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Taylor Table To Derive A Generalized 4 To6 Order Compact Pade Scheme

The document presents a Taylor table approach to derive generalized 4th to 6th order compact Pade schemes for solving partial differential equations. It shows how the Taylor table can be used to determine the free coefficients α, A, B in the scheme equations to achieve either 4th or 6th order accuracy. Setting the coefficients to specific values results in either a 4th order 3-point scheme if α=4 or a 6th order 5-point scheme if α=3. More generally, the Taylor table allows derivation of a class of 4th order schemes where α is a free parameter and A and B are functions of α.

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Vladimir Jovanovic
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43 views5 pages

Taylor Table To Derive A Generalized 4 To6 Order Compact Pade Scheme

The document presents a Taylor table approach to derive generalized 4th to 6th order compact Pade schemes for solving partial differential equations. It shows how the Taylor table can be used to determine the free coefficients α, A, B in the scheme equations to achieve either 4th or 6th order accuracy. Setting the coefficients to specific values results in either a 4th order 3-point scheme if α=4 or a 6th order 5-point scheme if α=3. More generally, the Taylor table allows derivation of a class of 4th order schemes where α is a free parameter and A and B are functions of α.

Uploaded by

Vladimir Jovanovic
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Download as pdf or txt
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Taylor Table To Derive a Generalized 4th to 6th

Order Compact Pade Scheme

T. H. Pulliam
NASA Ames

1
Taylor Tables

1. The generalized form of the equation is given by


     
∂u ∂u ∂u A  B 
+α + − −uj−1 + uj+1 − −uj−2 + uj+2 = ert
∂x ∂x ∂x 2∆x 4∆x
j−1 j j+1

1. The equation is written on terms of the single free coefficients


α, A, B which must be determined using the Taylor Table
approach as outlined below.
2. One goal is to find the value of α, A, B wich results in a 6th
Order Scheme
3. We can also defind a class of 4th schemes where α is a free
parameter and A, B are functions of α

2
Taylor Table
∆x · ∆x2 · ∆x3 · ∆x4 · ∆x5 · ∆x6 · ∆x7 ·
∂2 u ∂3 u ∂4 u ∂5 u ∂6 u ∂7 u
∂u
      
uj
∂x j ∂x2 j ∂x3 j ∂x4 j ∂x5 j ∂x6 j ∂x7

∆x · ∂u 1 (-1) 1 (-1)2 1 (-1)3 1 (-1)4 1 (-1)5 1 (-1)6 1
∂x j−1 1! 2! 3! 4! 5! 6!

∂u

∆x · α α
∂x j

∆x · ∂u 1 (1) 1 (1)2 1 (1)3 1 (1)4 1 (1)5 1 (1)6 1
∂x j+1 1! 2! 3! 4! 5! 6!

Au A A (-1) 1 A (-1)2 1 A (-1)3 1 A (-1)4 1 A (-1)5 1 A (-1)6 1 A (-1)7


2 j−1 2 2 1! 2 2! 2 3! 2 4! 2 5! 2 6! 2 7
− A uj+1 −A − A (1) 1 − A (1)2 1 − A (1)3 1 − A (1)4 1 − A (1)5 1 − A (1)6 1 − A (1)7
2 2 2 1! 2 2! 2 3! 2 4! 2 5! 2 6! 2
Bu B B (-2) 1 B (-2)2 1 B (-2)3 1 B (-2)4 1 B (-2)5 1 B (-2)6 1 B (-2)7
4 j−2 4 4 1! 4 2! 4 3! 4 4! 4 5! 4 6! 4 7
− B uj+2 −B − B (2) 1 − B (2)2 1 − B (2)3 1 − B (2)4 1 − B (2)5 1 − B (2)6 1 − B (2)7
4 4 4 1! 4 2! 4 3! 4 4! 4 5! 4 6! 4
=

∆x · ert 0 0 0 0 0 ? 0 ?

3
Coefficient Equations

1. For Consistency and at least 4th Order Accuracy, the first five
columns are set to zero.
2. Note because of the skew symmetry of the original equation the
odd numbers columms sum exact to 0
3. For 6th Order Accuracy we need

A 2B A 16B
α + 2 − A − B = 0, 1− − = 0, 2− − =0 (1)
6 3 5 5
14 1
1. Solving we have α = 3, A = 3 , and B = 3
 
1 6 ∂7u
2. Then ert = − 180 ∆x ∂x7
j

4
Generalized Scheme

1. Instead of requiring a 6th order scheme relax the conditions to


allow the sixth column to be non-zero and find A, B as a function
of α
4+2α
2. Solving the first two relations for A, B we have A = 3 and
B = 4−α
3

3. For α = 3:the above 5 point 6th Order Scheme


4. For α = 4: the 3 point 4th Order Scheme
5. For α 6= 3: a class of 4th Order Schemes different characteristics.
6. In general,
4 1 α
  ∂5u  6 1
 7 
∂ u
ert = ∆x 10 1 − 3 ∂x 5 + ∆x 1260 (8 − 5α) ∂x7
j j

7. See Note on Modified Wave Number for General Pade Schemes

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