Mode-dependent finite-difference discretization of linear homogeneous differential equations
A new methodology utilizing the spectral analysis of local differential operators is proposed to design and analyze mode-dependent finite-difference schemes for linear homogeneous ordinary and partial differential equations. The authors interpret the finite-difference method as a procedure for approximating exactly a local differential operator over a finite-dimensional space of test functions called the coincident space, and show that the coincident space is basically determined by the nullspace of the local differential operator. Since local operators are linear and approximately with constant coefficients, the authors introduce a transform domain approach to perform the spectral analysis. For the case of boundary-value ordinary differential equations, (ODEs), a mode-dependent finite-difference scheme can be systematically obtained. For boundary-value partial differential equations (PDEs), mode-dependent 5-point, rotated 5-point, and 9-point stencil discretizations for the Laplace, Helmholtz, and convection-diffusion equations are developed. The effectiveness of the resulting schemes is shown analytically, as well as by considering several numerical examples.
- Research Organization:
- Dept. of Mathematics, Univ. of California, Los Angeles, CA (US); Dept. of Electrical Engineering and Computer Science, Univ. of California, Davis, CA (US)
- OSTI ID:
- 6450271
- Journal Information:
- SIAM J. Sci. Stat. Comput.; (United States), Vol. 9:6
- Country of Publication:
- United States
- Language:
- English
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Related Subjects
FINITE DIFFERENCE METHOD
LAPLACE EQUATION
PARTIAL DIFFERENTIAL EQUATIONS
BOUNDARY-VALUE PROBLEMS
CONVECTION
DIFFERENTIAL EQUATIONS
DIFFUSION
HELMHOLTZ THEOREM
NUMERICAL SOLUTION
ENERGY TRANSFER
EQUATIONS
HEAT TRANSFER
ITERATIVE METHODS
MASS TRANSFER
990200* - Mathematics & Computers