Taylor Table To Derive a Generalized 4th to 6th

Order Compact Pade Scheme

T. H. Pulliam
NASA Ames

1
 Taylor Tables

1. The generalized form of the equation is given by

     
∂u ∂u ∂u A
B

+α + − −uj−1 + uj+1 − −uj−2 + uj+2 = ert
∂x ∂x ∂x 2∆x 4∆x
j−1 j j+1

1. The equation is written on terms of the single free coefficients

α, A, B which must be determined using the Taylor Table
approach as outlined below.
2. One goal is to find the value of α, A, B wich results in a 6th
Order Scheme
3. We can also defind a class of 4th schemes where α is a free
parameter and A, B are functions of α

2
 Taylor Table
∆x · ∆x2 · ∆x3 · ∆x4 · ∆x5 · ∆x6 · ∆x7 ·
∂2 u ∂3 u ∂4 u ∂5 u ∂6 u ∂7 u
∂u








uj
∂x j ∂x2 j ∂x3 j ∂x4 j ∂x5 j ∂x6 j ∂x7


∆x · ∂u 1 (-1) 1 (-1)2 1 (-1)3 1 (-1)4 1 (-1)5 1 (-1)6 1
∂x j−1 1! 2! 3! 4! 5! 6!

∂u


∆x · α α
∂x j


∆x · ∂u 1 (1) 1 (1)2 1 (1)3 1 (1)4 1 (1)5 1 (1)6 1
∂x j+1 1! 2! 3! 4! 5! 6!

Au A A (-1) 1 A (-1)2 1 A (-1)3 1 A (-1)4 1 A (-1)5 1 A (-1)6 1 A (-1)7

2 j−1 2 2 1! 2 2! 2 3! 2 4! 2 5! 2 6! 2 7
− A uj+1 −A − A (1) 1 − A (1)2 1 − A (1)3 1 − A (1)4 1 − A (1)5 1 − A (1)6 1 − A (1)7
2 2 2 1! 2 2! 2 3! 2 4! 2 5! 2 6! 2
Bu B B (-2) 1 B (-2)2 1 B (-2)3 1 B (-2)4 1 B (-2)5 1 B (-2)6 1 B (-2)7
4 j−2 4 4 1! 4 2! 4 3! 4 4! 4 5! 4 6! 4 7
− B uj+2 −B − B (2) 1 − B (2)2 1 − B (2)3 1 − B (2)4 1 − B (2)5 1 − B (2)6 1 − B (2)7
4 4 4 1! 4 2! 4 3! 4 4! 4 5! 4 6! 4
=

∆x · ert 0 0 0 0 0 ? 0 ?

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 Coefficient Equations

1. For Consistency and at least 4th Order Accuracy, the first five
columns are set to zero.
2. Note because of the skew symmetry of the original equation the
odd numbers columms sum exact to 0
3. For 6th Order Accuracy we need

A 2B A 16B
α + 2 − A − B = 0, 1− − = 0, 2− − =0 (1)
6 3 5 5
14 1
1. Solving we have α = 3, A = 3 , and B = 3
 
1 6 ∂7u
2. Then ert = − 180 ∆x ∂x7
j

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 Generalized Scheme

1. Instead of requiring a 6th order scheme relax the conditions to

allow the sixth column to be non-zero and find A, B as a function
of α
4+2α
2. Solving the first two relations for A, B we have A = 3 and
B = 4−α
3

3. For α = 3:the above 5 point 6th Order Scheme

4. For α = 4: the 3 point 4th Order Scheme
5. For α 6= 3: a class of 4th Order Schemes different characteristics.
6. In general,
4 1 α

 ∂5u  6 1
 7 
∂ u
ert = ∆x 10 1 − 3 ∂x 5 + ∆x 1260 (8 − 5α) ∂x7
j j

7. See Note on Modified Wave Number for General Pade Schemes