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To

The Publisher

Dear Sir/Madam

Subject: Publishing a book – Numerical methods for higher order PDEs (Partial Differential Equations)

I wish to publish a book based on my applied research on numerical methods. My targeted audience could be
numerical analysts, applied mathematicians, chemists, physicists, engineers etc. The anticipated length of the
book is 300 pages.

Partial Differential Equations (PDEs) are one of the most widely used forms of mathematics in science &
engineering. However, practical applications preclude the use of analytical (mathematics) solutions because of
the number & complexity (non-linearity) of the PDEs. Therefore, computer based numerical methods are
required.

The book presents an introduction to the finite difference (FD) numerical integration (solution) of PDEs and a
methodology for deriving FD approximation up to 20th order.

The use of PDE example applications illustrates the use of the derived FD approximations. Important
applications are presented to demonstrate the use of the FD methodology.

The coding (programming) is in MathCad &/or MATLAB, two quality scientific computing systems. The
MathCad & MATLAB routines are thoroughly documented (commented) and are available as a downloadable so
the reader can confirm the solutions reported in the book, then extend the applications and develop new
applications using the reported methodology.

Please refer table of contents (TOC), & PREFACE. The manuscript is almost ready. Please evaluate and respond
to the request.

Thanks and awaiting your response,

N.T.Dadlani

nanak.dadlani@gmail.com
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Table of Contents

1. Preface
2. Introduction
3. Weight coefficients for one-sided approximation, table-3, B.Fornberg, 1988… 55 MathCAD files (about 300
Pages)
4. Weight coefficients for center-approximation, table-1, B.Fornberg, 1988 … 30 MathCAD files (about 200
pages)
5. Results from MATLAB Software (about 20 pages) … 19 tables only
6. Applied research report to predict weight coefficients based on initial four-derivations done with first
principles (only summary)
7. Application of weight coefficients in PDEs (a few examples) ….. under progress
8. Bibliography
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1. PREFACE
Normally, mathematicians, engineers, scientists get stuck up beyond 4th order of numerical differentiation due
to tedious process of derivations with first principles. I have employed finite difference (FD) method to obtain
weight coefficients up to 10th or higher order derivative. I have also derived coefficients for 20th order.

The numerical methods for higher order PDEs require coefficients of each derivative. Normally, coefficients of
“lower order derivatives” with “lower order of accuracy” are available.

I was reviewing the literature on numerical methods for higher order PDEs. I found that most of the papers &
books cited examples of 1st to 3th order of PDEs. A few papers in recent years covered a few examples from 4th to
6th order of PDEs. Moreover, weight coefficients declared in classic papers of W.G.Bickley (1941) & B.Fornberg
(1988,1992,1998) are limited up to 6th order of spatial derivative.

Also, I could not find the derivations of weight coefficients for various order of accuracy. Therefore, the need
was felt that unless weight coefficients are derived with first principles for different order of accuracy, neither
higher order spatial derivatives can be solved nor PDEs can be solved numerically.

Finally, I employed my resources & also found an eminent guide & domain expert to address the concern. At the
outset I express my gratitude to Dr. W.E.Schiesser who navigated me in the right direction and helped me to get
results in short time. I did calculations for 55+30 files with MathCAD-14 (2004), &/OR employed MATLAB 7.01
(2004) to obtain results from MATLAB software (19 files).

My approach is to apply finite difference (FD) methodology:

• to obtain coefficients beyond 4th order derivative (say up to 10th derivative).

• to list out & implement the steps of derivation with first principles
• to expand the “order of accuracy” (say up to 10th order), &
• to tabulate results have also been tabulated.

I refer to the two classic papers of W.G.Bickley (1941), and B.Fornberg (1988). I take the results as benchmark
for validation of my results. The declared values are in

• table-1 for “centered-approximation”, as cited in B. Fornberg’s paper (1988) and in W.G.Bickley’s paper
(1941)
• table-3 for “one-sided approximation” as cited in B. Fornberg’s paper (1988)

Derivations have been done up to 10th order of spatial derivative. At present, examples of Cartesian
coordinates have been included. The “order of accuracy” has been expanded so that either results are perfectly
in sync or deviations are within acceptable results.

I have also done applied research to predict weight coefficients based on initial 4-derivations with first
principles. It would avoid repeated and tedious calculations. Summary of this report has also been included.
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The book will be useful to understand how the results have been achieved & further expanded. Results have
also been tabulated.

The targeted audience are researchers, designers, mathematicians, graduate students, engineers, scientists,
national libraries, college laboratories & libraries etc. MATHCAD files can be uploaded by publisher or can be
obtained from author.
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2. INTRODUCTION
After completing my applied research (in 2016) on “developing integration modules (coefficients) up to ten or
higher dimensions of definite integral”, I felt the need for undertaking a similar project for numerical
differentiation up to 10th or higher order and apply the coefficients for solution of partial differential
equations (PODEs). The applications of PDEs can be found in science, engineering, medicine etc. The research
questions arise:

• Can we develop differentiation molecules up to 10th or higher order of spatial derivatives?

• Can we explore application of differentiation molecules in partial differential equations of higher
orders?

The scope of research was to derive and/or predict coefficients up to 10th or higher order of derivatives. It was
sufficient to derive initial four-derivations (m=1 to 4 i.e. first to fourth derivative) with first principles and then
predict coefficients for 5th and higher order derivatives. Here, weight coefficients or simply called as coefficients
of each derivative have been derived from first to tenth order derivative. Two approaches have been
employed, and calculated results are in perfectly sync as mentioned in B. Fornberg’s classic paper (1988), table-1
listing weights for center-approximation and table-3 listing weights for one sided approximation. About 55+30
files have been included in the book. I have coded B. Fornberg’s algorithm in MATLAB and the results are
declared in tabular form.

The key steps of the derivation procedure are being listed below:

• MATRIX method has been adopted

• Decide fi = f(x), fi+1 = f(x+h), fi+2 = f(x+2h), ….., fi+9 = f(x+9h) …for one sided approximation OR fi-5 = f(x-
5h), fi-4 = f(x-4h), fi-3 = f(x-3h), ….., fi = f(x), fi+1 = f(x+h), …, fi+4 = f(x+4h), fi+5 = f(x+5h) for center-
approximation
• Expand function with Taylor series (assemble coefficients in a φ-determinant)
• Apply mathematical check on coefficients (α α1+αα2+…..,α α11=0)
• Decide derivative column-vector (D) based on order of spatial derivative as well as order of accuracy.
Decide weight coefficient column-vector (α α), which includes α1,α2,….,α10,α11
• Apply Gauss elimination method to calculate weight coefficients:
o Obtain φ1,φ2,….,φ10, φ11.
o Obtain α1 = abs(φ1)/abs(φ), α2=abs(φ2)/abs(φ),….., α11=abs(φ11)/abs(φ)
For m=1,2,3,….,9,10. Here m=10, the 10th numerical derivative would be:
f10.h10 =α1.fi + α2.fi +1 +……+ α10.fi+8 + α11.fi+9 OR
f10 =(α1.fi + α2.fi +1 +……+ α10.fi+8 + α11.fi+9)/ h10 …. With one-sided approx
OR
f10.h10 =α1.fi-5 + α2.fi-4 +……+ α6.fi + α7.fi+1 + ….+ α10.fi+4 + α11.fi+5 OR
f10 =(α1.fi-5 + α2.fi-4 +……+ α6.fi + α7.fi+1 + ….+ α10.fi+4 + α11.fi+5)/h10 ….. with center approx.
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Where,
f10 … tenth derivative (numerical derivative)
10
h10 … (step size) for tenth derivative
α ... α1,α2,…, α10,α11 ….weight coefficients column-vector
fi, fi+1, fi+2,…., fi+8, fi+9 … functions
D1,D2,….,D9,D10 … derivative column-vector
• Now, substitute desired numerical derivatives, functions etc in given PDE for numerical solution

I have covered following calculations:

I – Weights for One-sided approximation, table-3, B.Fornberg, 1988

fornberg_m01_2pts_11pts_table3.xmcd … m=1, N=2,3,4,5,6,7,8,9,10,11 … D1

fornberg_m02_3pts_11pts_table3.xmcd … m=2, N=3,4,5,6,7,8,9,10,11 … D2

fornberg_m03_4pts_11pts_table3.xmcd … m=3, N= 4,5,6,7,8,9,10,11 … D3

fornberg_m04_5pts_11pts_table3.xmcd … m=4, N=5,6,7,8,9,10,11 … D4

fornberg_m05_6pts_11pts-table3.xmcd … m=5, N=6,7,8,9,10,11 … D5

fornberg_m06_7pts_11pts_table3.xmcd … m=6, N=7,8,9,10,11 … D6

fornberg_m07_8pts_11pts_table3.xmcd … m=7, N=8,9,10,11 … D7

fornberg_m08_9pts_11pts_table3.xmcd … m=8, N=9,10,11 … D8

fornberg_m09_10pts_11pts_table3.xmcd … m=9, N=10,11 … D9

fornberg_m010_11pts_11pts_table3.xmcd … m=10, N=11 … D10

… total = 55 files
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TABLE-1: Refer B.Fornberg’s paper (1988), table-3 ….. CHECKED …OK

Points 2 3 4 5 6 7 8 9 10 11 Derivative
vector
m
1 O1 O2 O3 O4 O5 O6 O7 O8 O9 O10 D1
2 - O1 O2 O3 O4 O5 O6 O7 O8 O9 D2
3 - - O1 O2 O3 O4 O5 O6 O7 O8 D3
4 - - - O1 O2 O3 O4 O5 O6 O7 D4
5 - - - - O1 O2 O3 O4 O5 O6 D5
6 - - - - - O1 O2 O3 O4 O5 D6
7 - - - - - - O1 O2 O3 O4 D7
8 - - - - - - - O1 O2 O3 D8
9 - - - - - - - - O1 O2 D9
10 - - - - - - - - - O1 D10
Order of 1 1-2 1-3 1-4 1-5 1-6 1-7 1-8 1-9 1-10 -
accuracy
–
Vertically

Wt10m2ptanble3.m … m=0-1, O=1 (O1)

Wt10m3ptanble3.m … m=0-2, O=1-2 (O1,O2)

Wt10m4ptanble3.m … m=0-3, O=1-3 (O1,O2,O3)

Wt10m5ptanble3.m … m=0-4, O=1-4 (O1,O2,…,O4)

Wt10m6ptanble3.m … m=0-5, O=1-5 (O1,O2,…,O5)

Wt10m7ptanble3.m … m=0-6, O=1-6 (O1,O2,…,O6)

Wt10m8ptanble3.m … m=0-7, O=1-7 (O1,O2,…,O7)

Wt10m9ptanble3.m … m=0-8, O=1-8 (O1,O2,…,O8)

Wt10m10ptanble3.m … m=0-9, O=1-9 (O1,O2,…,O9)

Wt10m2ptanble3.m … m=0-10, O=1-10 (O1,O2,…,O10)

II (a) – Weights for center- approximation, table-1, B.Fornberg, 1988

fornberg_m01to02_3pts_table1.xmcd … m=1 to 2, N=3 … 2 files

fornberg_m01to04_5pts_table1.xmcd … m=1 to 4, N=5 … 4 files

fornberg_m01to06_7pts_table1.xmcd … m=1 to 6, N= 7 …. 6 files

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fornberg_m01to08_9pts_table1.xmcd … m=1 to 8, N=9 …. 8 files

fornberg_m01to10_11pts-table3.xmcd … m=1 to 10, N=11 …. 10 files

… total = 30 files

TABLE-2 (a): {refer B.Fornberg, table-1, centered-approx., 1988}

Points 2 3 4 5 6 7 8 9 10 11 Derivative
vector
M
1 O2 O4 O6 O8 O10 D1
2 O2 O4 O6 O8 O10 D2
3 O2 O4 O6 O8 D3
4 O2 O4 O6 O8 D4
5 O2 O4 O6 D5
6 O2 O4 O6 D6
7 O2 O4 D7
8 O2 O4 D8
9 O2 D9
10 O2 D10
Order of 1 2 3 2,4 5 2,4,6 7 2,4,6,8 9 2,4,6,8,10 -
accuracy-
Vertically

II (b) - As per W.G.Bickley (1941), following “order of accuracy” is declared

TABLE-2(b):

Points 2 3 4 5 6 7 8 9 10 11 Derivative
vector
m
1 - O2 - O4 - O6 - O8 - O10 D1
2 - O2 - O4 - O6 - O8 - O10 D2
3 - - - O4 - O6 - O8 - O10 D3
4 - - - O4 - O6 - O8 - O10 D4
5 - - - - - O6 - O8 - - D5
6 - - - - - O6 - O8 - - D6
7 - - - - - - - - - - D7
8 - - - - - - - - - - D8
9 - - - - - - - - - - D9
10 - - - - - - - - - - D10
Order of 1 2 3 4 5 6 7 8 9 10
accuracy