A holistic finite difference approach models linear dynamics consistently
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Normal forms, center manifold theory, bifurcation theory for infinite-dimensional dissipative dynamical systems (37L10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Approximation methods and numerical treatment of dynamical systems (37M99) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65)
Abstract: I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of finite difference models under nonlinear and other perturbations on grids with finite spacing. For example, the advection-diffusion equation is found to be stably modelled for all advection speeds and all grid spacing. The theorems establish an extremely good form for the artificial internal boundary conditions that need to be introduced to apply centre manifold theory. When numerically solving nonlinear partial differential equations, this approach can be used to derive systematically finite difference models which automatically have excellent characteristics. Their good performance for finite grid spacing implies that fewer grid points may be used and consequently there will be less difficulties with stiff rapidly decaying modes in continuum problems.
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Cites work
- scientific article; zbMATH DE number 4109666 (Why is no real title available?)
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Cited in
(11)- scientific article; zbMATH DE number 2050876 (Why is no real title available?)
- Accuracy of Patch Dynamics with Mesoscale Temporal Coupling for Efficient Massively Parallel Simulations
- Smooth subgrid fields underpin rigorous closure in spatial discretisation of reaction-advection-diffusion PDEs
- Adaptively detect and accurately resolve macro-scale shocks in an efficient equation-free multiscale simulation
- Resolving the Multitude of Microscale Interactions Accurately Models Stochastic Partial Differential Equations
- Choose inter-element coupling to preserve self-adjoint dynamics in multiscale modelling and computation
- Good coupling for the multiscale patch scheme on systems with microscale heterogeneity
- Resolution of subgrid microscale interactions enhances the discretisation of nonautonomous partial differential equations
- A dynamical systems approach to simulating macroscale spatial dynamics in multiple dimensions
- Holistic discretization ensures fidelity to Burgers' equation
- Holistic projection of initial conditions onto a finite difference approximation
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