A unified approach for deriving optimal finite differences

DOI10.1016/J.JCP.2019.108957MaRDI QIDQ2222647zbMATH OpenOpenAlexFDO

Authors Komal Kumari, Raktim Bhattacharya, Diego A. Donzis

Publication date 27 January 2021

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.02890

zbMATH Keywords

finite difference methodoptimal schemespartial differential equationsstability

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Abstract: A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and stability. The resulting mathematical framework reduces to a minimization problem subjected to equality and inequality constraints. We show that the framework can provide analytical results for optimal schemes and their numerical performance including, for example, the type of errors that appear for spectrally optimal schemes. By coupling the problem in this unified framework, one can effectively decouple the requirements for order of accuracy and spectral resolution, for example. Alternatively, we show how the framework exposes the tradeoffs between e.g. accuracy and stability and how this can be used to construct explicit schemes that remain stable with very large time steps. We also show how spectrally optimal schemes only bias odd-order derivatives to remain stable, at the expense of accuracy, while leaving even-order derivatives with symmetric coefficients. Schemes constructed within this framework are tested for diverse model problems with an emphasis on reproducing the physics accurately.

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Cited in

(8)

• A unified framework to generate optimized compact finite difference schemes
• A unified derivation of finite-difference schemes from solution matching
• scientific article; zbMATH DE number 3851875 (Why is no real title available?)
• scientific article; zbMATH DE number 4078671 (Why is no real title available?)
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