Thursday 31 July 2008

na.numerical analysis - Delta notation used for describing numerical stencil

While reading some papers translated from the Russian literature, I've noticed that a delta symbol can be used to denote a FDTD stencil that discretizes a PDE. For example, in [1], a fourth order mixed partial derivative term is denoted by



$
2frac{{partial ^4 u}}{{partial ^2 xpartial ^2 y}} = Delta _{xy}^4 u^{k + 1} _{i + 1,j + 1} + Delta _{xy}^4 u^k _{i - 1,j - 1}
$



where an example is given of



$Delta _{xy}^4 u_{i + 1,j + 1} = Delta _x^2 u_{i + 1,j + 2} - 2Delta _x^2 u_{i + 1,j + 1} + Delta _x^2 u_{i + 1,j}$



Notice that this example given in the paper does not have the ${ k,k + 1} $ superscipts.



Clearly ${i,j}$ are spatial indices and $k$ is the timestep. But what is being implied by the use of the delta symbol? I suspect that this is a differential, but I have never seen a differential with $u_{i,j}$ and $i,j$ indices. The author does not define the symbol in his paper, so I think that it should be implicitly understood. I am also unsure as to whether such a notation has also been used by other authors.



How would I write out $Delta _{xy}^4 u_{i + 1,j + 1}$ and $Delta _{xy}^4 u_{i - 1,j - 1}$ using a 5-point stencil or 7-point stencil? Are there any other papers which use similar notation?



[1] V. Saul'yev, “A difference method for solving parabolic equations of any order,” Computational Mathematics and Mathematical Physics, vol. 36(12), 1996, pp. 1697-1700.

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