## Taylor table method and Matlab code

Fourth order approximations of the second order derivative using the following schemes are derived with the help of Programming

• Central difference
• Skewed right sided difference
• Skewed left sided difference

Wrote a Matlab program to evaluate the second order derivative of the analytical function exp(x)*cos(x) and compared it with the 3 numerical approximations derived.

• Plot which compares the absolute error between the above mentioned schemes is generated
• Compared with FDS and BDS approximations
• Advantanges of the skewed scheme over CD scheme is explained

1. Once after the formation of the taylor table, equations can solved in the form of matrix. Simple logical thinking can help us to write those equations, because all those equations follow a pattern, based on the scheme used. Following is the program to derive coefficients of the formula for 2nd derivative with 4th order approx for the above three schemes

clear all
close all
clc

% Equatins formed using taylor table is solved in octave in the form of matrix_type
%(del x)^2 will be the common denominator for all the coefficients of a second derivative algebraic equivalent equation
% The denominator is removed now to reduce the complexity, and it will be added in the final equation with the solved coefficients

% skewed right scheme acquires information from the rigth side points
% To obtain a 4th order approximated second derivative, we need information from 6 right side neighbouring points
a=[1 1 1 1 1 1];
b=[0 1 2 3 4 5];
c=(1/factorial(2))*[0 1 2^2 3^2 4^2 5^2];
d=(1/factorial(3))*[0 1 2^3 3^3 4^3 5^3];
e=(1/factorial(4))*[0 1 2^4 3^4 4^4 5^4];
f=(1/factorial(5))*[0 1 2^5 3^5 4^5 5^5];

p=[a;b;c;d;e;f];

% coefficients of f'' are made equal to 1
q=[0;0;1;0;0;0];
w = pq;
coefficients_of_second_derivative_with_4th_order_approx_skewed_right=rats(w)

% skewed left scheme acquires information from the left side points
% To obtain a 4th order approximated second derivative, we need information from 6 left side neighbouring points
g=[1 1 1 1 1 1];
h=[0 -1 -2 -3 -4 -5];
i=(1/factorial(2))*[0 1 (2^2) (3^2) (4^2) (5^2)];
j=(1/factorial(3))*[0 -1 -(2^3) -(3^3) -(4^3) -(5^3)];
k=(1/factorial(4))*[0 1 (2^4) (3^4) (4^4) (5^4)];
l=(1/factorial(5))*[0 -1 -(2^5) -(3^5) -(4^5) -(5^5)];

m=[g;h;i;j;k;l];

% coefficients of f'' are made equal to 1
n=[0;0;1;0;0;0];
t = mn;
coefficients_of_second_derivative_with_4th_order_approx_skewed_left=rats(t)

% central scheme requires information from points, equally from both the sides
% To obtain a 4th order approximated second derivative, we need information from 5 equally distribured neighbouring points
a_1=[1 1 1 1 1];
b_1=[-2 -1 0 1 2];
c_1=(1/factorial(2))*[(2^2) (1) (0) (1) (2^2)];
d_1=(1/factorial(3))*[-(2^3) -(1) (0) (1) (2^3)];
e_1=(1/factorial(4))*[(2^4) (1) (0) (1) (2^4)];

f_1=[a_1;b_1;c_1;d_1;e_1];

% coefficients of f'' are made equal to 1
g_1=[0;0;1;0;0];
h_1 = f_1g_1;
coefficients_of_second_derivative_with_4th_order_approx_central=rats(h_1)

% sum of the coefficients should be zero. This is a way to check our answers
check_1=w(1)+w(2)+w(3)+w(4)+w(5)+w(6);
Checking_forward=rats(check_1)
check_2=t(1)+t(2)+t(3)+t(4)+t(5)+t(6);
Checking_backward=rats(check_2)
check_3=h_1(1)+h_1(2)+h_1(3)+h_1(4)+h_1(5);
Checking_central=rats(check_3)



2. Program which results a plot that compares the absolute error between the above mentioned schemes is given below

clear all
close all
clc

%f(x) = exp(x)*cos(x);
%f''(x) = -2*exp(x)*sin(x);
x = 50 ;
dx = linspace(10^-5,10^-1,100);

funtion = exp(x)*cos(x);
exact_second_derivative = -2*exp(x)*sin(x)

for i=1:length(dx)

a(i) = (exp(x-(5*dx(i)))*cos(x-(5*dx(i))));
b(i) = (exp(x-(4*dx(i)))*cos(x-(4*dx(i))));
c(i) = (exp(x-(3*dx(i)))*cos(x-(3*dx(i))));
d(i) = (exp(x-(2*dx(i)))*cos(x-(2*dx(i))));
e(i) = (exp(x-dx(i))*cos(x-dx(i)));
f(i) = exp(x)*cos(x);
g(i) = (exp(x+dx(i))*cos(x+dx(i)));
h(i) = (exp(x+(2*dx(i)))*cos(x+(2*dx(i))));
j(i) = (exp(x+(3*dx(i)))*cos(x+(3*dx(i))));
k(i) = (exp(x+(4*dx(i)))*cos(x+(4*dx(i))));
l(i) = (exp(x+(5*dx(i)))*cos(x+(5*dx(i))));

fourth_order_second_derivative_skewed_right(i) = (1/(12*(dx(i)^2)))*(45*(f(i))-154*(g(i))+214*(h(i))-156*(j(i))+61*(k(i))-10*(l(i)))
fourth_order_second_derivative_skewed_left(i) = (1/(12*(dx(i)^2)))*(45*(f(i))-154*(e(i))+214*(d(i))-156*(c(i))+61*(b(i))-10*(a(i)))
fourth_order_second_derivative_central(i) = (1/(12*(dx(i)^2)))*(-1*(d(i))+16*(e(i))-30*(f(i))+16*(g(i))-(h(i)))

fourth_order_skewed_right_error(i) = abs(fourth_order_second_derivative_skewed_right(i) - exact_second_derivative)
fourth_order_skewed_left_error(i) = abs(fourth_order_second_derivative_skewed_left(i) - exact_second_derivative)
fourth_order_central_error(i) = abs(fourth_order_second_derivative_central(i) - exact_second_derivative)

end

% Error comparison between the above three methods
figure(1)
loglog(dx,fourth_order_skewed_right_error)
hold on
loglog(dx,fourth_order_skewed_left_error,'r')
hold on
loglog(dx,fourth_order_central_error,'g')

h=legend('fourth order skewed right error','fourth order skewed left error','fourth order central error');
legend (h, "location", "northeastoutside");
xlabel('dx');
ylabel('Error');

Output Plot with comparatively less error when CD scheme is used

How do these errors compare with FDS and BDS approximations?

FDS and BDS acquires information from the current point and the right and left neighbouring points respectively. It results in 1st order approx for 1st order derivative, with two points information, where as central difference results in 2nd order approx for 1st order derivative, with two points information. With the same amount inofrmation being available, central scheme provides more accuracy due to the reduced truncation error.

These skewed schemes helps in gaining information from many available points, where as FDS and BDS expericiences this constrain, so that the skewed schemes can result in higher order approximation. Central difference schemes are far more better than skewed schemes, because due to the concept of symmetry, it gains from both the sides which increases its ability to find more accurate derivatives at a certain point.

Explanation for the shape of the curves obtained due to the effect of grid size, is shown below.

The absolute error curve of the skewed scheme and central scheme with many neighbouring points results in a U shaped curve (approximately), w.r.t mesh size(dx). This is due to the reason that, the influence of many neighbouring points and a very small value of dx, generates a large no.of arithmetic operations, which results in round-off error. Where as for the same range of dx values, the error curves obtained by FDS and BDS are not U shaped, due to less no.of arithmetic operations

Describe why a skewed scheme is useful? What can a skewed scheme do that a CD scheme cannot do?

skewed difference scheme works well whatever be the no.of points available on the grid. For example, if there is only node available at the left and 5 nodes at the right, and we are in need of 4th order approx for second derivative, then at that time only skewed schemes work out well. If we want to compute a single or higher order derivative at a corner node, then central scheme is no longer useful.

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