Elsevier Editorial System(tm) for Applied Mathematics and Computation Manuscript Draft Manuscript Number: AMC-D-12-03105 Title: Numerical

simulation of Kadomtsev-Petviashvili-Benjamin-Bona-Mahony equations using finite difference method Article Type: Review Article Keywords: KP-BBM-II equations,Crank-Nicholson method, fi nite diff erence scheme, convergence, stability. Corresponding Author: Dr Mekki Ayadi, Ph.D Corresponding Author's Institution: Institut Suprieur des Mathmatiques Appliques et d'Informatique de Kairouan First Author: Mekki Ayadi, Professor Order of Authors: Mekki Ayadi, Professor; Mekki Ayadi, Ph.D Abstract: In order to numerically simulate the bidirectional surface wave propagation, governed by Kadomtsev-Petviashvili-Benjamin-Bona-Mahony II (KP-BBM-II) partial diff erential equations, the Crank-Nicholson-type fi nite diff erence discretization scheme, for time variable, and the famous fi nite diff erence method, for the space variables, are used. The consistence of the corresponding scheme is proved. Moreover, the stability is shown by using the Von-Neumann technique. Finally, to illustrate the effe-ciency of the suggested method, some numerical experiments are conducted to validate theorical results.

Cover Letter

Cover letter

The paper deals with numerically solving the Kadomtsev-Petviashvili-Benjamin-Bona-Mahony equations using nite dierence method and Crank-Nicolson scheme. The propagating water waves in shallow water, is governed by such equations. The Applied Mathematics and Computation Journal is so reputed, as exemplify its competent referees and its impact factor, that every researcher in mathematics applied in the engineer sciences wish to submit it his contributions for eventual publication.

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Numerical simulation of Kadomtsev-Petviashvili-Benjamin-Bona-Mahony equations using finite difference method

1 2 M. A. Matoug , M. Ayadi

Universit Tunis El Manar/ENIT Laboratoire de Gnie Civil, e-mail: ma.maatoug@gmail.com Laboratoire de Modlisation Mathmatique et Numrique dans les Sciences de l'Ingnieur, e-mail: Mekki.Ayadi@enis.rnu.tn
1

Abstract
In order to numerically simulate the bidirectional surface wave propagation, governed by Kadomtsev-Petviashvili-Benjamin-Bona-Mahony II (KP-BBM-II) partial dierential equations, the Crank-Nicholson-type nite dierence discretization scheme, for time variable, and the famous nite dierence method, for the space variables, are used. The consistence of the corresponding scheme is proved. Moreover, the stability is shown by using the Von-Neumann technique. Finally, to illustrate the eciency of the suggested method, some numerical experiments are conducted to validate theorical results.
Keywords. KP-BBM-II equations,Crank-Nicholson method, nite dierence scheme, convergence, stability.
I. Introduction

Water wave problems are of great interest to engineers working in the elds of naval architecture and ship design, oshore structures, physical oceanography and marine hydrodynamics. In the past few decades, research in water waves has been very active, driven by the increasing demand of sea transport and oshore oil exploration [17]. Various oshore structures currently in use; including both mobile and xed drilling platforms, such as : suspended bridges, Tension leg platform (TLP), the more traditional Jacket and Jack-up barge... pose their own peculiar demands in terms of hydrodynamic loading eects [20]. In this context, we are interested in evaluating forces applied by traveling waves on an oshore structure. More precise, we deal with determining the pressure eld exerted to the structure.

Figure 1. Examples of oshore structure designs.

To overcome that diculty, Korteweg-de Vries and Benjamin-Bona-Mahony started from the general equations governing uids motion : Navier-stokes equations, to develop their unidirectional propagate water waves models known as KdV equations and BBM equations, where they toked into account of the dispersive character of the wave. Note that the Navier-Stokes equations are derived from the general principle of mass and momentum conservation and this means, respectively, that the velocity of the uid at the surface matches the velocity of the surface (kinematic boundary condition) and the pressure jump across the free surface is proportional to the curvature of the surface (dynamic boundary condition). So, the rst step in the problem of determining pressure applied to an oshore structure is to solve a water wave model which is, generally, in the forme of partial dierential equations. then, using obtained results to nd out pressure forces. In the case of an oshore structure, the uid ow is considered, relatively, unbounded. So, it will exert pressure forces around this structure. For this reason we are interested to one of the bidirectional traveling waves models, such as the KP-BBM-II equations. And, in this work, we will just take care to solve numerically this type of equations using nite dierence method.

The KP-BBM-II equations which is given by [26] :

(ut 3 uxxt + ux + uux )x + uyy = 0, 6 2 2 (x, y, t) 2 [0, T ] (1.1)

Where is the quotient between the wave amplitude and the depth of water, is the square of the quotient between the depth and the wavelength and is the square of the quotient between the wavelength in the two directions of the plan. Was formulated, in the Kadomtsev-Petviashvili sense, from the nonlinear Benjamin-Bona-Mahony equations [2] :
ut + ux + uux uxxt = 0, (1.2)

Describe bidirectional small amplitude and weakly dispersive long waves, which propagate in one principal direction, say x-direction, with weak eects in transversal direction, say y- direction. They are composed of two physically signicant terms : the nonlinear convection one and the dispersion eect one. The balance between these two terms allows waves to travel with their shape and velocity unchanged, which is known as solitons [2]. Many researchers, in the eld of long wave propagation, are interested in studying the KP-BBM equations. To nd exact solutions Wazwaz [2,3] used sine-cosine, tanh, and extended tanh methods. While Song [19] and Tang [25] employed a bifurcation method. Whereas, Bona [13] was interested in the problem of stability. In the other hand, Bona [13] and Saut [14] proved that the Cauchy problem for 1 KP-BBM-II is globally well-posed for data in L2 (R2 ) equipped with the norm ( u 2 + ux 2 ) 2 . Moreover, Saut [14] announced that the KP-BBM hamiltonian is conserved. In addition, Mammeri [26] and Daspan [12] proceeded to compare the KP-BBM-II equations to the KP-II equations; they found that they are close and describe same dynamics for a time scale inversely proportional to wave amplitude. The main purpose of this paper is to consider a Crank-Nicholson nite dierence method to develop approximate solutions for the KP-BBM-II bidimensionnel equations. The initial and boundary conditions, used to solve this problem, are presented in section 2. A Crank-Nicholson nite dierence scheme is suggested in section 3. Some properties of the discrete problem, such as order of accuracy, stability and numerical dispersion, are investigated in section 4. Finally, results of numerical experiments are exposed in section 5.
II. Initial and boundary conditions

Consider the KP-BBM-II equations (1.1), where u(x,y,t) denotes the amplitude of the point (x, y ) [a, b]2 at time t [0, T ]. In order to solve this problem, the nite dierence method is used. For numerical computations, we have to take a nite domain. Thus, our scheme needs additional boundary conditions. The initial condition is :
u(x, y, 0) = u0 (x, y ) (2.1.a)

The boundary conditions are of two kinds :

Dirichlet boundary conditions

u(a, y, t) = ug (y, t) u(b, y, t) = ud (y, t) u (x, a, t) = ub (x, t) u(x, b, t) = uh (x, t) (2.1.b)

Neumann boundary conditions

x u(a, y, t) = g0 (y, t) x u(b, y, t) = g1 (y, t) (2.1.c)

III. Crank-Nicholson-type discretization

For nite dierence discretization of this continuous problem, let us take the same uniform spacing grid ba 1. And an uniform spacing grid point for points in the two directions (x,y) : h = J +1 , where J integer T time scale: k = N , N integer 1. h and k must converge to zero. = (n + 1 Note that : xi = ih, yj = jh, for 0 i, j J + 1, tn = nk, for 0 n N, tn+ 1 2 )k and 2 n uij = u(ih, jh, nk ) as approximate solution according to the point (xi , yj , tn ). Usual central-dierence operators are dened as :
n n x un ij = ui+1j ui1j , 2 n n n x uij = un i+1j 2uij + ui1j 3 n n n n x uij = un i+2j 2ui+1j + 2ui1j ui2j

(3.1.a) (3.1.b)

2 n n n y uij = un ij +1 2uij + uij 1 ,

Thus, partial derivatives are taken as :

un 1 ij 2 = x un ij + O (h ) , x 2h 3 un 1 3 n ij = 3 x uij + O(h2 ), x3 2h un ij 2 un 1 2 n ij = 2 x uij + O(h2 ), x2 h
+1 un ij

2 un 1 2 n ij = 2 y uij + O(h2 ) y 2 h k 2 2 uij + 8 t2

n+ 1 2
1 n+ 2

(3.2.a)

n+ 1 uij 2

k uij + 2 t
n+ 1 2

n+ 1 2

+ O(k 3 )

(3.2.b) (3.2.c)

n+ 1 uij 2

k uij 2 t

k 2 2 uij + 8 t2

+ O(k 3 )

consequently,
+1 un un uij ij ij = k t
1 n+ 2

+ O(k ) and

+1 un + un n+ 1 ij ij = uij 2 + O(k 2 ) 2

(3.3)

So, the problem, according to Crank-Nicholson scheme, will be written as follows :

x t uij

1 n+ 2

1 1 1 3 3 2 n+ 2 2 n+ 2 n+ 1 2 n+ 2 x t uij 2 + x uij + x (uij )2 + y uij = 0, (i, j ) [1, J ]2 , n [0, N 1] (3.4) 6 4 2

Yields central-dierence scheme :

n+1 n+1 n+1 n+1 2 n+1 n 3 n 2 n 2 n 2 2 n x (Uij Uij ) b1 x (Uij Uij ) + b2 x (Uij + Uij ) + b3 x ((Uij ) + (Uij ) )) + b4 y (Uij + Uij )=0 (3.5) k k 3 k , b = , b = , b = where: b1 = 6 2 2 3 4 h h 4 h 2h

Thus, the following system of equations will be derived :

+1 n+1 n+1 +1 n+1 n+1 n+1 n+1 2 n+1 2 a1 Uin + a4 Uin ) 2j + a2 Ui1j + a3 Uij +1j a1 Ui+2j + a5 Uij 1 + a5 Uij +1 a6 (Ui1j ) + 2a6 (Uij +1 2 n n n n n n n n 2 a6 (Uin +1j ) = a1 Ui2j a4 Ui1j a3 Uij a2 Ui+1j a1 Ui+2j a5 Uij 1 a5 Uij +1 + a6 (Ui1j ) n 2 2 2a6 (Uij ) + a6 (Uin +1j )

(3.6)

where: a1 = b1 , a2 = 1 + b2 2b1 , a3 = 2(b2 + b4 ), a4 = 1 + b2 + 2b1 , a5 = b4 , and a6 = b3 Approximate initial conditions and boundary ones are :

Initial boundary conditions

0 Uij = U0 (xi , yj ),

(i, j ) [1, J + 1]2

(3.7)

Dirichlet boundary conditions

n U j = Ug (yj , tn ) 0 n UJ +1j = Ud (yj , tn ) n U 0 = Ub (xi , tn ) in UiJ +1 = Uh (xi , tn ) (i, j ) [1, J ]2 and n [0, N ] (3.8)

Neumann boundary conditions

n n U1 j U1j = g0 (yj , tn ) 2h n n UJ +2j UJj n x uJ +1,j = = g1 (yj , tn ) 2h

x un 0j =

(j, n) [1, J ] [0, N ]

(3.9)

In passing to matrix problem, the system of equations (3.6)-(3.9) will be put as follows :

K(U n+1 )U n+1 = Fn

(3.10)

Where: K(U n+1 ) = [A0 + A(U n+1 )] and Fn = CLn + [B0 + B(U n )]U n A0 and B0 are constant matrices, A(U n+1 ) and B(U n ) are nonlinear term matrices; all are (J 2 J 2 ) dimensions and CLn concern boundary condition term, of J 2 size.(see appendix)
IV. Properties of the discrete problem

In this section, consistence and stability of the adopted nite dierence scheme, thus convergence, will be proved.
IV.1. Local truncation error and consistence

BBM II equation is O(h2 + k2 ) Proof. Using Cranck-Nicholson formulation (3.4), we derived the following equation :

Theorem 1. The local truncation error of the explicit nite dierence method (3.6) to KP-

n+1 n) x (Uij Uij

2kh

n+1 n+1 n+1 2 3 n 2 n 2 n 2 2 n+1 x (Uij Uij ) x (Uij + Uij ) 3 x ((Uij ) + (Uij ) ) y Uij + + + + 6 2kh3 2h2 4 2h2 2 2h2 2U n y ij =0 2 2h2

(4.1)

Substituting the exact solution u(x,y,t) of the KP-BBM-II equation (1.1) into the above equation and apply equations (3.2)and (3.3), we will obtain the truncation error as follows :
n rij

+1 x (un un ij ) ij

2kh

n+1 2 3 n+1 n 2 n+1 n 2 n 2 2 n+1 x (uij uij ) x (uij + uij ) 3 x ((uij ) + (uij ) ) y uij + + + + 6 2kh3 2h2 4 2h2 2 2h2 2 un y ij + O(k 2 + h2 ) 2 2h2

(4.2)

Due to the fact that u(xi , yj , tn ) is the exact solution of equation (1.1), we simply have :
+1 x (un un ij ) ij n+1 2 3 n+1 n 2 n+1 n 2 n 2 2 n+1 x (uij uij ) x (uij + uij ) 3 x ((uij ) + (uij ) ) y uij + + + + 6 2kh3 2h2 4 2h2 2 2h2 2 un y ij =0 2 2h2

2kh

(4.3)

n = O (h2 + k 2 ). Thus, the adopted dierence scheme for the Equations (4.2) and (4.3) give rij KP-BBM-II equations is consistent.

IV.2. Stability analysis

To investigate the stability of the nite dierences schemes Feng [5] and Djidjeli [15] used the Von Neumann stability analysis method, which is based on Fourier series expansion. In addition, for the nonlinear dierential equations, this technique consists in freezing one variable in the ux with U = max|u|, and this means that the solution nonlinear convective term as uux = U function u is bounded in the given spatio-temporal region. Also, this method will be employed here to prove stability.

Theorem 2. The nite dierence method (3.6) for KP-BBM II equations is unconditionally stable Proof. Using the Von-Neumann technique, equation (4.4) will be rewritten as follows :
x t uij
1 n+ 2

The central-dierence scheme for equation (4.4) will be derived as bellow :

1 3 n+ 1 3 2 n+ 1 2 n+ 1 2 n+ 2 x t uij 2 + x uij + U x uij 2 + y uij 2 = 0, (i, j ) [1, J ]2 , n [0, N 1] 6 2 2 (4.4)

+1 n 3 n+1 n 2 n+1 n n 2 n+1 n 2 n+1 x (un ij uij ) b1 x (uij uij ) + b2 x (uij + uij ) + 2b3 U x (uij + uij ) + b4 y (uij + uij ) = 0 (4.5) introduced at time step n for node (l,m) , which takes the Consider a small perturbation un lm

form of one component of the fourier series as shown :

n il im , un lm = e e

= x h,

= y h

(4.6)

x and y are wave numbers, respectively,in the x-direction and the y-direction and (, ) [, ]2

The following equation (4.7) will be obtained by using (4.5) and (4.6) equations :

)( n+1 + n ) ( n+1 n )(ei ei ) b1 ( n+1 n )(e2i 2ei + 2ei e2i ) + (b2 + 2b3 U (ei 2 + ei ) + b4 ( n+1 + n )(ei 2 + ei ) = 0 (4.7)

From this equation, we are able to nd the expression for the amplication factor, given by :
3 U )(1cos )+b4 (1cos ) 1 i (b2 +2b n+1 sin [1+2b1 (1cos )] G= n = 3 U )(1cos )+b4 (1cos ) 1 + i (b2 +2b sin [1+2b1 (1cos )]

(4.8)

Which, can be put as :

G=

1 iA 1 + iA

(4.9)

To examine whether a nite dierence scheme is stable or not, we would assume that the pern+1 turbation must be bounded and this means that |G| = | n | 1. Following (4.9), it is easy to see that, for all and , we have |G| = 1. Which proves that our nite dierence method is stable and waves amplitude are nondissipative. The point of importance, in addition to the amplitude dissipation analysis, is to examine the phase error (dispersion)as large phase error can produce solutions that are totally out of phase with the exact solution. This phase error appears by replacing the dierential equation by a dierence equation. It's clear that the phase error of the higher-frequency components is of little signicance, and the main interest is in suciently small x and y . consider the frozen KP-BBM-II equations :
uxt 3 uxxxt + uxx + U uxx + uyy = 0, 6 2 2 (x, y, t) [a, b]2 [0, T ] (4.10)

Substituting a solution, of the type eiwt ei(x x+y y) , into the above equation (4.10). We will obtain : 3
w= (1 +
2 2 )2 U x + 2 y 2 x (1 + 6 x )

(4.11)

The exact amplication factor is given by :

e = u(x, y, t + t) = eiwt = eiwk u(x, y, t) (4.12)

Thus, the analytic phase e of the KP-BBM-II equations is obtained as :

e = k.w = )2 + b4 2 (b2 + 2b3 U (1 + b1 2 ) (4.13)

The numerical phase given by our dierence method is :

a = arctan( ( ) 2A ) = arctan( ) ( ) 1 A2 (4.14)

The phase error (dispersion) is dened by :

E = a e = arctan( )2 + b4 2 2A (b2 + 2b3 U ) + 1 A2 (1 + b1 2 ) (4.15)

Using Taylor's series for both a and A , we obtain :

1 a = arctan[2A(1 + A2 + A4 ) + O(A6 )] = 2A(1 A2 3A4 ) + O(A6 ) 3 (4.16)

)( 2 4 ) + b4 ( 2 (b2 + 2b3 U 2 24 2 (1 + b1 2 )

4 24 )

(4.17)

Recalling the denitions of b1 , b2 , b3 , b4 , and , the phase error is as follows :

) + b4 )3 6 + b3 6 b4 (b2 + 2b3 U )2 2 4 b2 (b2 + 2b3 U ) 4 2 (b2 + 2b3 U 1 (b2 + 2b3 U 4 12 12 + + 4 3 + E= 2 3 2 3 3 2 3 (1 + b1 ) 3 (1 + b1 ) (1 + b1 ) (1 + b1 2 )3 +O(k 4 , h4 ) (4.18)
4 4

This implies that the numerical dispersion resulting from the nite dierence approximation was kept small enough when compared to the physical dispersion terms.
V. COMPUTATIONAL RESULTS

To illustrate the eciency of our nite dierence method for generating approximate solutions to the KP-BBM-II equations, we will give some numerical results. So, the purpose of this section is to verify theorical properties in the previous one.
V.1. Error estimates and convergence

In order to test the eciency of the numerical method, convergence ant its speed of the approximate solutions (un (xi , yj , tn )) to the desired exact solution (u(x,y,t)), are proved. Consider the equation below (5.1)for which the exact solution is one of those established by Wazwaz [3] :
u(x, y, t) = p[1 3 tanh2 ()]

where p = 3 , =

1 2

and = x + y t

(ut

3 uxxt + ux + uux )x + uyy = 3p 2 sech2 ()[2 3sech2 ()] (p )2 sech2 () 6 2 2 (5.1.a)

[4 18sech2 () + 15sech4 ()] + 4p 4 sech2 ()[2 15sech2 () + 15sech4 ()]

With the initial condition

u(x, y, 0) = p[1 3 tanh2 ( (x + y ))], (x, y ) [a, b]2 (5.1.b)

And boundary conditions

9

Dirichlet boundary conditions

u(a, y, t) = ug (y, t) = u(a, y, t) = p[1 3 tanh2 ( (a + y t))] u(b, y, t) = ud (y, t)u(b, y, t) = p[1 3 tanh2 ( (a + y t))] u(x, a, t) = ub (x, t)u(x, a, t) = p[1 3 tanh2 ( (x + a t))] u(x, b, t) = uh (x, t) = u(x, b, t) = p[1 3 tanh2 ( (x + b t))] (5.1.c)

Neumann boundary conditions

x u(a, y, t) = g0 (y, t) = 3p tanh( (a + y t))sech2 ( (a + y t)) x u(b, y, t) = g1 (y, t) = 3p tanh( (b + y t))sech2 ( (b + y t)) (5.1.d)

Noting that in order to have the same weight for both steps of discretization h and k (h = k), we choose N = J + 1 and T = b a The application of the nite dierence method and the use of Newton's method to solve the system of dierence scheme with the exact derivative leads to the following results:
Table 1.Error estimates and convergence ratios of the KP-BBM-II equation for : = [3, 3], = 1, = 0.01 and = 0.5103
J 9 19 29 39 49 59 69 79 89 N 10 20 30 40 50 60 70 80 90 e l 7.5842 104 1.8289 104 8.1594 105 4.5654 105 2.9847 105 2.0401 105 1.5195 105 1.1702 105 9.2899 106 e
2 /(h

+ k2 ) 0.0011 0.0010 0.0010 0.0010 0.0010 0.0010 0.0010 0.0010 0.0010

According to table 1, the errors made on l -norm become smaller as h and k. Also, the product of the estimate l -errors by the term (h2 + k2 )1 behaves "very fast" as a constant and this shows the regularity of the corresponding method.
V.2. Behavior of the KP-BBM-II equations

Figure 2 illustrate the behaviour of the KP-BBM-II equation for x, y [3, 3]2 , = 1, = 0.01 and to have something similar to physical reality Mammeri [26] proved that 104 103 ; We choose 2 1 3 = 0.5103 for a considered initial condition u(x, y, 0) = 3 [1 3 tanh ( 2 (x + y ))].

10

Figure 2. The numerical solution of the KP-BBM-II eq. for J=49, N=50 and n=10.
VI. Conclusion

The reason that we have pushed to interest to the KP-BBM II equations as a water wave model, is that this governing equations, for uid ows, describes bidirectional propagating water wave surface. And, as Known, near the oshore structures, which are not large bodies, the uid ow is considered as unbounded. In order to simulate numerically this type of equations, we have used the Cranck-Nicholson type scheme, for time variable, and the nite dierence method, for space variables. The stability and consistence, of the discrete equation, are succeeded. In addition, second-order convergence in space and in time of the numerical problem is proved. Some experiments have been conducted and it's seen that they validate the eciency of the corresponding nite dierence method.

11

Appendix
A0 = A1 A2 A2 A1

. . . . . .

. . . . .. .. .. .. . . . . . . .. .. .. .. . . . . 0 .. .. . . A1 A2 .. . .. .
... 0 A2 A1

...

...

B1

B2

B2 B1 0 ... B0 = . . .. . . . . . 0 ...

..

...

.. .. ..

. . . .

..

...

.. .. ..

. . .

.. ..

. .

. B1
B2

...

...

0 B2 B1

. . . . . .

A1 and A2 are (J J ) matrices, where: a1 + a3 a4 a1 0 ... a2 a3 a4 a1 0 a1 a2 a3 a4 a1 . . .. ... . A1 = . 0 . .. . . a1 . a2 a3 . . . 0 a1 a2 0 ... ... 0 a1 B1 and B2 are (J J ) matrices, where: a1 a3 a2 a1 0 ... a4 a3 a2 a1 0 a1 a4 a3 a2 a1 .. .. .. B1 = . . . 0 . . . . . a1 a4 a3 . . . . 0 a a
1

...

.. ..

. .

. . . . . .

, A2 = a5 0 0 ... 0

0 a1 a4 a3 a1

a4 a3 a2

. . .

..

..

. .

..

..

. .

...

0 a5

. . .

...

.. ..

. .

. . . . . .

B2 =

a5 0

0 a1 a2 a3 a1

..

.
a5

a2 a3 a4

...

...

a1

A(U n+1 ) =

A1 (U n+1 ) 0

..

) , Aj (U n+1 )(1
j J)

.
A1 ( U
n+1

are (J J ) matrices

12

 Aj (U n+1 ) =

n+1 2a6 U1 j n+1 a6 U1 j

n+1 a6 U2 j n+1 2a6 U2 j

0
n+1 a6 U3 j

0 ... 0 . . . 0 0 . . .
n+1 a6 UJ 2j

...

. . . . . . . . .

. .

. . .

. .
n+1 2a6 UJ 1j n+1 a6 UJ 1j

. . . . . . . . .

0
n+1 a6 UJj n+1 2a6 UJj

...

...

B(U n ) = A(U n ) and CLn = (C11 , ..., CJ 1 ; C12 , ..., CJ 2 ; ....; C1J , ..., CJJ )T , where: C11 = 2ha1 g0 (1, n + 1) 2ha1 g0 (1, n) a2 Ug (1, n + 1) a4 Ug (1, n) a5 Ub (1, n + 1) a5 Ub (1, n) + a6 (Ug (1, n + 1))2 + a6 (Ug (1, n))2 C21 = a1 Ug (1, n + 1) + a1 Ug (1, n) a5 Ub (2, n + 1) a5 Ub (2, n) Ci1(3 i J 2) = a5 Ub (i, n + 1) a5 Ub (i, n) CJ 11 = a1 Ud (1, n + 1) a1 Ud (1, n) a5 Ub (J 1, n + 1) a5 Ub (J 1, n) CJ 1 = 2ha1 g1 (1, n + 1) 2ha1 g1 (1, n) a4 Ud (1, n + 1) a2 Ud (1, n) a5 Ub (J, n + 1) a5 Ub (J, n) + a6 (Ud (1, n + 1))2 + a6 (Ud (1, n))2

For 2

j J 1 C1j = 2ha1 g0 (j, n + 1) 2ha1 g0 (j, n) a2 Ug (j, n + 1) a4 Ug (j, n) + a6 (Ug (j, n + 1))2 + a6 (Ug (j, n))2 C2j = a1 Ug (j, n + 1) + a1 Ug (j, n), Cij (3 i J 2) = 0, CJ 1j = a1 Ud (j, n + 1) a1 Ud (j, n) C = 2ha1 g1 (j, n + 1) 2ha1 g1 (j, n) a4 Ud (j, n + 1) a2 Ud (j, n) + a6 (Ud (j, n + 1))2 + Jj a6 (Ud (j, n))2

C1J = 2ha1 g0 (J, n + 1) 2ha1 g0 (J, n) a2 Ug (J, n + 1) a4 Ug (J, n) a5 Uh (1, n + 1) a5 Uh (1, n) + a6 (Ug (J, n + 1))2 + a6 (Ug (J, n))2 C2J = a1 Ug (J, n + 1) + a1 Ug (J, n) a5 Uh (2, n + 1) a5 Uh (2, n) CiJ (3 i J 2) = a5 Uh (i, n + 1) a5 Uh (i, n) CJ 1J = a1 Ud (J, n + 1) a1 Ud (J, n) a5 Uh (J 1, n + 1) a5 Uh (J 1, n) CJJ = 2ha1 g1 (J, n + 1) 2ha1 g1 (J, n) a4 Ud (J, n + 1) a2 Ud (J, n) a5 Uh (J, n + 1) a5 Uh (J, n) + a6 (Ud (J, n + 1))2 + a6 (Ud (J, n))2

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Figure(s) Click here to download high resolution image

Figure(s) Click here to download high resolution image