Discretizing PDEs with Boundaries/ICs

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Discussion Overview

The discussion revolves around the discretization of partial differential equations (PDEs) with boundary and initial conditions, focusing on the implications of differentiability requirements and the treatment of delta functions in this context. Participants explore the mathematical properties of initial conditions and their derivatives, particularly in relation to numerical methods for solving PDEs.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant asserts that the second derivative of the initial condition function is either a delta function or zero, questioning how to discretize a delta function.
  • Another participant argues that the second derivative must be an actual function, not a generalized function like the delta function, and agrees that it is a delta function.
  • Some participants suggest that differentiating the initial conditions may not be necessary, advocating for using the initial conditions as they are, which are continuous.
  • There is a discussion about the nature of the second derivative, with one participant stating it is a Dirac delta function and expressing concerns about the difficulties in programming with such functions.
  • One participant mentions needing the initial second derivative to proceed with solving a wave equation and references a method involving discretized iteration for approximating solutions.
  • Another participant provides a specific form for the second derivative, stating it is -2 times the delta function at x=1 and describes a discrete delta as a box with an area equal to 1.

Areas of Agreement / Disagreement

Participants express differing views on the necessity of differentiating initial conditions and the nature of the second derivative. There is no consensus on how to handle the delta function in the context of discretization, indicating ongoing debate and uncertainty.

Contextual Notes

Participants highlight limitations regarding the treatment of delta functions and the implications of differentiability assumptions on the second derivative. There is an acknowledgment of the challenges in programming with delta functions and the need for weak solutions when delta functionals appear in PDEs.

matematikawan
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I'm working on discretizing pde with boundary and initial conditions. The assumption of the method is that functions must be at least twice differentiable. I have an intial condition given by the following function
[tex]u(x,0)=f(x)=\left\{\begin{array}{cc}x,&\mbox{ } 0 \leq x <1\\2-x, & \mbox{ } 1 \leq x <2 \end{array}\right.[/tex]

I can calculate the first derivative as
[tex]f'(x)=\left\{\begin{array}{cc}1,&\mbox{ } 0 \leq x <1\\-1, & \mbox{ } 1 \leq x <2 \end{array}\right.[/tex]
Nevermind that the derivative at x=1 is not correct. We use discrete variable.

What about the second derivative. Is it equal to [tex]\delta (x-1)[/tex] or zero? How do we discretize a delta function?
 
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"Must be at least twice differentiable" ... this means the second derivative must be an actual function, not a generalized function like the delta function. But to answer your question, yes the second derivative is a delta function. It's whatever you have to integrate to recover the previous derivative.
 
Why do you differentiate the initial conditions? Simply use it as it is, which is continuous. No need for a delta functional.

Anyway, when a delta functional appears in the pde, you will have to solve it in some weak sense.
 
g_edgar said:
"Must be at least twice differentiable" ... this means the second derivative must be an actual function, not a generalized function like the delta function. But to answer your question, yes the second derivative is a delta function. It's whatever you have to integrate to recover the previous derivative.

It's clear that f"(x) is not zero. Is it a Dirac delta function or an impulse function ? A Dirac delta function would be difficult to write a program code because it involves infinity.
https://www.physicsforums.com/showthread.php?t=309469

As you pointed out, we need to recover the previous derivative. How is this possible? As I see it (for unit impulse)
[tex]\int_0^x \delta(t-1) dt =\left\{\begin{array}{cc}0,&\mbox{ } 0 \leq x <1\\1, & \mbox{ } 1 \leq x <2 \end{array}\right.[/tex]

I do not know how to do it for Dirac delta function.
 
defunc said:
Why do you differentiate the initial conditions? Simply use it as it is, which is continuous. No need for a delta functional.

Anyway, when a delta functional appears in the pde, you will have to solve it in some weak sense.

I'm trying to solve a simple wave equation utt=uxx. One method that I read from a paper is to use discretize iteration to approximate the solution (the paper claim the method works for Burger equation and Sine-Gordon equation)

[tex]\ddot{U}_{s+1,i} = U''_{s,i}[/tex]

I need the initial u"(x,0) to proceed.
 
[tex]f''(x) = -2 \delta(x-1)[/tex]. Discrete delta is a box with area equal to 1, with a width that depends on the size of your step.
 

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