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A holistic finite difference approach models linear dynamics consistently

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 نشر من قبل Tony Roberts
 تاريخ النشر 2000
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 تأليف A.J. Roberts




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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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57 - A.J. Roberts 2001
Modern dynamical systems theory has previously had little to say about finite difference and finite element approximations of partial differential equations (Archilla, 1998). However, recently I have shown one way that centre manifold theory may be u sed to create and support the spatial discretisation of pde{}s such as Burgers equation (Roberts, 1998a) and the Kuramoto-Sivashinsky equation (MacKenzie, 2000). In this paper the geometric view of a centre manifold is used to provide correct initial conditions for numerical discretisations (Roberts, 1997). The derived projection of initial conditions follows from the physical processes expressed in the PDEs and so is appropriately conservative. This rational approach increases the accuracy of forecasts made with finite difference models.
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