. This method has

Second-Order ux truncation in the interior

First-Order ux truncation at the boundary

Second-Order accurate solution (by computing).

. p.30/35
The Simplest Example
We rst write out the low-order accuracy example where K is the
identity. This method has

Second-Order ux truncation in the interior

First-Order ux truncation at the boundary

Second-Order accurate solution (by computing).

DKG =
1
h
2
_

_
2 3 1 0 0 0 . . .
1 2 1 0 0 0 . . .
0 1 2 1 0 0 . . .
0 0 1 2 1 0 . . .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
_

_
.
. p.30/35
A Fourth-Order Method
We now use a computer algebra system to nd a higher-order method.

Fourth-Order ux truncation in the interior

Fourth-Order ux truncation at the boundary

Fourth-Order accurate solution (by numerics)

. p.31/35
A Fourth-Order Method
When N = 6,
K =
_

_
25
12

115
72
23
36

1
8
0 0 0

5
24
197
144

13
72
1
48
0 0 0
0
1
12
7
6

1
12
0 0 0
0 0
1
12
7
6

1
12
0 0
0 0 0
1
12
7
6

1
12
0
0 0 0
1
48

13
72
197
144

5
12
0 0 0
1
8
23
36

115
72
25
6
_

_
,
. p.32/35
A Fourth-Order Method
DKG =
1
h
2
_

_
55
12

1087
144
545
144

139
144
7
48
0 . . .

5
12
269
144

403
144
209
144

5
48
0 . . .
0
1
12
4
3

5
2
4
3

1
12
. . .
0 0
1
12
4
3

5
2
4
3
. . .
0 0 0
1
12
4
3

5
2
. . .
0 0 0 0
1
12
4
3
. . .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
_

_
.
. p.33/35
Truncation Errors
The truncation error for the rst few rows of L = DKG are
point K = I fourth
x =
h
2
f
(2)
3
,
5 h
3
f
(5)
72
x =
3 h
2

h
2
f
(4)
12
,
h
3
f
(5)
72
x =
5 h
2

h
2
f
(4)
12
,
h
4
f
(6)
90
When K = I the scheme is inconsistent.
. p.34/35
Conclusion
The formulas for methods of any order in an arbitrary grid can be
computed using the Mathematica notebooks on my web page:
math.unm.edu/stanly
. p.35/35
Conclusion
The formulas for methods of any order in an arbitrary grid can be
computed using the Mathematica notebooks on my web page:
math.unm.edu/stanly
A preprint of a paper that solves a more general problem is available
from my web page:
A Discrete Calculus with Applications to High-Order Discretizations of
Boundary-Value Problems
. p.35/35
Conclusion
The formulas for methods of any order in an arbitrary grid can be
computed using the Mathematica notebooks on my web page:
math.unm.edu/stanly
A preprint of a paper that solves a more general problem is available
from my web page:
A Discrete Calculus with Applications to High-Order Discretizations of
Boundary-Value Problems
Questions?
Thanks!
. p.35/35