differential_equation_chebychev.m

Solving a linear differential equation with Chebychev differentiation matrix

Solving a linear differential equation with Chebychev differentiation matrix

This code is built upon diffmat.m and differential_equation.m where the differentiation matrices are built. Here we solve a linear non-homogeneous differential equation in 1D with non-homogeneous boundary conditions with the finite differences way and with the function based on Chebychev.

We show here how to use the differentiation matrix to code the differential equation as a linear system and impose Dirichlet and Neuman boundaryconditions.

    clear all; clf

    % parameters
    L=2*pi; % domain length
    N=25; % number of points

    % the grid
    y=linspace(0,L,N)';
    h=y(2)-y(1); % the grid size 
    
    %% first derivative
    D=zeros(N,N);
    D(1,1:3)=[-3/2, 2, -1/2]/h;
    for ind=2:N-1
        D(ind,ind-1:ind+1)=[-1/2, 0, 1/2]/h;
    end
    D(end,end-2:end)=[1/2, -2, 3/2]/h;

    % second derivative
    DD=zeros(N,N);
    DD(1,1:3)=[1, -2, 1]/h^2;
    for ind=2:N-1
        DD(ind,ind-1:ind+1)=[1, -2, 1]/h^2;
    end
    DD(end,end-2:end)=[1, -2, 1]/h^2;

In this part, we use the chebdif() function (that we can find here chebdif.m) to calculate the first and seconde derivative of the function.

    %% differentiation matrices
    scale=-2/L;
    [x,DM] = chebdif(N,2); 
    dx=DM(:,:,1)*scale;    
    dxx=DM(:,:,2)*scale^2;    
    x=(x-1)/scale; 
    Z=zeros(N,N); I=eye(N);

    %% I build the linear differential equation
    A=dxx;
    B=DD;
    
    %% boundary conditions
    A([1,N],:)=[I(1,:); dx(N,:)]; 
    B([1,N],:)=[I(1,:); D(N,:)];
    b=1+zeros(N,1); b([1,N])=[0,1];

    %% solve the system
    f=A\b;
    g=B\b;

    %% plotting the Chebychev differentiation way
    subplot(1,2,1)
    plot(x,f,'b.-',x,x.^2/2+(1-L)*x,'r-');    
    xlabel('x');ylabel('f');
    legend('numerical','theory')
    xlim([0,L]); grid on
    title('Chebychev');
    
    %% plotting the finite differentiation way
    subplot(1,2,2)
    plot(y,g,'g.-',y,y.^2/2+(1-L)*y,'r-');
    xlabel('x');ylabel('f');
    legend('numerical','theory')
    xlim([0,L]); grid on
    title('Finite Differences');

    set(gcf,'paperpositionmode','auto')
    print('-dpng','-r75','differential_equation_cheb.png')

The results %}