Parabolic equation
kz =�
v
�1� v2k2
x
�2P
ikz =�
�z
Substitute definition of a derivative and multiply by p
Monday, December 3, 12
Parabolic equation
�P
�z=
i�
v(z)
�1� v(z)2k2
x
�2P
kz =�
v
�1� v2k2
x
�2P
ikz =�
�z
Substitute definition of a derivative and multiply by p
Monday, December 3, 12
Parabolic equation
�P
�z=
i�
v(z)
�1� v(z)2k2
x
�2P
We can’t construct a finite difference
stencil of a square root
Monday, December 3, 12
Parabolic equation
�P
�z=
i�
v(z)
�1� v(z)2k2
x
�2P
�P
�z=
i�
v(z)
�1� v(z)2k2
x
2�2+
v(z)4k4x
8�4+ ...
�P
Replace with the power series for
square root
Monday, December 3, 12
Parabolic equation
�P
�z=
i�
v(z)
�1� v(z)2k2
x
�2P
�P
�z=
i�
v(z)
�1� v(z)2k2
x
2�2+
v(z)4k4x
8�4+ ...
�P
Truncate after the second term
Monday, December 3, 12
Parabolic equation
�P
�z=
i�
v(z)
�1� v(z)2k2
x
�2P
�P
�z=
i�
v(z)
�1� v(z)2k2
x
2�2+
v(z)4k4x
8�4+ ...
�P
�P
�z=
iw
v(x, z)P +
v(x, z)�iw2
�2P
�x2
Monday, December 3, 12
Parabolic equation
�P
�z=
i�
v(z)
�1� v(z)2k2
x
�2P
�P
�z=
i�
v(z)
�1� v(z)2k2
x
2�2+
v(z)4k4x
8�4+ ...
�P
�P
�z=
iw
v(x, z)P +
v(x, z)�iw2
�2P
�x2
Error in approximation increases with
propagation angle
Monday, December 3, 12
2-D Heat equationq -temperaturet - time - conductivityx,y space�
@T
@t
=
✓�
@
2
@x
2+ �
@
2
@y
2
◆T
Monday, December 3, 12
Splittingq -temperaturet - time - conductivityx,y space�
@T
@t
=
✓�
@
2
@x
2+ �
@
2
@y
2
◆T
@T
@t
= 2�@
2T
@x
2
@T
@t= 2�
@2T
@y2
Iterate {
}
Monday, December 3, 12
Parabolic equation@P
@z
=i!
v(x, z)P +
v(x, z)
�i!2
@
2P
@x
2
@P
@z
=i!
v(z)P + i!
✓1
v(x, z)� 1
v(z)
◆P +
v(x, z)
�i!2
@
2P
@x
2
Monday, December 3, 12
Parabolic equation@P
@z
=i!
v(x, z)P +
v(x, z)
�i!2
@
2P
@x
2
@P
@z
=i!
v(z)P + i!
✓1
v(x, z)� 1
v(z)
◆P +
v(x, z)
�i!2
@
2P
@x
2
Shift
Monday, December 3, 12
Parabolic equation@P
@z
=i!
v(x, z)P +
v(x, z)
�i!2
@
2P
@x
2
@P
@z
=i!
v(z)P + i!
✓1
v(x, z)� 1
v(z)
◆P +
v(x, z)
�i!2
@
2P
@x
2
Shift Thin lens
Monday, December 3, 12
Parabolic equation@P
@z
=i!
v(x, z)P +
v(x, z)
�i!2
@
2P
@x
2
@P
@z
=i!
v(z)P + i!
✓1
v(x, z)� 1
v(z)
◆P +
v(x, z)
�i!2
@
2P
@x
2
Shift Thin lens Diffraction
Monday, December 3, 12
Explicit vs implicitdq
dt= 2rq
q(t+�t)� q(t)
�t= 2rq
qt+1 � qt = 2r�tqt+1 + qt
2
Monday, December 3, 12
Explicit vs implicitdq
dt= 2rq
q(t+�t)� q(t)
�t= 2rq
0
1
2
3
qt+1 � qt = 2r�tqt+1 + qt
2
Monday, December 3, 12
Explicit vs implicitdq
dt= 2rq
q(t+�t)� q(t)
�t= 2rq
0
1
2
3
qt+1 � qt = 2r�tqt+1 + qt
2
Monday, December 3, 12
Explicit vs implicitdq
dt= 2rq
q(t+�t)� q(t)
�t= 2rq
0
1
2
3
qt+1 � qt = 2r�tqt+1 + qt
2
Monday, December 3, 12
Explicit vs implicitdq
dt= 2rq
q(t+�t)� q(t)
�t= 2rq
0
1
2
3
qt+1 � qt = 2r�tqt+1 + qt
2
(1� r�t)qt+1 + (1 + r�t)qt = 0
Monday, December 3, 12
1-D Heat equation: Difference approximation
q -temperaturet - time - conductivityx- space
⇥q
⇥t= �
⇥2q
⇥x2�
qt+1 � qt
�tqx+1 � 2qx + qx�1
�x2
Monday, December 3, 12
Calculate right sidex
⇥q
⇥t= �
⇥2q
⇥x2
1 1-2
Approximates derivative at location
t0
Monday, December 3, 12
x
t
t0
t1
⇥q
⇥t= �
⇥2q
⇥x2
qxt+1 � qx
t = ⇥qx+1t � 2qx
t + qx�1t
�x2
qxt+1 � qx
t � �(qx+1t � 2qx
t + qx�1t ) = 0
Rewriting equations
Monday, December 3, 12
Heat flowreal q(12),d(12)nx=12; a = 8.; write(6,'(/"a =",f5.2)') a; alpha = .5*ado ix= 1,6 { q(ix) = 0.} # Initial temperature stepdo ix= 7,12 { q(ix) = 1.}do it= 1,4 { write(6,'(20f6.2)') (q(ix),ix=1,nx) d(1) = 0.; d(nx) = 0. do ix= 2, nx-1 d(ix) = q(ix) + alpha*(q(ix-1)-2.*q(ix)+q(ix+1)) call rtris( nx, alpha, -alpha, (1.+2.*alpha), -alpha, alpha, d, q) }call exit(0); end
Monday, December 3, 12
Different versions of alpha
alpha = 0.33 0.00 0.00 0.00 0.00 0.00 0.00 1.00 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.00 0.33 0.67 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.11 0.33 0.67 0.89 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.04 0.15 0.37 0.63 0.85 0.96 1.00 1.00 1.00 0.00 0.00 0.01 0.06 0.19 0.38 0.62 0.81 0.94 0.99 1.00 1.00 0.00 0.00 0.02 0.09 0.21 0.40 0.60 0.79 0.91 0.98 1.00 1.00
alpha = 0.67 0.00 0.00 0.00 0.00 0.00 0.00 1.00 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.00 0.67 0.33 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.44 0.00 1.00 0.56 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.30 -0.15 0.96 0.04 1.15 0.70 1.00 1.00 1.00 0.00 0.00 0.20 -0.20 0.89 -0.39 1.39 0.11 1.20 0.80 1.00 1.00 0.13 0.13 -0.20 0.79 -0.69 1.65 -0.65 1.69 0.21 1.20 0.87 0.87
Monday, December 3, 12
Different versions of alpha
alpha = 0.33 0.00 0.00 0.00 0.00 0.00 0.00 1.00 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.00 0.33 0.67 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.11 0.33 0.67 0.89 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.04 0.15 0.37 0.63 0.85 0.96 1.00 1.00 1.00 0.00 0.00 0.01 0.06 0.19 0.38 0.62 0.81 0.94 0.99 1.00 1.00 0.00 0.00 0.02 0.09 0.21 0.40 0.60 0.79 0.91 0.98 1.00 1.00
alpha = 0.67 0.00 0.00 0.00 0.00 0.00 0.00 1.00 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.00 0.67 0.33 1.00 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.00 0.44 0.00 1.00 0.56 1.00 1.00 1.00 1.00 0.00 0.00 0.00 0.30 -0.15 0.96 0.04 1.15 0.70 1.00 1.00 1.00 0.00 0.00 0.20 -0.20 0.89 -0.39 1.39 0.11 1.20 0.80 1.00 1.00 0.13 0.13 -0.20 0.79 -0.69 1.65 -0.65 1.69 0.21 1.20 0.87 0.87
Solution is unstable for small sampling in x compared to sigma. Problems when heat travels
more than one grid cell per time step.
Monday, December 3, 12
Numerical differentiation
A Taylor series or LaGrange interpolation of points can be used to find the derivatives. The Taylor series
expansion is defined as:
Monday, December 3, 12
Numerical differentiation
Use the Taylor series expansion to represent three points about single location:
Monday, December 3, 12
Numerical differentiation
Assume that the data points are equally spaced and the equations can be written as:
Monday, December 3, 12
Numerical differentiation
Assume that the data points are equally spaced and the equations can be written as:
Monday, December 3, 12
Forward differentiation
For a forward first derivative, subtract eqn[2] from eqn[1]:
Monday, December 3, 12
Forward differentiation
For a forward first derivative, subtract eqn[2] from eqn[1]:
Monday, December 3, 12
Forward differentiation
For a forward first derivative, subtract eqn[2] from eqn[1]:
Rearrange the equation:
Monday, December 3, 12
Forward differentiation
For a forward first derivative, subtract eqn[2] from eqn[1]:
Rearrange the equation:
Monday, December 3, 12
Forward differentiation
For a forward first derivative, subtract eqn[2] from eqn[1]:
Rearrange the equation:
Monday, December 3, 12
Forward differentiation
As the Δx gets smaller the error will get smaller
The error is defined as:
Monday, December 3, 12
Forward differentiation
As the Δx gets smaller the error will get smaller
The error is defined as:
Monday, December 3, 12
Backward differentiationSubtract eqn[3] from eqn[2]:
The error is defined as:
Monday, December 3, 12
Backward differentiationSubtract eqn[3] from eqn[2]:
The error is defined as:
Monday, December 3, 12
Differential Error
Notice that the errors of the forward and backward 1st derivative of the equations have an error of the order of
O(Δx) and the central differentiation has an error of order O(Δx2). The central difference has an better
accuracy and lower error that the others. This can be improved by using more terms to model the first
derivative.
Monday, December 3, 12
Numerical If you want to improve the accuracy and
decrease the error you will need to eliminate terms :
Monday, December 3, 12
Numerical If you want to improve the accuracy and
decrease the error you will need to eliminate terms :
Monday, December 3, 12
Numerical If you want to improve the accuracy and
decrease the error you will need to eliminate terms :
=
0
Monday, December 3, 12
Numerical If you want to improve the accuracy and
decrease the error you will need to eliminate terms :
=
0
=
0
Monday, December 3, 12
Numerical If you want to improve the accuracy and
decrease the error you will need to eliminate terms :
=
0
=
00
Monday, December 3, 12
Higher Order Errors in The terms become :
The terms become A=-3, B= 4 and C=-1
Monday, December 3, 12
Higher Order Errors in The terms become :
The terms become A=-3, B= 4 and C=-1
Monday, December 3, 12
Higher order 1st derivative
i-2 i-1 i i+1 i+2
Parabolic curve
Forward difference
Monday, December 3, 12
Higher order 1st derivative
i-2 i-1 i i+1 i+2
Parabolic curve
Forward difference
Monday, December 3, 12
Higher order 1st derivative
i-2 i-1 i i+1 i+2
Parabolic curve
Backward difference
Forward difference
Monday, December 3, 12
Higher Order Derivatives
To find higher derivatives, use the Taylor series expansions of term and eliminate the terms from the
sum of equations. To improve the error in the problem add additional terms.
Monday, December 3, 12
2nd Derivative of the It will require three terms to get a central 2nd derivative of
discrete set of data.
Monday, December 3, 12
2nd Derivative of the It will require three terms to get a central 2nd derivative of
discrete set of data.
Monday, December 3, 12
2nd Derivative of the It will require three terms to get a central 2nd derivative of
discrete set of data.
=
0
Monday, December 3, 12
2nd Derivative of the It will require three terms to get a central 2nd derivative of
discrete set of data.
=
0
=
0
Monday, December 3, 12
2nd Derivative of the It will require three terms to get a central 2nd derivative of
discrete set of data.
=
0
=
0
=
#
Monday, December 3, 12
2nd order Central The terms become :
The terms become A=1,B=-2 and C=1. Therefore
Monday, December 3, 12
2nd order Central The terms become :
The terms become A=1,B=-2 and C=1. Therefore
Monday, December 3, 12
Effect of stencil size
0
0.25
0.5
0.75
1
2 4 6 8 10 12 14 16 18 20
Volu
me
size
Oder of the approximation
Domain size
Monday, December 3, 12
Where to take the space derivative?
qx,t+1 � qx,t = �(qx+1,t � 2qx,t + qx�1,t)
Known
Unknown
x
t0t1t2
Monday, December 3, 12
Where to take the space derivative?
qx,t+1 � qx,t = �(qx+1,t � 2qx,t + qx�1,t)
Known
Unknown
x
t0t1t2
Center x derivative
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
dataMonday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
a =�
2
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
a =�
2
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
1 + 2a
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 � qx,t =�
2(qx+1,t � 2qx,t + qx�1,t + qx+1,t+1 � 2qx,t+1 + qx�1,t+1)
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
�a1 + 2a
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
�a1 + 2a
�a �a1 + 2a
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
�a1 + 2a
�a �a1 + 2a
�a 1 + 2a �a
Monday, December 3, 12
Where to take the space derivative?
x
t0t1t2
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
�a1 + 2a
�a �a1 + 2a
�a 1 + 2a �a
�a 1 + 2a �a
Monday, December 3, 12
Boundary condition
x
t0t1t2
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
�a1 + 2a
�a �a1 + 2a
�a 1 + 2a �a
�a 1 + 2a �a
?�a
�a?
Monday, December 3, 12
Boundary condition
x
t0t1t2
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
�a1 + 2a
�a �a1 + 2a
�a 1 + 2a �a
�a 1 + 2a �a
�a
�a
Monday, December 3, 12
Boundary condition
x
t0t1t2
qx,t+1 ��
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
�a
a =�
2
�a1 + 2a
�a �a1 + 2a
�a 1 + 2a �a
�a 1 + 2a �a
�a
�aeleft
eright
Monday, December 3, 12
Boundary conditionqx,t+1 �
�
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
Monday, December 3, 12
Boundary conditionqx,t+1 �
�
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
Rewrite in a general form
dj = + +qjaj bjqj+1 cj qj�1
Monday, December 3, 12
Boundary conditionqx,t+1 �
�
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
Write a general relation between
any two qj
dj = + +qj
qj�1= ej�1 fj�1+
aj bjqj+1 cj qj�1
qj
Monday, December 3, 12
Boundary conditionqx,t+1 �
�
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
Write a general relation between
any two qj
dj = + +qj
= ejqj+1 + fjqj�1= ej�1 fj�1+
aj bjqj+1 cj qj�1
qjqj
Monday, December 3, 12
Boundary conditionqx,t+1 �
�
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
+ +qj
= ejqj+1 + fj
ej�1 fj�1+aj bjqj+1 cj
qj
qj( )
Substitute into our definition of dj
dj =
Monday, December 3, 12
Boundary conditionqx,t+1 �
�
2(qx+1,t+1 � 2qx,t+1 + qx�1,t+1) =
�
2(qx+1,t � 2qx,t + qx�1,t) + qx,t
+qj
= ej qj+1+ fj
ej�1
fj�1ajbj
qj+1cj
qj
Rearrange
dj=
bjcj ej�1
cj��
Monday, December 3, 12
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dPdz
=iω
v(x,z)P +
v−iω2
δ 2Pδx 2
Solve in two stages by splitting:
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1: dPdz
=v
−iω2δ 2Pδx 2
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2 : dPdz
=iωvP
Monday, December 3, 12
Diffrac'on solu'on
• Use the Crank-‐Nicolson method…
€
1: dPdz
=v
−iω2δ 2Pδx 2
€
pz+1x − pz
x
Δz=
v−iω2
pzx+1 − 2pz
x + pzx−1
2Δx 2+pz+1x+1 − 2pz+1
x + pz+1x−1
2Δx 2⎛
⎝ ⎜
⎞
⎠ ⎟
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Set α =vΔz
−iω4Δx 2
€
pz+1x − pz
x = α pzx+1 − 2pz
x + pzx−1 + pz+1
x+1 − 2pz+1x + pz+1
x−1( )
Monday, December 3, 12
Diffrac'on solu'on
• Same form as heat equa'on–Can solve with tridiagonal solver!€
−αpz+1x+1 + (1+ 2α)pz+1
x −αpz+1x−1 = αpz
x+1 + (1− 2α)pzx +αpz
x−1
Monday, December 3, 12
Time shiA solu'on
• Easily solved analy'cally:
€
2 : dPdz
=iωvP
€
P(z + Δz) = P(z)eiΔzωv
Monday, December 3, 12
Things to do
• 9.5–Note phases moving up (Circle vs Parabola)–Pulse coming back from the edges–Smoothing in space would solve prob lem
• 9.6/9.7–Note the difference in boundary condi'ons–Talk about why (how off is the boundary)
• 9.8–Velocity gradient–Not decaying in amplitude and increasing amp diagonal59
Monday, December 3, 12
• Migra'on program–Talk about how similar to downward con'nua'on
• 9.9–Not the smearing/inaccuracies
• Argument throwing away is we only want solu'on• Go through Muir
60
Monday, December 3, 12