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



2fracpartial4upartial2xpartial2y=Delta4xyuk+1i+1,j+1+Delta4xyuki1,j1



where an example is given of



Delta4xyui+1,j+1=Delta2xui+1,j+22Delta2xui+1,j+1+Delta2xui+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 ui,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 Delta4xyui+1,j+1 and Delta4xyui1,j1 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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