The von Neumann stability analysis is a great tool to assess stabilty of discretizing schemes for PDEs. But too often, imho, the discussion gets blurred with trigonometric expressions. Here, I try to provide a shortcut.
BTW: it’s “fon no ee man”
This is quite silly, but the relationship between the discrete Fourier transform (DFT) and the Fourier series (FS) is clouded by annoying factors. I will try to connect both in this article. The motivation is to employ DFT techniques in a computer simulation. In the latter, one usually has a finite simulation box, which makes Fourier series the most interesting (a connection to the Fourier transform may also be made, see below).
Just a simple derivation of the role of attenuation in the standard sound wave equation. Original work: Stokes, 1845.
Starting with the Navier-Stokes momentum equation
where is a Lamé viscosity coefficient. The bulk viscosity coeficient is defined as . The last term is often neglected, even in compressible flow, but sound attenuation is one of the few cases where it may have some influence. All viscosities are assumed to be constant, but in this case this is a safe assumption, since we are going to assume small departures about equilibrium values.
Back to scientific computing. Lately, I have been using the Eigen libraries for linear algebra. They were recommended by the CGAL project, and they indeed share a common philosophy. Thanks to the rather high C++ level they can accomplish this sort of magic:
int n = 100; VectorXd x(n), b(n); SpMat A(n,n); fill_A(A); fill_b(b); // solve Ax = b Eigen::BiCGSTAB<SpMat> solver; //ConjugateGradient<SpMat> solver; solver.compute(A); x = solver.solveWithGuess(b,x0);
Notice that A is a sparse matrix! I am next describing how to use this in order to solve the 1D Poisson equation.
We ended up the article about weighted residuals pointing out three possible approaches to the problem. We expand them here.
This method starts straight from the weak form of a differential equation. It follows by taking the same functional space for the solution functions and the weight functions. This makes it similar to the straight Galerkin method – indeed it is often equivalent, as we will discuss in a future article.
One can write a general differential equation as:
An example, which we will often consider is
to model e.g. heat conduction with a space-dependent heat conduction coefficient and a heat production term . (Notice the “ex” when we are talking about a particular example.)
This is pretty technical, so please stop reading here if you are already lost!