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Second-order consistency of the homogeneous periodic Yee scheme

Statement

Let a periodic rectangular cell be discretized by a uniform Cartesian Yee grid with spacings hx,hy,hz, h=max⁡jhj, and constant scalar coefficients ϵ,μ>0. Let (E,B) be a source-free smooth periodic Maxwell solution on [0,T], with the spatial derivatives of E through total order four, ∂t4E, and ∂t3B bounded. Sample E(tn) by exact oriented edge line integrals e∗n and B(tn+1/2) by exact oriented face fluxes b∗n+1/2. Define rhn=Mee∗n+1−2e∗n+e∗n−1Δt2+CTMbCe∗n,shn=b∗n+1/2−b∗n−1/2+Δt Ce∗n. With the homogeneous diagonal Hodge weights of Oriented Maxwell cochains, masses, and the Yee grid, there is a constant CT independent of the cell counts such that, whenever Δt≤tn≤T−Δt, ∥rhn∥Me−1≤CT(h2+Δt2),∥shn∥Mb≤CTΔt3. Here ∥r∥Me−12=rTMe−1r. This is a smooth homogeneous periodic consistency result; it asserts no Taylor estimate across coefficient jumps or a PEC boundary closure.

Facts & Assumptions

Given: A homogeneous periodic Cartesian grid, exact edge and face samples of a smooth source-free Maxwell solution, and the lossless Yee rows.

[F1]

The periodic Cartesian masses use edge weights ϵhyhz/hx and face weights μ−1hx/(hyhz), cyclically. (Oriented Maxwell cochains, masses, and the Yee grid)

[F2]

The homogeneous lossless Yee rows use the incidence curl at integer electric and half-integer magnetic times. (Lossless or midpoint-conductive Yee leapfrog update)

[F3]

The continuous equations imply ϵEtt+μ−1curl⁡curl⁡E=0 and Bt=−curl⁡E. (Transient Maxwell system with piecewise materials and boundary conditions)

[F4]

On each axis-parallel rectangular face, exact edge circulation equals the exact curl flux. (Stokes identity on a rectangular Yee face)

Proof

1.1F1givenalgebra

Let ux=ex/hx denote the line average of the x component on an x-edge; define uy,uz cyclically. For values on the corresponding staggered locations, define δiδjf(r) by the four-corner formula [f(r+hi2ei+hj2ej)−f(r+hi2ei−hj2ej)−f(r−hi2ei+hj2ej)+f(r−hi2ei−hj2ej)]/(hihj). Expanding the four signed face incidences around an x-edge and inserting [F1] gives the normalized electric operator hx−1(Me−1CTMbCe)x=c2(−δy2ux−δz2ux+δxδyuy+δxδzuz),c2=(ϵμ)−1, where δj2f=(f(x+hjej)−2f(x)+f(x−hjej))/hj2 and δiδj is the corresponding centered staggered mixed difference. The y and z components follow by the same cyclic incidence expansion.

1.2F1F2F3F4algebra

For every face, the exact circulation cochain Ce∗n equals the face flux of curl⁡E(tn) by [F4]. Taylor’s formula in time around tn gives ∫tn−Δt/2tn+Δt/2 ⁣ ⁣ ⁣∫Fcurl⁡E(t)⋅n dS dt=Δt∫Fcurl⁡E(tn)⋅n dS+O(∣F∣Δt3∥∂t2curl⁡E∥∞). Faraday’s equation in [F3] identifies the left side with −∫F(B(tn+Δt/2)−B(tn−Δt/2))⋅n dS. Thus each face entry of shn is bounded by C∣F∣Δt3 times the derivative bound. The face weights in [F1] turn the sum of their squared entries into at most CTΔt6 times the fixed box volume, so ∥shn∥Mb≤CTΔt3≤CT′Δt2 on the stated time range.

2.1F1F3step 1.1algebra

Taylor’s formula with integral remainder gives δj2f=∂j2f+O(hj2∥∂j4f∥∞) and δiδjf=∂i∂jf+O((hi2+hj2)∥D4f∥∞). Averaging along the edge changes the midpoint value of each needed derivative by at most O(h2) by the same symmetric Taylor estimate. Therefore the stencil in step 1.1 differs from curl⁡curl⁡E by at most Ch2 pointwise. The centered time second difference of the exact edge integrals differs from the edge integral of Ett by at most CΔt2 times the stated fourth time-derivative bound. The continuous equation [F3] cancels the leading terms. For an x-edge, the resulting electric covector entry is bounded by Cϵhyhz(h2+Δt2), with cyclic area factors for the other orientations. Summing squared entries with the reciprocal edge masses in [F1] contributes a factor proportional to hxhyhz per edge, so ∥rhn∥Me−1≤CT(h2+Δt2), since the dual cell volumes sum to the fixed box volume.

3.1step 2.1step 1.2algebra∎

The electric bound from step 2.1 and the separate face bound from step 1.2 give the two asserted residual estimates.

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