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Second-order local residual of the periodic wave benchmark
A consistency estimate for a smooth nondimensionalized scalar wave on the periodic circle. It is not a global error or Einstein-equation convergence theorem.
Statement
Let be open, and let be six times continuously differentiable and -periodic in its spatial variable . Assume the nondimensional scalar wave equation on . For , , , , and an integer with and , put
Set to be the supremum
Then for every grid index ,
Thus the normalized local truncation residual is on each compact time window where the displayed fourth-derivative bound is uniform. This consistency estimate alone is not a convergence theorem.
Statement references
Facts & Assumptions
Given: A periodic solution of on the stated open time interval and the periodic grid of the scalar benchmark.
A finite periodic scalar-wave benchmark: , modulo the period, and the normalized discrete second difference is the centered three-point expression in the Statement.
A uniform derivative bound gives a uniform Taylor remainder bound: if the fourth derivative of a scalar function has absolute value at most between and , its Taylor remainder after degree three has absolute value at most .
Clairaut--Schwarz theorem for continuous second partial derivatives: continuous mixed partials of the function commute, so differentiating the wave equation twice gives .
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value: a continuous real-valued function on a nonempty compact metric space is bounded (and attains its extrema).
Absolute value in an ordered field: for real , when and when .
The triangle inequality: for real , .
Proof
The set is a nonempty closed box in : and the time interval lies in . Thus [F4] makes it compact. The function is continuous there because ; [F5] bounds it, so as claimed.
Apply [F2] to the spatial function at with increments and . Adding the two degree-three Taylor polynomials and subtracting twice their common center value cancels their odd terms and leaves . By [F2], each remainder has absolute value at most ; by [F7], the sum of the two remainders has absolute value at most . After division by ,
Periodicity of and its derivatives extends the bound defining from to all real spatial coordinates, including a wrapped neighbor.
Apply the same estimate to with increments and . By [F3] and , the fourth time derivative equals , whose absolute value is bounded by on this time window and all . Thus
Subtract the two estimates of steps 1.2 and 1.3, use , and apply the real triangle inequality [F7] to their error terms. The result is , as claimed.
Depends on
A finite periodic scalar-wave benchmark
A uniform derivative bound gives a uniform Taylor remainder bound
Clairaut--Schwarz theorem for continuous second partial derivatives
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
Absolute value in an ordered field
The triangle inequality
Dependency tree · 2 levels
Sources
- Gilbert Strang, Mathematical Methods for Engineers II, MIT OpenCourseWare 18.086, Spring 2006, §5.3, complete 11-page lecture note
- Lloyd N. Trefethen, Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, unpublished text (1996), Chapter 3, complete 37-page author PDF
- Lloyd N. Trefethen, Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, unpublished text (1996), Chapter 4, complete 40-page author PDF