Derivation of second order Adams-Bashforth

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Discussion Overview

The discussion revolves around the derivation of the second order Adams-Bashforth method, focusing on the estimation of integrals and the choice of polynomial functions for approximation. Participants explore the reasoning behind selecting specific polynomials for the method's formulation, particularly why linear functions are used instead of higher-order polynomials.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • Some participants explain that the method is based on approximating the integral of a function using linear combinations of function values at previous steps.
  • One participant expresses confusion about why the polynomials used in the derivation are limited to 1 and x, questioning the exclusion of higher-order polynomials like x² or x³.
  • Another participant clarifies that the goal is to ensure the integral is exact for polynomials of degree n≤1, suggesting that 1 and x serve as basis functions for this purpose.
  • Some participants note that using higher-order polynomials may complicate the derivation and could lead to different results, potentially deviating from the Adams-Bashforth method.
  • There is a consensus that matching lower-order polynomials is a sensible approach before considering higher orders.

Areas of Agreement / Disagreement

Participants generally agree on the rationale for using linear polynomials in the derivation. However, there is some disagreement regarding the implications of using higher-order polynomials, with uncertainty about whether they would yield valid results or alter the method's characteristics.

Contextual Notes

The discussion highlights the limitations of the approach in terms of polynomial degree and the assumptions made about the integrals being approximated. There is an acknowledgment that the choice of basis functions impacts the derivation's accuracy and complexity.

goggles31
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My notes state that the method is constructed based on the idea:
yk+1=yk+∫f(x,y)dx where the integral is taken from xk to xk+1
We can estimate the integral by considering
∫f(x)dx (from xk to xk+1) =c0fk+c1fk-1
To simplify the equation, we move xk to the origin such that
∫f(x)dx (from 0 to h) =c0f(0)+c1f(-h)

Starting from below, I start to get confused.
It says "Replace f(x) with the polynomials, we have"
f(x)=1 : h=c0(1)+c1(1)
f(x)=x : h2/2=c0(0)+c1(-h)
Solving for c0 and c1,
c0=3h/2 and c1=-h/2 giving
yk+1=yk+h/2*(3fk-fk-1) + O(h3)

I've gone through the working and understand where the numbers come from, but I have no idea why they replace f(x) with 1 and x. Why not x2 or x3? I've gone through some books but they derive this with the Taylor's series and I also understand that. I just don't understand the part I mentioned.
 
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goggles31 said:
My notes state that the method is constructed based on the idea:
yk+1=yk+∫f(x,y)dx where the integral is taken from xk to xk+1
We can estimate the integral by considering
∫f(x)dx (from xk to xk+1) =c0fk+c1fk-1
To simplify the equation, we move xk to the origin such that
∫f(x)dx (from 0 to h) =c0f(0)+c1f(-h)

Starting from below, I start to get confused.
It says "Replace f(x) with the polynomials, we have"
f(x)=1 : h=c0(1)+c1(1)
f(x)=x : h2/2=c0(0)+c1(-h)
Solving for c0 and c1,
c0=3h/2 and c1=-h/2 giving
yk+1=yk+h/2*(3fk-fk-1) + O(h3)

I've gone through the working and understand where the numbers come from, but I have no idea why they replace f(x) with 1 and x. Why not x2 or x3? I've gone through some books but they derive this with the Taylor's series and I also understand that. I just don't understand the part I mentioned.

As I understand the point is to choose the constants ##c_0## and ##c_1## such that the integral ##\int_0^h f(x) dx## is exact if f(x) is a polynomial of degree ##n\leq 1##, i.e. for all constants and linear polynomials. All such polynomials can be written in the form ##p_1(x)=a\cdot 1+b\cdot x##, for some constants ##a## and ##b##. We can thus consider ##1## and ##x## as basis functions. If we determine ##c_0## and ##c_1## such that ##\int_0^h 1 dx## and ##\int_0^h x dx ## are reproduced exactly, ##\int_0^h p_1(x) dx## can be expressed in terms of the aforementioned integrals over ##1## and ##x## .
 
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Those are the two simplest linearly independent examples of f(x) that the method needs to work for. So they are the easiest ones to use to see what c0 and c1 should be. It would be more complicated to use x2 or x3. I haven't thought it through, but those may be so complicated that they won't give you the solution for c0 and c1, but I think they will work also.

PS. Even if x2 and x3 work, they may give a different answer and not be the Adams-Bashforth method.
 
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eys_physics said:
As I understand the point is to choose the constants ##c_0## and ##c_1## such that the integral ##\int_0^h f(x) dx## is exact if f(x) is a polynomial of degree ##n\leq 1##, i.e. for all constants and linear polynomials. All such polynomials can be written in the form ##p_1(x)=a\cdot 1+b\cdot x##, for some constants ##a## and ##b##. We can thus consider ##1## and ##x## as basis functions. If we determine ##c_0## and ##c_1## such that ##\int_0^h 1 dx## and ##\int_0^h x dx ## are reproduced exactly, ##\int_0^h p_1(x) dx## can be expressed in terms of the aforementioned integrals over ##1## and ##x## .
Yes. And it is wise to match the lower order polynomials before worrying about matching higher orders. So that makes good sense.
 

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