Finite difference of fourth order partial differential

In summary: I'm unsure of how the product rule will help me determine what spatial values of k will occur where in the finite-difference terms.You could expand the operator, and obtain explicitly the derivatives of k, for example. You can also let it as it comes, and work it out that way, it can also be done that way. But fundamentally it depends in what order of approximation you want for the operator. We are not going to do your homework in here, we will help you to understand how to do it.
  • #1
Hypatio
151
1
What is a finite difference discretization for the fourth-order partial differential terms

[itex]\frac{\partial u}{\partial x}k\frac{\partial u}{\partial x}\frac{\partial u}{\partial x}k(x,y)\frac{\partial u}{\partial x}[/itex]
and
[itex]\frac{\partial u}{\partial x}k(x,y) \frac{\partial u}{\partial y} \frac{\partial u}{\partial x} k(x,y)\frac{\partial u}{\partial y}[/itex]

with the variable coefficient k. I'm not certain if I have written them correctly. These terms should appear in the equation

[itex]\nabla\cdot\nabla(k\nabla^2 u)[/itex]

I know that for constant k the following respective discretizations work:

k[u(x-2,y+0) - 4u(x-1,y+0) + 6u(x+0,y+0) - 4u(x+1,y+0) + u(x+2,y+0)]

and

k[u(x-1,y+1) - 2u(x+0,y+1) + u(x+1,y+1)
- 2u(x-1,y+0) + 4u(x+0,y+0) - 2u(x+1,y+0)
+ u(x-1,y-1) - 2u(x+0,y-1) + u(x+1,y-1)]

but what are the equivalent forms with variable k?
 
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  • #2
Hypatio said:
I'm not certain if I have written them correctly.
No. The Laplacian is a second order derivative, yet there are only first derivatives in your expansion.
Hypatio said:
What is a finite difference discretization for the fourth-order partial differential terms
Google finite difference coefficients to find the discretizations you need. Here's some from wikipedia https://en.wikipedia.org/wiki/Finite_difference_coefficient
 
  • #3
NFuller said:
No. The Laplacian is a second order derivative, yet there are only first derivatives in your expansion.
The terms should be fourth order derivatives if the variable k is constant. They come from the term I provided before (but is more correct here): [itex]\nabla\cdot\nabla(\nabla\cdot k\nabla u)[/itex]

Google finite difference coefficients to find the discretizations you need. Here's some from wikipedia https://en.wikipedia.org/wiki/Finite_difference_coefficient
None of these include the function k(x,y). What I need to know is how the function k(x,y) is distributed in the finite-difference terms since it is variable.
 
  • #4
Hypatio said:
The terms should be fourth order derivatives if the variable k is constant. They come from the equation the term I provided
I said the Laplacian is second order. You are correct that the equation you wrote is fourth order, but my point is that your expansion contains only first order derivatives.

First, try to write out ##\nabla\cdot\nabla(k\nabla^{2}u)## in Cartesian coordinates using the product rule to deal with ##k##.
 
  • #5
NFuller said:
I said the Laplacian is second order. You are correct that the equation you wrote is fourth order, but my point is that your expansion contains only first order derivatives.

First, try to write out ##\nabla\cdot\nabla(k\nabla^{2}u)## in Cartesian coordinates using the product rule to deal with ##k##.
Alright, I looked at this more carefully and I think the correct expansion of my equation is

[itex]\frac{\partial^3}{\partial x^3}k\frac{\partial u}{\partial x}+\frac{\partial^2}{\partial x^2}\frac{\partial }{\partial y}k\frac{\partial u}{\partial y}+\frac{\partial^2}{\partial y^2}\frac{\partial}{\partial x}k\frac{\partial u}{\partial x}+\frac{\partial^3}{\partial y^3}k\frac{\partial u}{\partial y}[/itex]

I'm unsure of how the product rule will help me determine what spatial values of k will occur where in the finite-difference terms.
 
  • #6
What is the actual equation you're trying to solve?
 
  • #7
There are different ways of doing this. You could expand the operator, and obtain explicitly the derivatives of k, for example. You can also let it as it comes, and work it out that way, it can also be done that way. But fundamentally it depends in what order of approximation you want for the operator. We are not going to do your homework in here, we will help you to understand how to do it.

So, for example you have a gradient, how do you discretize it? ##\nabla u(x,y)=\frac{\partial u(x,y)}{\partial x}\hat x+\frac{\partial u(x,y)}{\partial y}\hat y##, what would you do with that in order to get a discretized version of it? do you know how to obtain a finite difference formula for a given derivative?
 

Related to Finite difference of fourth order partial differential

1. What is a fourth order partial differential?

A fourth order partial differential is a type of mathematical equation that involves the partial derivatives of a function up to the fourth order. It is often used to model physical systems with complex behavior, such as fluid dynamics and heat transfer.

2. What is the finite difference method?

The finite difference method is a numerical technique used to approximate the solutions to differential equations. It involves dividing the domain of the equation into small intervals and approximating the derivatives at each interval using a finite difference formula.

3. Why is the finite difference method useful for fourth order partial differentials?

The finite difference method is useful for fourth order partial differentials because it allows for a more accurate approximation of the solutions compared to lower order methods. This is particularly important for complex systems that require higher order derivatives to accurately model the behavior.

4. What are the main steps of solving a fourth order partial differential using finite difference?

The main steps of solving a fourth order partial differential using finite difference include:

  1. Discretizing the domain into small intervals
  2. Approximating the derivatives at each interval using finite difference formulas
  3. Constructing a system of equations using the approximated derivatives
  4. Solving the system of equations using numerical methods
  5. Interpolating the solutions at the discrete points to obtain the solution at any point in the domain

5. What are some applications of fourth order partial differentials in science and engineering?

Fourth order partial differentials have a wide range of applications in various fields such as fluid dynamics, heat transfer, structural mechanics, and electromagnetism. They are used to model complex physical systems and phenomena, such as turbulence, wave propagation, and diffusion, and can provide valuable insights into their behavior and properties.

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