有限差分方法基础 2.pptVIP

* 若定解条件为 及 其中B和 分别为微分算子和差分算子，且是线性的；g为已知函数。按照以上对方程的同样推导法，可导得 其中 是截断误差。若差分格式是稳定的，按稳定性的定义，应该有 将（4-4）式、（4-6）式代入得 当差分格式相容时，可得 从而保证了收敛性。 （4-5） （4-6） （4-7） （4-8） （4-9） * 根据此定理，在线性适定和格式相容的条件下，只要证明了格式是稳定的，则一定收敛；若不稳定，则不收敛。由于收敛性的证明往往比稳定性更难，故人们就可以把注意力集中在稳定性的研究上。 * (1)Find the fifth backward difference representation which is of O(h). (2) Given the following equally spaced data: x 0 1 2 3 4 f(x) 30 33 28 12 -22 Problems Find f’(0) , f’(2), f’(4), and f”(0) using difference representations which are of (3) The following data represent a polynomial. Of what degree? What is the coefficient of the highest degree term? x 0 1 2 3 4 5 f(x) 1 0.5 8 35.5 95 198.5 * Collecting terms, or in subscript notation, Note that the expression is exact for a parabola since the error involves only third and higher derivatives. * Forward and backward difference expressions of for higher derivatives can be obtained by simply replacing the first error term in the difference expressions by an approximation. * * * * Subtracting the backward expansion from the forward expansion, we note that the terms involving even powers of h, such as , cancel, yielding Central differences Consider again the analytic function, the forward and backward Taylor series expansions about x are respectively * Solving for , Employing subscript notation, This difference representation, called a central difference representation, is accurate to * An expression of for is readily obtainable by adding the two equations Solving for to yield * The central difference expressions of for derivatives up to the fourth order are tabulated as follows * An convenient memory aid for this central difference expressions of in terms of ordinary forward and backward differences is given by * The central difference expressions of for derivatives up to the fourth order are tabulated as follows * Difference Polynomials Differen