A frequency accuraterth order spatial derivative finite difference approximation

DOI10.1002/(SICI)1098-2426(199909)15:5%3C569::AID-NUM4%3E3.0.CO;2-3MaRDI QIDQ4702114zbMATH OpenOpenAlexFDO

Authors A. Louise Perkins, Peter A. Orlin

Publication date 23 November 1999

Full work available at URL https://doi.org/10.1002/(sici)1098-2426(199909)15:5%3C569::aid-num4%3E3.0.co;2-3

zbMATH Keywords

derivative approximationsfinite difference schemeoptimal design problem

Mathematics Subject Classification ID

Numerical differentiation (65D25) Finite difference methods for boundary value problems involving PDEs (65N06)

Review text

Frequency-accurate design methods seek to increase the accuracy of a finite difference scheme by adjusting its frequency domain response to match the dynamics of the partial differential equation that it models. The approach assumes that the grid size is fixed, ignoring the formal order of truncation error. A method for the specification and design of finite difference spatial derivative approximations of general order \(r\) is presented. The method uses a difference polynomial with undermined coefficients. Spatial frequency domain based criteria, which include phase velocity, group velocity, and dissipation requirements at a priori selected spatial frequencies, are used to find the appropriate coefficient values. The method is formulated as an optimal design problem but is pursed heuristically. The general derivative approximation and the design method are suitable for use in more general design problems involving finite difference schemes for linear and nonlinear partial differential equations. The general method presented here is currently being extended by the authors to develop solutions to a wider range of nonlinear problems. Initial results indicate that the control of phase and dissipation in the design of the finite difference scheme are essential features in obtaining accurate nonlinear simulations.

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Cites work

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Cited in

(5)

• A frequency accurate temporal derivative finite difference approximation
• The nonconvergence of h-refinement in prolate elements
• A frequency accurate spatial derivative finite difference approximation
• Reducing the phase error for finite-difference methods without increasing the order
• On one approach for constructing difference formulas of any order of accuracy for calculating the derivative

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