Computing H1 norm numerically
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I'm solving a PDE numerically using FDM and Spectral Methods.
I understand how to compute the $L_{2}$, but I dont understand how to compute the $H_{1}$ norm.
What does the $u'$ mean in the below definition?
$E_{H^1}=||u_{h}-u_{true}||=Error_{L^2} +Big(sumlimits_{i=1}^nint_{x_{i-1}}^{x}big({u'_{h}-u'_{true}}big)^2Big)^{1/2}$
numerical-methods norm
$endgroup$
add a comment |
$begingroup$
I'm solving a PDE numerically using FDM and Spectral Methods.
I understand how to compute the $L_{2}$, but I dont understand how to compute the $H_{1}$ norm.
What does the $u'$ mean in the below definition?
$E_{H^1}=||u_{h}-u_{true}||=Error_{L^2} +Big(sumlimits_{i=1}^nint_{x_{i-1}}^{x}big({u'_{h}-u'_{true}}big)^2Big)^{1/2}$
numerical-methods norm
$endgroup$
$begingroup$
$u'$ is the (spatial) derivative of $u$. This comes directly from the definition of the Sobolev $H^1$ norm: en.wikipedia.org/wiki/…
$endgroup$
– Erick Wong
Feb 21 '14 at 3:40
$begingroup$
haha...oops how would you actually compute that in matlab?
$endgroup$
– Rambi
Feb 21 '14 at 4:05
add a comment |
$begingroup$
I'm solving a PDE numerically using FDM and Spectral Methods.
I understand how to compute the $L_{2}$, but I dont understand how to compute the $H_{1}$ norm.
What does the $u'$ mean in the below definition?
$E_{H^1}=||u_{h}-u_{true}||=Error_{L^2} +Big(sumlimits_{i=1}^nint_{x_{i-1}}^{x}big({u'_{h}-u'_{true}}big)^2Big)^{1/2}$
numerical-methods norm
$endgroup$
I'm solving a PDE numerically using FDM and Spectral Methods.
I understand how to compute the $L_{2}$, but I dont understand how to compute the $H_{1}$ norm.
What does the $u'$ mean in the below definition?
$E_{H^1}=||u_{h}-u_{true}||=Error_{L^2} +Big(sumlimits_{i=1}^nint_{x_{i-1}}^{x}big({u'_{h}-u'_{true}}big)^2Big)^{1/2}$
numerical-methods norm
numerical-methods norm
asked Feb 21 '14 at 3:24
RambiRambi
185
185
$begingroup$
$u'$ is the (spatial) derivative of $u$. This comes directly from the definition of the Sobolev $H^1$ norm: en.wikipedia.org/wiki/…
$endgroup$
– Erick Wong
Feb 21 '14 at 3:40
$begingroup$
haha...oops how would you actually compute that in matlab?
$endgroup$
– Rambi
Feb 21 '14 at 4:05
add a comment |
$begingroup$
$u'$ is the (spatial) derivative of $u$. This comes directly from the definition of the Sobolev $H^1$ norm: en.wikipedia.org/wiki/…
$endgroup$
– Erick Wong
Feb 21 '14 at 3:40
$begingroup$
haha...oops how would you actually compute that in matlab?
$endgroup$
– Rambi
Feb 21 '14 at 4:05
$begingroup$
$u'$ is the (spatial) derivative of $u$. This comes directly from the definition of the Sobolev $H^1$ norm: en.wikipedia.org/wiki/…
$endgroup$
– Erick Wong
Feb 21 '14 at 3:40
$begingroup$
$u'$ is the (spatial) derivative of $u$. This comes directly from the definition of the Sobolev $H^1$ norm: en.wikipedia.org/wiki/…
$endgroup$
– Erick Wong
Feb 21 '14 at 3:40
$begingroup$
haha...oops how would you actually compute that in matlab?
$endgroup$
– Rambi
Feb 21 '14 at 4:05
$begingroup$
haha...oops how would you actually compute that in matlab?
$endgroup$
– Rambi
Feb 21 '14 at 4:05
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
The finite difference method computes a point-wise approximation of $u_{mathrm{true}}$. You have to do a sort of post-processing of the FDM approximation $u_h$ for which you can compute/approximate its derivative. E.g., in 1D, it is reasonable to reconstruct a $tilde{u}_h$ which is linear on each interval such that $tilde{u}_h(x_i)=u_h(x_i)$ in the point $x_i$ of the discretisation. Such a function you can already differentiate.
For computing the error, I would suggest you to compute the integrals $int_{x_{i-1}}^{x_i}(tilde{u}_h'(x)-u_{mathrm{true}}(x)')^2mathrm{d}x$ on a reasonable discretisation of each interval $[x_{i-1},x_i]$ in order to diminish the quadrature error due to the nonlinearity of $u_{mathrm{true}}$. Of course the same is true also for the $L_2$-norm.
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$begingroup$
sounds good! Could you apply the same approach to finding $H_{1}$ numerically for a spectral method with a periodic domain?
$endgroup$
– Rambi
Feb 21 '14 at 14:34
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I'm not very familiar with the spectral method, but I guess that yes except that in that case you don't need to do any post-processing since the solution is already expressed in terms of the spectral basis (if I'm not wrong).
$endgroup$
– Algebraic Pavel
Feb 21 '14 at 14:43
add a comment |
Your Answer
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
The finite difference method computes a point-wise approximation of $u_{mathrm{true}}$. You have to do a sort of post-processing of the FDM approximation $u_h$ for which you can compute/approximate its derivative. E.g., in 1D, it is reasonable to reconstruct a $tilde{u}_h$ which is linear on each interval such that $tilde{u}_h(x_i)=u_h(x_i)$ in the point $x_i$ of the discretisation. Such a function you can already differentiate.
For computing the error, I would suggest you to compute the integrals $int_{x_{i-1}}^{x_i}(tilde{u}_h'(x)-u_{mathrm{true}}(x)')^2mathrm{d}x$ on a reasonable discretisation of each interval $[x_{i-1},x_i]$ in order to diminish the quadrature error due to the nonlinearity of $u_{mathrm{true}}$. Of course the same is true also for the $L_2$-norm.
$endgroup$
$begingroup$
sounds good! Could you apply the same approach to finding $H_{1}$ numerically for a spectral method with a periodic domain?
$endgroup$
– Rambi
Feb 21 '14 at 14:34
$begingroup$
I'm not very familiar with the spectral method, but I guess that yes except that in that case you don't need to do any post-processing since the solution is already expressed in terms of the spectral basis (if I'm not wrong).
$endgroup$
– Algebraic Pavel
Feb 21 '14 at 14:43
add a comment |
$begingroup$
The finite difference method computes a point-wise approximation of $u_{mathrm{true}}$. You have to do a sort of post-processing of the FDM approximation $u_h$ for which you can compute/approximate its derivative. E.g., in 1D, it is reasonable to reconstruct a $tilde{u}_h$ which is linear on each interval such that $tilde{u}_h(x_i)=u_h(x_i)$ in the point $x_i$ of the discretisation. Such a function you can already differentiate.
For computing the error, I would suggest you to compute the integrals $int_{x_{i-1}}^{x_i}(tilde{u}_h'(x)-u_{mathrm{true}}(x)')^2mathrm{d}x$ on a reasonable discretisation of each interval $[x_{i-1},x_i]$ in order to diminish the quadrature error due to the nonlinearity of $u_{mathrm{true}}$. Of course the same is true also for the $L_2$-norm.
$endgroup$
$begingroup$
sounds good! Could you apply the same approach to finding $H_{1}$ numerically for a spectral method with a periodic domain?
$endgroup$
– Rambi
Feb 21 '14 at 14:34
$begingroup$
I'm not very familiar with the spectral method, but I guess that yes except that in that case you don't need to do any post-processing since the solution is already expressed in terms of the spectral basis (if I'm not wrong).
$endgroup$
– Algebraic Pavel
Feb 21 '14 at 14:43
add a comment |
$begingroup$
The finite difference method computes a point-wise approximation of $u_{mathrm{true}}$. You have to do a sort of post-processing of the FDM approximation $u_h$ for which you can compute/approximate its derivative. E.g., in 1D, it is reasonable to reconstruct a $tilde{u}_h$ which is linear on each interval such that $tilde{u}_h(x_i)=u_h(x_i)$ in the point $x_i$ of the discretisation. Such a function you can already differentiate.
For computing the error, I would suggest you to compute the integrals $int_{x_{i-1}}^{x_i}(tilde{u}_h'(x)-u_{mathrm{true}}(x)')^2mathrm{d}x$ on a reasonable discretisation of each interval $[x_{i-1},x_i]$ in order to diminish the quadrature error due to the nonlinearity of $u_{mathrm{true}}$. Of course the same is true also for the $L_2$-norm.
$endgroup$
The finite difference method computes a point-wise approximation of $u_{mathrm{true}}$. You have to do a sort of post-processing of the FDM approximation $u_h$ for which you can compute/approximate its derivative. E.g., in 1D, it is reasonable to reconstruct a $tilde{u}_h$ which is linear on each interval such that $tilde{u}_h(x_i)=u_h(x_i)$ in the point $x_i$ of the discretisation. Such a function you can already differentiate.
For computing the error, I would suggest you to compute the integrals $int_{x_{i-1}}^{x_i}(tilde{u}_h'(x)-u_{mathrm{true}}(x)')^2mathrm{d}x$ on a reasonable discretisation of each interval $[x_{i-1},x_i]$ in order to diminish the quadrature error due to the nonlinearity of $u_{mathrm{true}}$. Of course the same is true also for the $L_2$-norm.
answered Feb 21 '14 at 13:07
Algebraic PavelAlgebraic Pavel
16.3k31840
16.3k31840
$begingroup$
sounds good! Could you apply the same approach to finding $H_{1}$ numerically for a spectral method with a periodic domain?
$endgroup$
– Rambi
Feb 21 '14 at 14:34
$begingroup$
I'm not very familiar with the spectral method, but I guess that yes except that in that case you don't need to do any post-processing since the solution is already expressed in terms of the spectral basis (if I'm not wrong).
$endgroup$
– Algebraic Pavel
Feb 21 '14 at 14:43
add a comment |
$begingroup$
sounds good! Could you apply the same approach to finding $H_{1}$ numerically for a spectral method with a periodic domain?
$endgroup$
– Rambi
Feb 21 '14 at 14:34
$begingroup$
I'm not very familiar with the spectral method, but I guess that yes except that in that case you don't need to do any post-processing since the solution is already expressed in terms of the spectral basis (if I'm not wrong).
$endgroup$
– Algebraic Pavel
Feb 21 '14 at 14:43
$begingroup$
sounds good! Could you apply the same approach to finding $H_{1}$ numerically for a spectral method with a periodic domain?
$endgroup$
– Rambi
Feb 21 '14 at 14:34
$begingroup$
sounds good! Could you apply the same approach to finding $H_{1}$ numerically for a spectral method with a periodic domain?
$endgroup$
– Rambi
Feb 21 '14 at 14:34
$begingroup$
I'm not very familiar with the spectral method, but I guess that yes except that in that case you don't need to do any post-processing since the solution is already expressed in terms of the spectral basis (if I'm not wrong).
$endgroup$
– Algebraic Pavel
Feb 21 '14 at 14:43
$begingroup$
I'm not very familiar with the spectral method, but I guess that yes except that in that case you don't need to do any post-processing since the solution is already expressed in terms of the spectral basis (if I'm not wrong).
$endgroup$
– Algebraic Pavel
Feb 21 '14 at 14:43
add a comment |
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$begingroup$
$u'$ is the (spatial) derivative of $u$. This comes directly from the definition of the Sobolev $H^1$ norm: en.wikipedia.org/wiki/…
$endgroup$
– Erick Wong
Feb 21 '14 at 3:40
$begingroup$
haha...oops how would you actually compute that in matlab?
$endgroup$
– Rambi
Feb 21 '14 at 4:05