Polynomial Difference Schemes with Energy and Momentum Multipliers on Orthogonal Uniform Meshes: Stencil Restrictions and Monge--Ampère-Type Examples

Abstract

Experience with invariant finite-difference schemes for one-dimensional hydro\-dynamic-type equations for a function $u(t,x)$ suggests that nonlinear polynomial schemes on orthogonal uniform meshes with the 9-point stencil cannot simultaneously preserve difference analogues of the energy and momentum conservation laws, with the multipliers given by the standard difference approximations of $u_t$ and $u_x$. For the 9-point stencil this hypothesis is proved for polynomials of arbitrary degree. On larger stencils it is investigated by means of the difference analogue of the direct method: for polynomials of bounded degree, such schemes are found to exist only on sufficiently large stencils, and the second-order equations they approximate are of Monge--Ampère type. As a by-product, a scheme for the homogeneous Monge--Ampère equation is obtained that has five conservation laws, admits most of the symmetries of the differential equation, and is invariant under the discrete dihedral group $D_4$. Numerical tests on exact solutions confirm its second order of approximation and show that the conservation laws are satisfied on these solutions with the same order of accuracy.

46 pages, 3 figures, 4 tables, 2 appendices