Odd Differencing Method for Solving DE

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Discussion Overview

The discussion revolves around a differencing method for solving differential equations (DEs) in the context of Earth Sciences. Participants are analyzing a specific formula for approximating solutions to a DE of the form dy/dx = f(x) over a defined interval, considering various aspects of the method's structure and potential similarities to known numerical methods.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested, Mathematical reasoning

Main Points Raised

  • One participant describes a differencing method for approximating the solution to a DE, questioning the validity of the formula and its resemblance to an integral.
  • Another participant challenges the use of y(x_j) in the summation, suggesting it does not align with the differential equation's structure.
  • A later reply corrects the summation to y(x_i) and suggests that the method resembles an Euler method with modifications, noting the potential for improved results by adjusting terms.
  • Another participant proposes that the method may actually resemble the Adams-Bashforth method rather than Euler.
  • One participant questions whether the one-step Adams-Bashforth method is equivalent to Euler's method.

Areas of Agreement / Disagreement

Participants express differing views on the nature of the differencing method, with some suggesting it aligns with Euler's method and others proposing it resembles Adams-Bashforth. The discussion remains unresolved regarding the exact classification of the method.

Contextual Notes

Participants note uncertainties regarding the summation term in the formula and the implications of dropping certain terms, which may affect the accuracy of the method. The discussion highlights the dependence on specific definitions and interpretations of the methods involved.

Kreizhn
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Hey all,

I have a friend working in Earth Sciences who appears to be doing something with DEs. If I understand his data correctly, it appears as though he's solving a differential equation of the form
[tex]\frac{dy}{dx} = f(x)[/tex]
Let [0,L] be the interval over which this is to be solved, [itex]y(0) = y_0[/itex] and take a partition [itex]0 =x_0 < x_1 < \cdots < x_{n-1} < x_n = L[/itex]. Then it appears that his differencing method is giving the approximation of the [itex](i+1)^{st}[/itex] value as
[tex]y(x_{i+1}) = \frac{ f(x_{i+1}) (x_{i+1} - x_i) - \left(\sum_{j=0}^i y(x_j)\right) (x_i - x_{i-1}) }{x_{i+1}}[/tex]
I don't recognize the formula. The summation term would be theoretically reminiscent of an integral yes? Does anyone recognize this?

Edit: Sorry, that summation might actually only be [itex]y(x_i)[/itex]. I'm not quite sure yet since the data is a little fuzzy. If that's the case, this is almost an Euler method right? But it still doesn't quite seem there.
 
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Are you sure it's a y(x_j) in the sum and not f(x_j)? Given the DE, y(x_j) makes no sense at all.

EDIT: No, actually, it doesn't make sense either way.
 
Just checked the data. That summation is wrong, but it does represent the solution at the previous partition point. This would be [itex]y(x_i)[/itex].

It almost looks like an Euler method with some sort of bizarre scaling. We can re-arrange it to get

[tex]y(x_{i+1}) x_{i+1} = y(x_i)(x_i -x_{i-1}) + f(x_{i+1}) (x_{i+1} - x_i)[/tex]

My friend now tells me that if we drop the [itex]x_{i-1}[/itex] term from the y(x_i) he gets better results. This would leave

[tex]y(x_{i+1}) x_{i+1} = y(x_i)x_i + f(x_{i+1}) (x_{i+1} - x_i)[/tex]

Which looks exactly like an Euler method with some sort of weird scaling on the solution.
 
Looks more like Adams-Bashforth than Euler to me.
 
Isn't one-step AB just Euler?
 

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