A unified framework to generate optimized compact finite difference schemes

DOI10.1016/J.JCP.2021.110157MaRDI QIDQ6331191arXivFDO

Authors Vedang M. Deshpande, Raktim Bhattacharya, Diego A. Donzis

Publication date 12 December 2019

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JCP.2021.110157

Mathematics Subject Classification ID

Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Basic methods in fluid mechanics (76Mxx) Mathematical programming (90Cxx)

arXiv classification

cs.NAmath.NAmath.OCphysics.flu-dyn

Abstract: A unified framework to derive optimized compact schemes for a uniform grid is presented. The optimal scheme coefficients are determined analytically by solving an optimization problem to minimize the spectral error subject to equality constraints that ensure specified order of accuracy. A rigorous stability analysis for the optimized schemes is also presented. We analytically prove the relation between order of a derivative and symmetry or skew-symmetry of the optimal coefficients approximating it. We also show that other types of schemes e.g., spatially explicit, and biased finite differences, can be generated as special cases of the framework.

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