scholarly journals Generalized finite difference schemes with higher order Whitney forms

Author(s):  
Lauri Kettunen ◽  
Jonni Lohi ◽  
Jukka Räbinä ◽  
Sanna Mönkölä ◽  
Tuomo Rossi

Finite difference kind of schemes are popular in approximating wave propagation problems in finite dimensional spaces. While Yee's original paper on the finite difference method is already from the sixties, mathematically there still remains questions which are not yet satisfactorily covered. In this paper, we address two issues of this kind. Firstly, in the literature Yee's scheme is constructed separately for each particular type of wave problem. Here, we explicitly generalize the Yee scheme to a class of wave problems that covers at large physics field theories. For this we introduce Yee's scheme for all problems of a class characterised on a Minkowski manifold by i) a pair of first order partial differential equations and by ii) a constitutive relation that couple the differential equations with a Hodge relation. In addition, we introduce a strategy to systematically exploit higher order Whitney elements in Yee-like approaches. This makes higher order interpolation possible both in time and space. For this, we show that Yee-like schemes preserve the local character of the Hodge relation, which is to say, the constitutive laws become imposed on a finite set of points instead of on all ordinary points of space. As a result, the usage of higher order Whitney forms does not compel to change the actual solution process at all. This is demonstrated with a simple example.

2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Peng Jiang ◽  
Xiaofeng Ju ◽  
Dan Liu ◽  
Shaoqun Fan

The authors attempt to construct the exact finite-difference schemes for linear stochastic differential equations with constant coefficients. The explicit solutions to Itô and Stratonovich linear stochastic differential equations with constant coefficients are adopted with the view of providing exact finite-difference schemes to solve them. In particular, the authors utilize the exact finite-difference schemes of Stratonovich type linear stochastic differential equations to solve the Kubo oscillator that is widely used in physics. Further, the authors prove that the exact finite-difference schemes can preserve the symplectic structure and first integral of the Kubo oscillator. The authors also use numerical examples to prove the validity of the numerical methods proposed in this paper.


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