Inverses of SBP-SAT finite difference operators approximating the first and second derivative

DOI10.1007/S10915-021-01606-9zbMATH Open1502.65061arXiv2004.08938OpenAlexW3200344363MaRDI QIDQ2233967FDOQ2233967

Authors: Sofia Eriksson 

Publication date: 12 October 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: The scalar, one-dimensional advection equation and heat equation are considered. These equations are discretized in space, using a finite difference method satisfying summation-by-parts (SBP) properties. To impose the boundary conditions, we use a penalty method called simultaneous approximation term (SAT). Together, this gives rise to two semi-discrete schemes where the discretization matrices approximate the first and the second derivative operators, respectively. The discretization matrices depend on free parameters from the SAT treatment. We derive the inverses of the discretization matrices, interpreting them as discrete Green's functions. In this direct way, we also find out precisely which choices of SAT parameters that make the discretization matrices singular. In the second derivative case, it is shown that if the penalty parameters are chosen such that the semi-discrete scheme is dual consistent, the discretization matrix can become singular even when the scheme is energy stable. The inverse formulas hold for SBP-SAT operators of arbitrary order of accuracy. For second and fourth order accurate operators, the inverses are provided explicitly.

Full work available at URL: https://arxiv.org/abs/2004.08938

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zbMATH Keywords

finite differencessummation by partssimultaneous approximation termdiscrete fundamental solutionsdiscrete Green's functionsdiscretization matrix inverses

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Heat equation (35K05) 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) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cited In (4)

• Summation-by-parts approximations of the second derivative: pseudoinverse and revisitation of a high order accurate operator
• Inverting the sum of two singular matrices
• An energy-based summation-by-parts finite difference method for the wave equation in second order form
• Summation by parts operators for finite difference approximations of second derivatives

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