Page 169 - Basic Structured Grid Generation
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158  Basic Structured Grid Generation

                        giving finally
                                                  2
                                                 d x    1 dϕ    dx    2
                                                    −                = 0.                  (6.15)
                                                 dξ 2  ϕ(x) dx  dξ
                          This is the same equation as (5.92), so the transformation x = x(ξ) which gives a
                        grid according to the weight function ϕ(x) makes I stationary (although minimizing
                        properties are now not so easy to prove).

                        Exercise 1. As an alternative derivation of the Euler-Lagrange equation, use the fact
                        that the integrand in eqn (6.14) is independent of ξ to show directly from eqn (6.4) that
                                                              2

                                                     1    dx

                                                                = const.
                                                       2
                                                  [ϕ(x)]  dξ
                        (differentiation of this equation yielding eqn (6.15)), and hence dx/dξ is proportional
                        to ϕ(x).
                          Returning to eqn (6.13), the variational approach suggests a way of discretizing the
                        problem. Taking x 0 = a and x m = b as given end points and x 1 ,x 2 ,...,x m−1 as the
                        unknown interior points of the grid, a representation of the integral I, with a uniform
                        division of the range of integration into points ξ i = i/m, i = 0, 1, 2,. ..,m,is

                                                   m                   2
                                              I        1     x i − x i−1   ξ,              (6.16)
                                                     2ϕ  1      ξ
                                                  i=1  i− 2
                        where ϕ(ξ) is evaluated at mid-points of the sub-intervals; ϕ  1 = ϕ(ξ i − 1/2m).
                                                                           i−  2
                          Hence we have a problem of ordinary calculus in which, instead of minimizing a
                        functional, we want to minimize the function (since  ξ is a constant)
                                                   m           2
                                                     (x i − x i−1 )

                              f(x 1 ,x 2 ,...,x m−1 ) =
                                                        2ϕ  1
                                                  i=1     i−  2
                                                  (x 1 − x 0 ) 2  (x 2 − x 1 ) 2  (x m − x m−1 ) 2
                                                =          +           +· · · +           . (6.17)
                                                     2ϕ 1       2ϕ 3             2ϕ   1
                                                       2           2               m− 2
                          Equating the partial derivatives ∂f/∂x j to zero gives the (m − 1) equations
                                    (x j − x j−1 )  (x j+1 − x j )
                                               −            = 0,  j = 1, 2,... ,(m − 1).   (6.18)
                                       ϕ  1         ϕ  1
                                        j−           j+
                                          2            2
                          This is a system of (m−1) linear equations for (m−1) unknowns x 1 ,x 2 ,...,x m−1 ,
                        which we encountered in Chapter 5 at eqn (5.97). An equivalent system is clearly

                                       (x 1 − x 0 )  (x 2 − x 1 )  (x m − x m−1 )

                                               =          =· · · =           = K ,         (6.19)
                                         ϕ 1        ϕ 3              ϕ m−  1
                                           2          2                 2

                        for some constant K . These equations are consistent with the condition (5.81) that the
                        distance between grid points is proportional to the value of the weight function at the
                        mid-point of the corresponding ξ-interval.
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