Applied Research Process 08-11-2018

To

Publishers / Researchers / Practicing Engineers & Scientists

Subject: Book – Numerical “derivative molecules (weight coefficients)” up to 10th or higher order
spatial derivatives

Dear Sirs / Madams,

I have observed that national as well as international books on numerical differentiation have declared
differentiation molecules up to 6th derivative. The function has been expanded with Taylor’s series and
with Gauss Elimination Method, weight coefficients have been worked out. Then weight coefficients
have been used to solve partial differential equations.

The first principles have been employed, up to fourth derivative, to get coefficients. Further coefficients
can be predicted by induction method.
M
The the computation becomes bigger and bigger with higher order. manually, such computation may be
huge time consuming. This need triggered to explore new or better method with minimum computation
and less time consuming.

As a traditional or conventional method, 11 point, tenth order accuracy for tenth derivative has been
chosen to work out weight coefficients. The values can be compared and validated with classic paper of
W.G.Bickley, 1941. The key steps are:

For a known function, apply Taylor’s series expansion for steps e.g. f(x-5h), f(x-4h),f(x-3h),f(x-2h),f(x-h),
f(x),f(x+h),f(x+2h),f(x+3h),f(x+4h),f(x+5h). Now, assemble coefficients in a determinant of 11 by 11.
Apply Gauss elimination method to obtain 11 weight coefficients. Computation can be done in
MATHCAD-14 or later version or program code can be written. The book will cover at least 35 files; about 261 pages

1. m=0, n=10, p=5 (0 to 10), 11 x 11 matrix

2. m=1, n=10, p=5 (0 to 10), 11 x 11 matrix
3. m=2, n=10, p=5 (0 to 10), 11 x 11 matrix
4. m=3, n=10, p=5 (0 to 10), 11 x 11 matrix
5. m=4, n=10, p=5 (0 to 10), 11 x 11 matrix
6. m=5, n=10, p=5 (0 to 10), 11 x 11 matrix
7. m=6, n=10, p=5 (0 to 10), 11 x 11 matrix
8. m=7, n=10, p=5 (0 to 10), 11 x 11 matrix
9. m=8, n=10, p=5 (0 to 10), 11 x 11 matrix
10. m=9, n=10, p=5 (0 to 10), 11 x 11 matrix
11. m=10, n=10, p=5 (0 to 10), 11 x 11 matrix
12. m=0, n=8, p=4 (0 to 8), 9 x 9 matrix
13. m=1, n=8, p=4 (0 to 8), 9 x 9 matrix
14. m=2, n=8, p=4 (0 to 8), 9 x 9 matrix
15. m=3, n=8, p=4 (0 to 8), 9 x 9 matrix
Applied Research Process 08-11-2018

16. m=4, n=8, p=4 (0 to 8), 9 x 9 matrix

17. m=5, n=8, p=4 (0 to 8), 9 x 9 matrix
18. m=6, n=8, p=4 (0 to 8), 9 x 9 matrix
19. m=7, n=8, p=4 (0 to 8), 9 x 9 matrix
20. m=8, n=8, p=4 (0 to 8), 9 x 9 matrix
21. m=0, n=6, p=3 (0 to 6), 7 x 7 matrix
22. m=1, n=6, p=3 (0 to 6), 7 x 7 matrix
23. m=2, n=6, p=3 (0 to 6), 7 x 7 matrix
24. m=3, n=6, p=3 (0 to 6), 7 x 7 matrix
25. m=4, n=6, p=3 (0 to 6), 7 x 7 matrix
26. m=5, n=6, p=3 (0 to 6), 7 x 7 matrix
27. m=6, n=6, p=3 (0 to 6), 7 x 7 matrix
28. m=0, n=4, p=2 (0 to 4), 5 x 5 matrix
29. m=1, n=4, p=2 (0 to 4), 5 x 5 matrix
30. m=2, n=4, p=2 (0 to 4), 5 x 5 matrix
31. m=3, n=4, p=2 (0 to 4), 5 x 5 matrix
32. m=4, n=4, p=2 (0 to 4), 5 x 5 matrix
33. m=0, n=2, p=1 (0 to 2), 3 x 3 matrix
34. m=1, n=2, p=1 (0 to 2), 3 x 3 matrix
35. m=2, n=2, p=1 (0 to 2), 3 x 3 matrix

Now, alternate method (induction method) can be employed. I am appending censored “applied
research report” as well as weight coefficients.

Interested publishers may come forward for full details. Prediction can be done for any order derivative.
Thanks.

N.T.Dadlani

nanak.dadlani@gmail.com

p.s

enclosed appendix-1 (19 pp), appendix-2 (5 pp), an example in MathCAD ( …pp)

APPENDIX-1

08-11-2018 (14-07-2017)

Applied Research:
Numerical Differentiation of Higher Orders & their application in PDEs

Table of Contents
Framework for research project (17-steps)

1) Need for innovation

2) Research question
3) Scope of research
4) Objectives (measurable & intangibles)

Plan & Organize:

5) Augmentation of resources

Execute, monitor, & control:

6) Review of literature
7) Derive formulae from first principles
8) Formulation
9) Trend analysis
10) Prediction
11) Verification
12) Validation (including mathematical check)
13) Generalization (including mathematical check)
14) Evaluation of objectives

Submission of report:

15) Summary of research (achievements, recommendations, limitations, enhancement for future)

16) Appendices
17) Bibliography
========================

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Numerical Differentiation of Higher Orders & their application in PDEs

Framework for research Project (17-steps)
CHAPTER-1

1. Need for innovation

After completing the research (in 2016) on “developing integration coefficients molecules” up to 10-dimensions
integration, it was felt that the method should also be tried for “numerical differentiation for higher orders”. I must
also explore the application of both molecules in various applications of engineering, science etc. through partial
differential equations of higher order say up to 10th order of spatial derivative etc. The ultimate aim is to make
mathematics simple & enjoyable.

CHAPTER-2

2. Research questions:
Is there any trend among coefficients of 4-functions for numerical differentiation as mentioned in table-1?

Can we “develop differentiation molecules” for higher order spatial derivatives?

Can we “explore application of differentiation molecules” in various PDE problems?

CHAPTER-3

3. Scope of research
3.1. Solve spatial derivates up to 10th order (second order truncation error with Taylor’s series expansion) through
analytical &/or numerical method. Establish link & develop “differentiation coefficients molecules” for higher
order PDEs. Ensure solution satisfies key objectives (#4).

3.2. Explore new or better method, through structured iterative research process.

Note:
The readers may differ with number as well as sequence of steps. You have to finally judge the outcomes.
“Conceptualization to generalization of process or up to the launch of the product” has to be properly articulated &
documented. Categorize method under: Incremental or breakthrough or radical innovation or invention?

3.3. Initially, explore derivation from first principles up to 4th order spatial derivative or pick up 4 functions, used for
decades, from any reputed book and then explore extension up to 10th order spatial derivative. I could do
both.

3.4. Key milestones of research:

- Establish trend of coefficients, & develop “differential coefficients molecules” for higher order spatial
derivatives & their application in PDEs. Ensure mathematical check on each molecule.
- Decide pre-requisites for well-posedness of PDE.
- Initially, solve PDEs with known exact function.
- Then attempt PDEs when exact function is unknown.

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a.t b.x
- Develop a TRIAL FUNCTION e.g. u(x,t) = e .e

The trial function, ICs, & BCs must satisfy PDE. Find arbitrary constant a, b etc.

a) Initial- & boundary-conditions should be consistent;

b) Ensure trial functions yield “real” values and not “imaginary.
c) Ensure well-posedness of a PDE.
d) Trial solution should offer unique solution & converge for even order or odd order or mixed order
derivatives.
- Master examples to be tested: 1D / 2D / 3D PDE with initial conditions & boundary conditions, up to II-
order derivative in t & up to X-order spatial derivative in x, y, z direction, Cartesian /cylindrical / spherical
coordinates are to be used

CHAPTER-4

4. Objectives (tangibles or measurable, & intangibles)

I have developed a framework (criteria) for the research/method & set some targets:
4.1 The contribution of knowledge should be long lasting for the society, & should have degree of novelty or
uniqueness (e.g. Vedic method). The key social objective is to make mathematics simple and enjoyable.
4.2 Research process should be structured, iterative, & less time consuming.
4.3 Assume we are doing this research (100 years back) when computers were not available. We should be able to
do initial 4-calculations to develop 4-functions or equations and extract coefficients for each order of derivative
and avoid further tedious & repeated calculations by innovative method (refer research process). Prediction
should be possible without computer. Evolve new or better method (induction method!).
4.4 The requirement of data should be as less as possible to reach targeted results. The number of iterations
should be least and consume less computer memory (no. of iterations)
4.5 The method should not attract violation of anybody’s copy rights
4.6 The outcome should not create any risk to the innovator, organization, environment or to the society
4.7 The speed of computation should be same or faster (no. of iteration, measure computation time in seconds)
4.8 The accuracy of results should be same or better. Allow permissible deviation.
4.9 The contribution can also be commercialized to generate revenue e.g. patenting, sharing with national research
institutes etc.
4.10 Find the basic common link among coefficients between two successive rows to predict coefficients for
higher order differentiation and also explore application of coefficients in solving higher order PDEs (partial
differential equations).
4.11 Validation method to be spelt out. Evolve mathematical check on coefficients (of each row).
4.12 Enumerate general as well as key technical steps evolved during the innovation.
4.13 Document the process.
4.14 Time to complete the project & release of the study within 6-months with available resources. Obtain 360
degree feedback on the project / product. Refine, modify, re-test & re-launch the product to satisfy
stakeholders.
4.15 Develop innovation indices (degree of novelty, revenue generation, contribution to the society, ROI etc)
4.16 Identify the scope for the future development

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Plan:
CHAPTER-5

5. Augmentation of resources: Time target …6 months

5.1. Augmentation, allocation, & control of resources (men including mentors, money, & other resources)
5.1.1.Create conducive environment. Create time schedule for resources.
5.1.2.Men: Personal skills, technical skills; motivational schemes; mentors / coaches are to be engaged in time
5.1.3.Money (or funding) required
5.1.4.Other resources (materials, machines, methods, management etc.)

5.2 Assess current & desired resources. Augment the resources as per requirements.

5.2.1 Engage masterminds / mentors / guide / domain experts in time to navigate & overcome the
bottlenecks in time.

5.2.2 MathCAD-14 & MATLAB 7.01 are available for expediting the calculations & assist in validation /
verification.

5.3 Ambition; knowledge-, skills-, and exposure-requirements

5.3.1 Ambition:
5.3.2 Passion to innovate, convert constraints into opportunity or challenge. Make mathematics simple and
interesting.
5.3.3 Contribute “unique knowledge” to society for solving complex problems

5.4 Knowledge-requirements:

5.4.1 Engineering mathematics I, II, & III

5.4.2 Programming knowledge (FORTRAN 77, MATLAB), etc.
5.4.3 Derivation from first principles (Vedic aspects – keen observation etc.)
5.4.4 Follow “iterative structured research process”
5.4.5 Explore method-innovation (Do it differently! Unique! Speed of execution, and accuracy of results must
be same or better): Vedic mathematics (INDUCTION METHOD!).

5.5 Skills-requirement: (personnel and professional skills, exposure)

5.5.1 Visualization (stretch imagination), analytical ability, people management, change management,
resources management etc.
5.5.2 Perseverance, exploration / experimentation, patience, accept failures
5.5.3 Project management techniques: Leadership etc.
5.5.4 Business acumen (entrepreneurship)

5.6 Exposure-requirements: Specific requirements?

5.6.1 Fundamentals of numerical differentiation, ODEs & PDEs

5.6.2 Vedic mathematics to develop “coefficient molecule” for each order of derivative.
5.6.3 Writing, & executing large programs in MATLAB.
5.6.3.1 Basic knowledge of “Vector & Matrices”.

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5.6.3.2 Commercial packages and their limitations (MathCAD-14, MATLAB7.01) for verification of past
examples and validation of new findings.
5.6.4 Research process: Conceptualization process (17-step
9 research process )

Standard examples &/or programs were identified from the books { }, & in articles { } referred in
bibliography.

Note:

Nobody (friend, assistant etc) understood my urge for doing this task, sense of urgency, etc. Why he /she would invest time for
me? A notional trial or attempt was made by others. It gave me some hint how to move further. I came to conclusion that I
have to do it myself from scratch.

Execute, monitor, & control:

9-key technical steps conceptualization process:
verification
Review of literature, derivation from first principles, formulation, trend analysis, prediction, validation,
verification, & generalization, & meeting key objectives:

CHAPTER-6

6. Review of literature
6.1. Analytical, & Numerical methods:

List out the status of current methods. Explore scope of innovation (explore new or better methods).

Identify & access top 5-articles as well as top-5 top books on the related topic. It should be done in consultation with
domain expert, product designer, professors, practicing engineers / scientists / mathematicians as the case may be. Collect
at least 5 master examples.

Review the literature for derivation of formulae from first principles, formulation, trend analysis, prediction,
validation, verification, generalization, & “meet technical-commercial-economic-social objectives & innovation
indices”. Here, Taylor’s series expansion has been considered.

It has been experienced that 80% time has been consumed in review of literature. Only 20% time is used for
execution or implementation for the given scope of work.

Note:

For product, additional steps are needed: Pilot run, feedback from peers / critics/ customers, refinement based
on feedback, re-testing of the product, scaling-up, & launch of the product.

4
Here three books are mentioned for employing various techniques / methods. Refer other books in bibliography.

# 1: A compendium of PDE models – Method of Lines (MOL) analysis with MATLAB, 2009

W. E. Schiesser & Graham W. Griffiths

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# 2: Travelling wave analysis of PDEs – Numerical and analytical methods with MATLAB & MAPLE, 2011

G. W .Griffiths & W. E. Schiesser

Refer appendix A (at the end of the book): Methods:

1. tanh method
2. exp method
3. Ricatti equation method
4. Direct integration method
5. Factorization method
6. Solutions by arbitrary constants
7. Other methods (MOL etc)
8. Maple built-in procedure for travelling wave equation

# 3:

Partial differential equations for scientists & engineers, 1993

Stanley J. Farlow

Ten techniques to solve the problems:

1. Separation of variables
2. Integral transforms
3. Change of coordinates
4. Transformation of the dependent variables
5. Numerical methods
6. Perturbation methods
7. Impulse-response technique
8. Integral equations
9. Calculus of variation methods
10. Eigen function expansion

#4 Computational electromagnetics with MATLAB, fourth edition, 2018

Matthew N.O.Sadiku

Analytical techniques

1. Separation of variables
2. Series expansion
3. Conformal mapping
4. Integral solutions (Fourier transforms, Laplace transforms)
5. Perturbation methods

Numerical techniques

1. Finite difference methods (FDTM, FDFD)

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2. Method of weighted residuals
3. Method of moments (MOM)
4. Finite element methods (FEM)
5. Transmission line matrix (TLM)
6. Method of lines (MOL)
7. Develop “trial function”. Trial function, ICs & BCs must satisfy PDE.

6.2 Challenges faced during research process:

The answers to the research questions have to be probed here. Following is the starting point:

It was a challenge as well as opportunity either to derive numerical differentiation with first principles &/or
directly predict coefficients beyond 4th order spatial derivatives. Moreover, the accuracy of results, speed of
execution etc must be same or better but within permissible deviations.

1st order derivative … has 2 coefficients

2nd –do- … has 3 coefficients

3rd –do- …has 4 coefficients

4th order –do- …has 5 coefficients

The coefficients have been placed in table-1. Now, follow chapter-7 to chapter-14.

CHAPTER-7

7. Derive formulae from first principles

==============================================================================================
Taylor’s series expansion:
fi+1: f(x+h) = fi + h.f’/!1 + (2h)2.f’’/!2 + (2h)3.f’’’/!3 + (2h)4.f’’’’/!4 +…….
fi: f(x)
fi-1: f(x-h) = fi - h.f’/!1 + (2h)2.f’’/!2 - (2h)3.f’’’/!3 + (2h)4.f’’’’/!4 - …….

Derivations from first principle (concept development):

Taylor series expansion (II-order truncation error) & 4 – functions:

fi+2(x) … f(x+2.h)
fi+1(x) … f(x+h)
fi … f(x)
fi-1(x) … f(x-h)
fi-2(x) … f(x-2.h)

• f’(x) = (fi+1 – fi-1) / 2.h or (fi+1 – fi)/h

2
• f’’(x) = (fi+1 – 2.fi + fi-1)/ h
• f’’’(x) = (fi+2 -3.fi+1 + 3.fi - fi-1)/h3
• f’’’’(x) =(fi+2 - 4.fi+1 + 6.fi - 4.fi-1 + fi-2)/h4
Note:
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Refer table-3, 3-a & 3-b.

========

When “exact function is unknown”, explore trial solution in Cartesian coordinates for odd order
or even order or mixed order (odd order + even order) spatial derivatives with exp or other method
• u(x,t) = e (a.t).e(b.x) … for all PDEs (1D PDE)
a.t
• u(x,t) = e( ). sin(b.x) …for even order spatial derivatives, 1D PDE
a.t
• u(x,t) = e( ).cos(b.x) …for odd order –do-, 1D PDE
• u(x.t) = e(a.t). {cos(b.x) + sin(b.x)}…for mixed order –do-, 1D PDE ?????
• u(x,y,t) = e(a.t).(ex).sin(y)…depending upon IC & BCs, 2D PDE
• u(x,y,z,t )= e(a.t).(ex).(ey).sin(20.5.z) .. –do- , 3D PDE

• u(x,t) =e(a.t)*cos(b.t)*sin(b.x)…for 2nd order in t, first order spatial derivative in x

where, b = 0, 1,…, π/6, π/4, π/2, π/3,….,π

π etc

Note: Already stated in # 3

i) Ensure ICs & BCs are consistent.

ii) Ensure trial functions yield “real” values and not “imaginary.
iii) Ensure well-posedness of a PDE.

========

7.1 Derivation from first principles: At least four derivations must be done from first principles. Formulate 4-
functions or pick up 4-functions from the standard book as cited above. Then focus on to find trend or pattern or
behavior of coefficients. Refer table-1 for the coefficients, extracted from the 4-functions. Derive additional
formulae for 5th & 6th order derivative if possible. It will help for validation.

Here, Taylor series expansion has been used for first four derivations. Second order error truncation has been
applied. Further derivations for 5th order onwards are not required. Note following:

7.1.1 Ensure mathematical check as “sum of all coefficients must be zero for each row”.

7.1.2 Accurate prediction will avoid repeated and tedious derivations with first principles.

7.1.3 Trend analysis will lead to prediction of coefficients.

7.1.4 Pointed questions: What is the link between any two rows of coefficients? Whether any mathematical
check can be applied? Whether “differentiation molecules” can be developed for each spatial derivative?
Whether generalization of process can be done?

Note:

I have developed & successively applied above coefficients in numerical methods for differentiation & PDEs. Refer MathCAD file
dated 02-05-2017.

m
7.2 Methodology for creating “differentiation coefficients molecules”: (E - 1) , E=1, m=1,2,3,…,10
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Refer: MathCAD (PDF file) for an example of PDE, which covers mixed order derivatives. The formulation is
slightly different for even-order with that of odd-order spatial derivatives.

(1 -1) =1 -1 …. (1)

(1 -1) x (1 -1) = 1 -2 1 …. (2) See below

(1 -1)x(1 -1)x(1 -1) =1 -3 3 -1 …. (3)

(1 -1)x(1 -1)x(1 -1)x(1 -1) =1 -4 6 4 1 …. (4)

Continue the same way till you want.

How to “multiply” & then “add” coefficients: (Refer # 2): Create “differentiation molecule”

1 -1

1 -1

==========MULTIPLY

1 -1

x -1 1

=============================ADD

1 -2 1 …… (2)

===============================

If I hide first row or initial two rows, it would be extremely difficult to establish a trend by above method. I have
chosen all formulae or derivations up to fourth order, based on second order truncation error.

For higher accuracy of numerical results, I can choose different set of formulae with fourth order truncation error.

Refer appendix for table-4. I have yet to commence research whether or not the coefficients shown in table-4 are ok.

CHAPTER-8

8. Formulation
8.1. Place coefficients in proper sequence as shown in table-3, 3(A), & 3(B).

CHAPTER-9

9. Trend analysis: Explore new or better method (Induction Method!)

9.1: For establishing “link “or “trend”, observe following steps:
9.1.1 Keenly observe and compare the coefficients of two successive rows at a time beginning with 2nd row
coefficients wrt 1st row coefficients, 3rd row to 2nd row coefficients, and 4th row to 3rd row coefficients.

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9.1.2 Do we see any link or correlation in coefficients between two successive rows? If yes, then what is that
link? [1 -1]. When trend is visible? From 1st to 4th row.
9.1.3 Sum of all coefficients of each row is equal to zero.
9.1.4 By applying the “link“, predict coefficients of next higher order derivatives i.e. 5th & 6th order
derivative. Compare coefficients predicted for 5th & 6th order derivative with that of additional
derivations done for 5th & 6th order derivative. Is there congruency or any deviation? It is congruent &
no deviations are observed.

CHAPTER-10

10. Prediction
10.1. Predict coefficients (as mentioned in 9.1.4) for 5th to 10th or higher order. Develop “differentiation coefficients
molecule” for each spatial derivative.
10.2. Developing each molecule will take hardly 30 seconds (MANUALLY!).

CHAPTER-11

11. Verification
11.1. Verify the results of all past examples. Ensure key objectives have been met.
11.2. The “differentiation coefficient molecules” must be treated as unique because further calculation or solution
of PDE is being performed in “one step with pre-defined step h”. If required, step h can be increased or
decreased to get better results.
11.3. PDE is not converted to ODEs for obtaining the solution.

CHAPTER-12

12. Validation
12.1. Ensure mathematical check passes on each row (9.1.3) i.e. sum of all coefficients must be zero for each
row.
It must pass the validation test. Congruency must be visible or at the most deviation must be within tolerance when compared with
benchmark values (here, numerical values are compared with analytical values)
12.2. Numerical method with “differentiation molecules duly developed” gives solution with one iteration & a
pre-defined “step h” for each order of spatial derivative.

CHAPTER-13

13. Generalization
13.1. Pick-up any row & multiply with (1 -1) to obtain coefficients of next higher order derivative.
m
OR, Coefficients = (E - 1) , where E=1, m=1,2,3,….,10
13.2. Apply mathematical check as mentioned in prediction.
13.3. Now, write code.

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CHAPTER-14

14. Evaluation of objectives

14.1. Ensure all key objectives (technical-commercial-economic-social) are met. Refer point # 4.

CHAPTER-15

Submission of report:

15. Summary of research (achievements, recommendations, limitations, enhancement for future): Accomplishment of
measurable & intangible targets:
15.1 Achievements: What has been achieved?

I was able to get first four formulae from extremely reliable book where derivations have already been done
and accepted by the domain experts as well as the required formulae have been used for decades.
Alternatively, I could derive 4 – formulae with first principles. I could do both.

• The next logical step was to find a “common link or correlation” between two rows of coefficients by
comparison, as explained in previous case. In all, 9-key technical steps were employed as mentioned in
research process namely:
o Review /Survey of literature, derivation from first principles, formulation, trend analysis, prediction,
validation, verification, generalization, meet key objectives (techno-commercial-economical -social
etc)
• Once we found a “common link” (1 -1), between two successive rows, for prediction. We can also say it is a
stage wise successive differentiation. Generalization has also been done. Also mathematical check was
applied on coefficients of each row i.e. sum of all coefficients must be zero and the check was found to be
accurate.
• “Differentiation coefficients molecule” beyond 4th order spatial derivatives could be achieved.
• Now, I am also exploring application of coefficients in solving higher order PDEs (partial differential
equations).
• Key objectives have been accomplished. 17 steps research process has been documented.

Vedic mathematics has only 16 sutras (formulae). Keen observation is the key to determine “correlation or
link”. Simple multiplication & addition were applied. It is a deduction method.

15.2 Recommendations: What are the recommendations?

• Employ “differentiation coefficients molecule” for solving the PDEs as per the scope of the study: For
Exact function, with Cartesian coordinates, 1D PDE, up to second order derivative in t & up to tenth order
spatial derivatives in x.
• PDE with Odd order or even order or mixed order spatial derivatives have been done.
• Analytical as well as numerical method has been used.
15.3 Limitations: What were limitations of the study?
• I could not take up: Trial function, Cartesian coordinates in 1D /2D / 3D PDE, up to second order derivative
in t & up to tenth order spatial derivatives in x. Document the procedure for picking up trial function. Can
we cite an example of 4th order temporal derivative in t?
• Examples with cylindrical as well as spherical coordinates have not been explored.

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15.4 Scope for enhancement in future: What could be done for enhancement in future?
• Refer “limitations”.
• Explore “differentiation coefficients molecules” with Taylor’s series expansion with fourth order
truncation. Refer table-4. This table could be starting point.
• Explore whether “integration molecules” can be used for validation of the PDEs.

CHAPTER-16

16. Appendices
16.1. Table-1, 2-a, 2-b, & 3 (coefficients of molecules for Taylor’s series expansion with second degree
truncation)
16.2. Table-4 (coefficients of molecules for Taylor’s series expansion with fourth degree truncation)
16.3. Excel sheet showing examples from two books (17.8 & 17.9)

CHAPTER-17

17. Bibliography

Top-5 books #: Shown in RED

17.1 The Numerical Method of Lines (MOL) – Integration of PDEs, 1991, W.E.Schiesser
17.2 Dynamic modeling of transport process systems, 1992, Silebi, & W.E.Schiesser
17.3 Recent development in numerical methods & software for ODE / DAE / PDE, 1992, G.D.Byrne, &
W.E.Schiesser (pp 97-123)
17.4 Computational mathematics in engineering and applied science, 1994, W.E.Schiesser
17.5 Computational transport phenomena, 1997, W.E.Schiesser
17.6 Adaptive method of lines (MOL), 2001, W.E.Schiesser (chapter-1)
17.7 Ordinary & PDE routines in …MATLAB, 2004, Lee, & W.E.Schiesser
17.8 A compendium of PDEs models: method of lines analysis with MATLAB, 2009, W.E.Schiesser,
and G.W.Griffiths
17.9 Travelling wave analysis of PDEs: numerical and analytical solutions with MATLAB & MAPLE,
2012, G.W.Griffiths & W.E.Schiesser
17.10 PDE analysis in biomedical engineering, 2013, W.E.Schiesser
17.11 Differential equations analysis in biomedical science & engineering: Differential equations with R,
2014, W.E.Schiesser
17.12 PDEs analysis in biomedical science & engineering: PDEs with R, 2014, W.E.Schiesser
17.13 An introductory global CO2 model, 2015, McHugh A.J, & W.E.Schiesser
17.14 Method of lines (MOL) PDE analysis in biomedical science & engineering, 2016, W.E.Schiesser (with
MATLAB programs)
17.15 Spline collocation methods for PDEs – With applications in R, 2017, W.E.Schiesser
17.16 Numerical methods for ODEs, II edition, 2008, J.C.Butcher (pp-146)
17.17 Fundamental numerical methods for electrical engineering, 2008, Stanislaw Rosloneic (ch-6)
17.18 Solving applied mathematical problems with MATLAB, Xue, & Chen
17.19 Handbook of non-linear PDEs, Polyanin
17.20 Numerical analysis using R, Graham W. Griffiths, 2016
17.21 The Numerical Methods in FORTRAN, 1990, M.G. Salvadori & McCormick
17.22 PDEs with Fourier series & BV problems, II edition, 2005, Nakhle’ H. Asmar (for Laplace equations in
2D & 3D PDEs)
17.23 Numerical Methods, Robert W. Hornbeck, 1982 (Chapter-3)
17.24 Numerical PDEs for Environmental Scientists & Engineers – a practical course, 2005 (Chapter-2)
17.25 Computational electromagnetic with MATLAB, fourth edition, 2018, Matthew N.O.Sadiku

12
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Note: Above books are available with me.

Top-articles: # In RED

17.26 Formulae for numerical differentiation, W. G. Bickley, Mathematical Gazette, vol-25, issue 263,
pp 19-27,1941 (//www.cambridge.org/).
17.27 Generation of finite difference formulas on arbitrarily spaced grids, B.Fornberg, Mathematics of
computation, vol-51, no. 184, 1988, pp 699-706
17.28 B. Fornberg, 1992 (pp 97 – 124) in “recent developments of software…

17.29 Calculation of weights in finite difference formulas, B. Fornberg, SIAM Rev., vol-40, no.3, pp 685-
691, 1998

17.30 Web site:

//http.lehigh.edu/~wes1/books/mol/library

Programs are available for some of the above books authored by W.E.Schiesser

13
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Numerical Differentiation of Higher Orders & their application in PDEs

Properties of functions for trend analysis: Table-1

Can we predict coefficients & fill up the table for V to X order derivatives? Any mathematical check on coefficients?

Order of Coefficients for numerical differentiation

derivative
I 1 0 -1 - - - - - -
II 1 -2 1 - - - - - -
III 1 -3 0 3 -1 - - - - -
IV 1 -4 6 -4 1 - - - - -
V
VI
VII
VIII
IX
X

Note:
Assume you don’t have any knowledge of table-2.
===================================================================
Properties of functions for trend analysis: Table-2

Can we predict coefficients & fill up the table for I to IV order derivatives? Any mathematical check on coefficients?

Coefficients
I
II
III
IV
V 1 -5 10 0 -10 5 -1 - -
VI 1 -6 15 -20 15 -6 1 - -
VII 1 -7 21 -35 0 35 -21 7 -1 -
VIII 1 -8 28 -56 70 -56 28 -8 1 -
IX 1 -9 36 -84 126 0 -126 84 -36 9 -1
X 1 -10 45 -120 210 -252 210 -120 45 -10 1
Note:

For table-2: Assume following:

- Try to fill up the table-2, without knowledge of table-1.

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Numerical Differentiation of Higher Orders & their application in PDEs: Table-3

Order of Coefficients for numerical differentiation points
derivative

I 1 -1 - - - - - - - - - 2
II 1 -2 1 - - - - - - - - 3
III 1 -3 3 -1 - - - - - - - 4
IV 1 -4 6 -4 1 - - - - - - 5
V 1 -5 10 -10 5 -1 - - - - - 6
VI 1 -6 15 -20 15 -6 1 - - - - 7
VII 1 -7 21 -35 35 -21 7 -1 - - - 8
VIII 1 -8 28 -56 70 -56 28 -8 1 - - 9
IX 1 -9 36 -84 126 -126 84 -36 9 -1 - 10
X 1 -10 45 -120 210 -252 210 -120 45 -10 1 11

Note: Properties of functions for trend analysis. Observe coefficients of the table-1:

Vedic method (Keen observation, Simple multiplication): Trend analysis: Refer point #

================================================================================

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Numerical Differentiation of Higher Orders & their application in PDEs

Table-3(a): Even order derivatives

Order of Coefficients for numerical differentiation points
derivative
fi+5 fi+4 fi+3 fi+2 fi+1 fi fI-1 fi-2 fi-3 fi-4 fi-5
I - - - - - - - - - - - -
II - - - - 1 -2 1 - - - - 3
III - - - - - - - - - - - -
IV - - - 1 -4 6 -4 1 - - - 5
V - - - - - - - - - - - -
VI - - 1 -6 15 -20 15 -6 1 - - 7
VII - - - - - - - - - - - -
VIII 1 -8 28 -56 70 -56 28 -8 1 - 9
IX - - - - - - - - - - - -
X 1 -10 45 -120 210 -252 210 -120 45 -10 1 11

Table-3(b): Odd order derivatives

Order of Coefficients for numerical differentiation points
derivative
fi+5 fi+4 fi+3 fi+2 fi+1 fi fI-1 fi-2 fi-3 fi-4 fi-5 -
I - - 1 -1 - - - - 2
II - - - - - - - - - - - -
III - - - 1 -3 3 1 - - - - 4
IV - - - - - - - - - - - -
V 1 -5 10 -10 5 -1 - - - 6
VI - - - - - - - - - - - -
VII - 1 -7 21 -35 35 -21 7 -1 - - 8
VIII - - - - - - - - - - - -
IX 1 -9 36 -84 126 -126 84 -36 9 -1 - 10
X - - - - - - - - - - - -

fi+5 = f(x+5.h) fi-5 = f(x-5.h)

fi+4 = f(x+4.h) fi-4 = f(x-4.h)

fi+3 = f(x+3.h) fi-3 = f(x-3.h)

fi+2= f(x+2.h) fi-2 = f(x-2.h)

fi+1 = f(x+h) fi-1 = f(x-h)

fi = f(x)

16
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th
Table-4: Up to 4 order derivatives (fourth order truncation error)
Order of Coefficients for numerical differentiation points
derivative
fi+5 fi+4 fi+3 fi+2 fi+1 fi fI-1 fi-2 fi-3 fi-4 fi-5 -
I - -1 8 0 -8 1 - - - 4
II - - - -1 16 -30 16 -1 - - - 5
III - - -1 8 -13 0 13 -8 1 - - 6
IV - - -1 12 -39 56 -39 12 -1 - - 7
V
VI - - - - - - - - - - - -
VII -
VIII - - - - - - - - - - - -
IX
X - - - - - - - - - - - -

Refer:

1. Numerical PDEs for environmental scientists & engineers – A first practical course, 2005 (table 2.6),

Daniel R. Lynch

2. Numerical Methods, (Chapter-3)

Robert W. Hornbeck, 1982

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A compendium of PDE models - Method of lines analysis with MATLAB,
2009
Dr. W.E.Schiesser & Dr. G.W.Griffiths

S. Chapter Exact Order Order of spatial Spatial Master Remarks

No. # function of derivative in PDE dimensions example
known? δu/δ
δt
1D 2D 3D
1 2 Yes 1 II Yes - - Cartisian coordinates
2 3 Yes 1 II Yes - - -do-
-do-, two non-linear ,
variable coefft.,
3 4 Yes 1 II Yes - - Yes inhomogeneous eqns
4 5 Yes 1 II Yes - - Yes Cartisian coordinates
5 6 Yes 1 II Yes - - Yes -do-
6 7 Yes 1 III Yes - - -do-
7 8 No 2 II Yes - - -do-
8 9 No 2 II Yes - - Yes -do-
9 10 No 0 II - Yes - -do-
10 11 No 0 II - - Yes Yes -do-
11 12 Yes 1 III Yes - - Yes -do-, mixed
derivative
12 13 No 1 Second order in Yes - Yes cylindrical
r, first order in z coordinates, simul.
Eqns, non-linear, 2D
PDEs
13 14 No 1 Second order in Yes Yes Yes spherical
r and θ coordinates,
diffusion equation

Pre-requisites Examples from chapter#

Exact function known Exact function unknown
Basic Knowledge
required 2, 12 8
Practice required 3, 5, 7 10
Advanced knowledge requred 4, 6 9, 11, 13, 14

Chapter-
2 1D PDE
Chapter-
10 2D PDE
Chapter- 3D PDE
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Travelling wave analysis of PDEs - Numerical & Analytical methods with MATLAB & MAPLE,
2012
Dr. Graham W. Griffiths & Dr. W.E.Schiesser

S. Chapter Exact Order Order of spatial Spatial Master

No. # function of derivative in PDE dimensions example
known? δu/δ
δt
1D 2D 3D
1 2 Yes 1 I Yes - -
2 3 Yes 1 II Yes - -
3 4 Yes 1 II Yes - -
4 5 Yes 1 II Yes - -
5 6 Yes 1 II Yes - -
6 7 Yes 1 II Yes - -
7 8 Yes 1 II Yes - -
8 9 Yes 1 II Yes - -
9 10 Yes 1 II Yes - -
10 11 Yes 1 IV Yes - -
11 12 Yes 1 V Yes - -
12 13 Yes 1 II Yes - -
13 14 Yes 1 I Yes - -
14 15 Yes 2 II Yes - -
15 16 Yes 2 II Yes - -
16 17 Yes 2 II Yes - -
17 18 Yes 2 IV Yes - -
18 19 Yes 2 II Yes - -

Pre-requisites Examples from chapter#

Basic Knowledge
required 2, 3, 11, 12, 15
Practice required 4-10, 14, 16-19
Advanced knowledge required 13

19
APPENDIX-2 weight coefficients

10/26/17 12:25 AM MATLAB Command Window 1 of 1

Coefficients of m=2, 3pts
cm..>
=
0 1 2 3 x 3 matrix
0 -0.5000 1.0000 alpha-1
1.0000 0 -2.0000 alpha-2
0 0.5000 1.0000 alpha-3

wtrial02z3ptable1.m

Refer table-1, center approximations,

B.Fornberg, table1 (m=0 to 4), 1988

m ... order of derivative

n ... order of accuracy
p ...
alpha1,...,alpha11 ...weight coefficients

1 off 5
10/26/17 12:15 AM MATLAB Command
coefficients Window
for m=4, 5 pts. 1 of 1

5 x 5 matrix
c =
m..> 0 1 2 3 4
0 0.0833 -0.0833 -0.5000 1.0000 alpha-1
0 -0.6667 1.3333 1.0000 -4.0000 alpha-2
1.0000 0 -2.5000 0 6.0000 alpha-3
0 0.6667 1.3333 -1.0000 -4.0000 alpha-4
0 -0.0833 -0.0833 0.5000 1.0000 alpha-5

wtrial04z5ptable1.m
10/25/17 11:49 PM MATLAB Command
Coefficients Window
for m=6, 7pts 7 x 7 matrix 1 of 1

cm=6
=
0 1 2 3 4 5 6 alpha-1
0 -0.0167 0.0111 0.1250 -0.1667 -0.5000 1.0000 alpha-2
0 0.1500 -0.1500 -1.0000 2.0000 2.0000 -6.0000 alpha-3
0 -0.7500 1.5000 1.6250 -6.5000 -2.5000 15.0000 alpha-4
1.0000 -0.0000 -2.7222 0 9.3333 0 -20.0000
alpha-5
0 0.7500 1.5000 -1.6250 -6.5000 2.5000 15.0000
0 -0.1500 -0.1500 1.0000 2.0000 -2.0000 -6.0000
alpha-6
0 0.0167 0.0111 -0.1250 -0.1667 0.5000 1.0000 alpha-7

wtrial06z7ptable1.m
10/26/17 12:32 AM MATLAB Command
Coefficients Window
for m=8, 9 pts. 9 x 9 matrix 1 of 1

c =
m...> 0 1 2 3 4 5 6 7 8
0 0.0036 -0.0018 -0.0292 0.0292 0.1667 -0.2500 -0.5000 1.0000 alpha1
0 -0.0381 0.0254 0.3000 -0.4000 -1.5000 3.0000 3.0000 -8.0000
0 0.2000 -0.2000 -1.4083 2.8167 4.3333 -13.0000 -7.0000 28.0000
0 -0.8000 1.6000 2.0333 -8.1333 -4.8333 29.0000 7.0000 -56.0000
1.0000 -0.0000 -2.8472 -0.0000 11.3750 -0.0000 -37.5000 0 70.0000
0 0.8000 1.6000 -2.0333 -8.1333 4.8333 29.0000 -7.0000 -56.0000
0 -0.2000 -0.2000 1.4083 2.8167 -4.3333 -13.0000 7.0000 28.0000
0 0.0381 0.0254 -0.3000 -0.4000 1.5000 3.0000 -3.0000 -8.0000
0 -0.0036 -0.0018 0.0292 0.0292 -0.1667 -0.2500 0.5000 1.0000 alpha9

Refer table-1, center approximations,

B.Fornberg, 1988
 6/17/08 12:06 AM
Coefficients of m =10, 11 pts.
MATLAB Command Window
11 x 11 matrix 1 of 1

m ..> 0 1 2 3 4 5 6 7 8 9 10
alpha1 1 0 -0.0008 0.0003 0.0068 -0.0054 -0.0451 0.0542 0.2083 -0.3333 -0.5000 1.0000 alpha1
2 0 0.0099 -0.0050 -0.0834 0.0834 0.5278 -0.7917 -2.1667 4.3333 4.0000 -10.0000
3 0 -0.0595 0.0397 0.4830 -0.6440 -2.7188 5.4375 8.6250 -23.0000 -13.5000 45.0000
4 0 0.2381 -0.2381 -1.7337 3.4675 6.5000 -19.5000 -17.0000 68.0000 24.0000 -120.0000
5 0 -0.8333 1.6667 2.3181 -9.2722 -6.7292 40.3750 15.7500 -126.0000 -21.0000 210.0000
6 1.0000 -0.0000 -2.9272 -0.0000 12.7417 -0.0000 -51.1500 0 154.0000 0 -252.0000
7 0 0.8333 1.6667 -2.3181 -9.2722 6.7292 40.3750 -15.7500 -126.0000 21.0000 210.0000
8 0 -0.2381 -0.2381 1.7337 3.4675 -6.5000 -19.5000 17.0000 68.0000 -24.0000 -120.0000
9 0 0.0595 0.0397 -0.4830 -0.6440 2.7188 5.4375 -8.6250 -23.0000 13.5000 45.0000
10 0 -0.0099 -0.0050 0.0834 0.0834 -0.5278 -0.7917 2.1667 4.3333 -4.0000 -10.0000
11 0 0.0008 0.0003 -0.0068 -0.0054 0.0451 0.0542 -0.2083 -0.3333 0.5000 1.0000 alpha11
12 m......> 0 1 2 3 4 5 6 7 8 9 10

Refer: W.G.Bickney, 1941, pp 26 & 27

wtrial10z11ptable1.m