Finite difference of fourth order partial differential

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Discussion Overview

The discussion focuses on the finite difference discretization of fourth-order partial differential terms, particularly involving variable coefficients. Participants explore the correct formulation of these terms and their application in equations involving the Laplacian operator.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant questions the correctness of their initial formulation of the fourth-order terms and seeks clarification on how to incorporate a variable coefficient k into the finite difference discretization.
  • Another participant points out that the original expansion contains only first-order derivatives, despite the equation being fourth-order, and suggests using the product rule to rewrite the expression correctly.
  • There is a suggestion to consult external resources, such as Wikipedia, for finite difference coefficients, although some participants express concerns about the applicability of those resources to the variable k.
  • A later reply emphasizes the need to explicitly consider the derivatives of k when expanding the operator and suggests different approaches to discretization based on the desired order of approximation.
  • One participant expresses uncertainty about how the product rule will influence the spatial distribution of k in the finite difference terms.
  • Another participant asks for clarification on the actual equation being solved, indicating a need for more context in the discussion.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the correct formulation of the finite difference discretization, and multiple competing views on how to approach the problem remain evident throughout the discussion.

Contextual Notes

There are limitations regarding the assumptions made about the variable coefficient k and its distribution in the finite difference terms, as well as unresolved mathematical steps in the proposed expansions.

Hypatio
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What is a finite difference discretization for the fourth-order partial differential terms

\frac{\partial u}{\partial x}k\frac{\partial u}{\partial x}\frac{\partial u}{\partial x}k(x,y)\frac{\partial u}{\partial x}
and
\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}

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

\nabla\cdot\nabla(k\nabla^2 u)

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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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
 
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): \nabla\cdot\nabla(\nabla\cdot k\nabla u)

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.
 
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##.
 
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

\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}

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.
 
What is the actual equation you're trying to solve?
 
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?
 

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