lots more fdmath documentation
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Basic discrete calculus for finite difference (fd) simulations.
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Basic discrete calculus for finite difference (fd) simulations.
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TODO: short description of functional vs operator form
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Discrete calculus
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Discrete calculus
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=================
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=================
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@ -10,37 +12,69 @@ This documentation and approach is roughly based on W.C. Chew's excellent
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which covers a superset of this material with similar notation and more detail.
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which covers a superset of this material with similar notation and more detail.
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Derivatives
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Derivatives and shifted values
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-----------
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------------------------------
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Define the discrete forward derivative as
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Define the discrete forward derivative as
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$$ [\\tilde{\\partial}_x f ]_{m + \\frac{1}{2}} = \\frac{1}{\\Delta_{x, m}} (f_{m + 1} - f_m) $$
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$$ [\\tilde{\\partial}_x f ]_{m + \\frac{1}{2}} = \\frac{1}{\\Delta_{x, m}} (f_{m + 1} - f_m) $$
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or
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where \\( f \\) is a function defined at discrete locations on the x-axis (labeled using \\( m \\)).
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The value at \\( m \\) occupies a length \\( \\Delta_{x, m} \\) along the x-axis. Note that \\( m \\)
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is an index along the x-axis, _not_ necessarily an x-coordinate, since each length
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\\( \\Delta_{x, m}, \\Delta_{x, m+1}, ...\\) is independently chosen.
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If we treat `f` as a 1D array of values, with the `i`-th value `f[i]` taking up a length `dx[i]`
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along the x-axis, the forward derivative is
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deriv_forward(f)[i] = (f[i + 1] - f[i]) / dx[i]
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Dx_forward(f)[i] = (f[i + 1] - f[i]) / dx[i]
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Likewise, discrete reverse derivative is
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Likewise, discrete reverse derivative is
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$$ [\\hat{\\partial}_x f ]_{m - \\frac{1}{2}} = \\frac{1}{\\Delta_{x, m}} (f_{m} - f_{m - 1}) $$
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$$ [\\hat{\\partial}_x f ]_{m - \\frac{1}{2}} = \\frac{1}{\\Delta_{x, m}} (f_{m} - f_{m - 1}) $$
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or
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or
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Dx_back(f)[i] = (f[i] - f[i - 1]) / dx[i]
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deriv_back(f)[i] = (f[i] - f[i - 1]) / dx[i]
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The derivatives' arrays are shifted by a half-cell relative to the original function:
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The derivatives' values are shifted by a half-cell relative to the original function, and
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will have different cell widths if all the `dx[i]` ( \\( \\Delta_{x, m} \\) ) are not
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identical:
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[figure: derivatives]
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[figure: derivatives and cell sizes]
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_________________________
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dx0 dx1 dx2 dx3 cell sizes for function
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----- ----- ----------- -----
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| f0 | f1 | f2 | f3 | function
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______________________________
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|_____|_____|_____|_____|
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f0 | f1 | f2 | f3 | function
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_____|_____|___________|_____|
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| Df0 | Df1 | Df2 | Df3 forward derivative (periodic boundary)
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| Df0 | Df1 | Df2 | Df3 forward derivative (periodic boundary)
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___|_____|_____|_____|____
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__|_____|________|________|___
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| Df1 | Df2 | Df3 | Df0 reverse derivative (periodic boundary)
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___|_____|_____|_____|____
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Periodic boundaries are used unless otherwise noted.
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dx'3] dx'0 dx'1 dx'2 [dx'3 cell sizes for forward derivative
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-- ----- -------- -------- ---
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dx'0] dx'1 dx'2 dx'3 [dx'0 cell sizes for reverse derivative
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______________________________
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| df1 | df2 | df3 | df0 reverse derivative (periodic boundary)
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__|_____|________|________|___
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Periodic boundaries are used here and elsewhere unless otherwise noted.
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In the above figure,
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`f0 =` \\(f_0\\), `f1 =` \\(f_1\\)
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`Df0 =` \\([\\tilde{\\partial}f]_{0 + \\frac{1}{2}}\\)
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`Df1 =` \\([\\tilde{\\partial}f]_{1 + \\frac{1}{2}}\\)
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`df0 =` \\([\\hat{\\partial}f]_{0 - \\frac{1}{2}}\\)
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etc.
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The fractional subscript \\( m + \\frac{1}{2} \\) is used to indicate values defined
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at shifted locations relative to the original \\( m \\), with corresponding lengths
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$$ \\Delta_{x, m + \\frac{1}{2}} = \\frac{1}{2} * (\\Delta_{x, m} + \\Delta_{x, m + 1}) $$
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Just as \\( m \\) is not itself an x-coordinate, neither is \\( m + \\frac{1}{2} \\);
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carefully note the positions of the various cells in the above figure vs their labels.
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For the remainder of the `Discrete calculus` section, all figures will show
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constant-length cells in order to focus on the vector derivatives themselves.
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See the `Grid description` section below for additional information on this topic.
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Gradients and fore-vectors
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Gradients and fore-vectors
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@ -222,10 +256,10 @@ Maxwell's Equations
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If we discretize both space (m,n,p) and time (l), Maxwell's equations become
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If we discretize both space (m,n,p) and time (l), Maxwell's equations become
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$$ \\begin{align*}
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$$ \\begin{align*}
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\\tilde{\\nabla} \\times \\tilde{E}_{l,\\vec{r}} &=& -&\\tilde{\\partial}_t \\hat{B}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}}
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\\tilde{\\nabla} \\times \\tilde{E}_{l,\\vec{r}} &= -\\tilde{\\partial}_t \\hat{B}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}}
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&+& \\hat{M}_{l-1, \\vec{r} + \\frac{1}{2}} \\\\
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+ \\hat{M}_{l-1, \\vec{r} + \\frac{1}{2}} \\\\
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\\hat{\\nabla} \\times \\hat{H}_{l,\\vec{r}} &=& &\\hat{\\partial}_t \\tilde{D}_{l, \\vec{r}}
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\\hat{\\nabla} \\times \\hat{H}_{l,\\vec{r} + \\frac{1}{2}} &= \\hat{\\partial}_t \\tilde{D}_{l, \\vec{r}}
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&+& \\tilde{J}_{l-\\frac{1}{2},\\vec{r}} \\\\
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+ \\tilde{J}_{l-\\frac{1}{2},\\vec{r}} \\\\
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\\tilde{\\nabla} \\cdot \\hat{B}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}} &= 0 \\\\
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\\tilde{\\nabla} \\cdot \\hat{B}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}} &= 0 \\\\
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\\hat{\\nabla} \\cdot \\tilde{D}_{l,\\vec{r}} &= \\rho_{l,\\vec{r}}
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\\hat{\\nabla} \\cdot \\tilde{D}_{l,\\vec{r}} &= \\rho_{l,\\vec{r}}
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\\end{align*} $$
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\\end{align*} $$
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@ -238,31 +272,106 @@ If we discretize both space (m,n,p) and time (l), Maxwell's equations become
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\\end{align*} $$
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\\end{align*} $$
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where the spatial subscripts are abbreviated as \\( \\vec{r} = (m, n, p) \\) and
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where the spatial subscripts are abbreviated as \\( \\vec{r} = (m, n, p) \\) and
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\\( \\vec{r} + \\frac{1}{2} = (m + \\frac{1}{2}, n + \\frac{1}{2}, p + \\frac{1}{2}) \\).
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\\( \\vec{r} + \\frac{1}{2} = (m + \\frac{1}{2}, n + \\frac{1}{2}, p + \\frac{1}{2}) \\),
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This is Yee's algorithm, written in a form analogous to Maxwell's equations.
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\\( \\tilde{E} \\) and \\( \\hat{H} \\) are the electric and magnetic fields,
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\\( \\tilde{J} \\) and \\( \\hat{M} \\) are the electric and magnetic current distributions,
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and \\( \\epsilon \\) and \\( \\mu \\) are the dielectric permittivity and magnetic permeability.
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The above is Yee's algorithm, written in a form analogous to Maxwell's equations.
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The time derivatives can be expanded to form the update equations:
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[code: Maxwell's equations]
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H[i, j, k] -= (curl_forward(E[t])[i, j, k] - M[t, i, j, k]) / mu[i, j, k]
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E[i, j, k] += (curl_back( H[t])[i, j, k] + J[t, i, j, k]) / epsilon[i, j, k]
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Note that the E-field fore-vector and H-field back-vector are offset by a half-cell, resulting
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in distinct locations for all six E- and H-field components:
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[figure: Yee cell]
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(m, n+1, p+1) _________________________ (m+1, n+1, p+1)
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/: /|
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/ : / |
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/ : / | Locations of the
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/ : / | E- and H-field components
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/ : / | for the E fore-vector at
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/ : / | r = (m, n, p) and its associated
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(m, n, p+1)/________________________/ | H back-vector at r + 1/2 =
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| : | | (m + 1/2, n + 1/2, p + 1/2)
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| : | | (the large cube's center)
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| Hx : | |
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| /: :.................|......| (m+1, n+1, p)
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|/ : / | /
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Ez..........Hy | /
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| Ey.......:..Hz | / This is the Yee discretization
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| / : / | / scheme ("Yee cell").
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| / : / | /
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|/ :/ | /
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r=(m, n, p)|___________Ex___________|/ (m+1, n, p)
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Each component forms its own grid, offset from the others:
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[figure: E-fields for adjacent cells]
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________Ex(p+1, m+1)_____
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/: /|
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/ : / |
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/ : / |
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Ey(p+1) Ey(m+1, p+1)
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/ : / |
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/ Ez(n+1) / Ez(m+1, n+1)
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/__________Ex(p+1)_______/ |
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| : | | This figure shows which fore-vector
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| : | | each e-field component belongs to.
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| :.........Ex(n+1).|......| Indices are shortened; e.g. Ex(p+1)
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| / | / means "Ex for the fore-vector located
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Ez / Ez(m+1)/ at (m, n, p+1)".
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| Ey | /
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| / | Ey(m+1)
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| / | /
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|/ | /
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r=(m, n, p)|___________Ex___________|/
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The divergence equations can be derived by taking the divergence of the curl equations
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The divergence equations can be derived by taking the divergence of the curl equations
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and combining them with charge continuity,
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and combining them with charge continuity,
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$$ \\hat{\\nabla} \\cdot \\tilde{J} + \\hat{\\partial}_t \\rho = 0 $$
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$$ \\hat{\\nabla} \\cdot \\tilde{J} + \\hat{\\partial}_t \\rho = 0 $$
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implying that the discrete Maxwell's equations do not produce spurious charges.
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implying that the discrete Maxwell's equations do not produce spurious charges.
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TODO: Maxwell's equations explanation
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TODO: Maxwell's equations plaintext
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Wave equation
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Wave equation
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-------------
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-------------
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$$
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Taking the backward curl of the \\( \\tilde{\\nabla} \\times \\tilde{E} \\) equation and
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\\hat{\\nabla} \\times \\mu^{-1}_{\\vec{r} + \\frac{1}{2}} \\cdot \\tilde{\\nabla} \\times \\tilde{E}_{l, \\vec{r}}
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replacing the resulting \\( \\hat{\\nabla} \\times \\hat{H} \\) term using its respective equation,
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+ \\tilde{\\partial}_t \\hat{\\partial}_t \\epsilon_\\vec{r} \\cdot \\tilde{E}_{l, \\vec{r}}
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and setting \\( \\hat{M} \\) to zero, we can form the discrete wave equation:
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= \\tilde{\\partial}_t \\tilde{J}_{l - \\frac{1}{2}, \\vec{r}} $$
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$$
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\\begin{align*}
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\\tilde{\\nabla} \\times \\tilde{E}_{l,\\vec{r}} &=
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-\\tilde{\\partial}_t \\hat{B}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}}
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+ \\hat{M}_{l-1, \\vec{r} + \\frac{1}{2}} \\\\
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\\mu^{-1}_{\\vec{r} + \\frac{1}{2}} \\cdot \\tilde{\\nabla} \\times \\tilde{E}_{l,\\vec{r}} &=
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-\\tilde{\\partial}_t \\hat{H}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}} \\\\
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\\hat{\\nabla} \\times (\\mu^{-1}_{\\vec{r} + \\frac{1}{2}} \\cdot \\tilde{\\nabla} \\times \\tilde{E}_{l,\\vec{r}}) &=
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\\hat{\\nabla} \\times (-\\tilde{\\partial}_t \\hat{H}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}}) \\\\
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\\hat{\\nabla} \\times (\\mu^{-1}_{\\vec{r} + \\frac{1}{2}} \\cdot \\tilde{\\nabla} \\times \\tilde{E}_{l,\\vec{r}}) &=
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-\\tilde{\\partial}_t \\hat{\\nabla} \\times \\hat{H}_{l-\\frac{1}{2}, \\vec{r} + \\frac{1}{2}} \\\\
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\\hat{\\nabla} \\times (\\mu^{-1}_{\\vec{r} + \\frac{1}{2}} \\cdot \\tilde{\\nabla} \\times \\tilde{E}_{l,\\vec{r}}) &=
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-\\tilde{\\partial}_t \\hat{\\partial}_t \\epsilon_\\vec{r} \\tilde{E}_{l, \\vec{r}} + \\hat{\\partial}_t \\tilde{J}_{l-\\frac{1}{2},\\vec{r}} \\\\
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\\hat{\\nabla} \\times (\\mu^{-1}_{\\vec{r} + \\frac{1}{2}} \\cdot \\tilde{\\nabla} \\times \\tilde{E}_{l, \\vec{r}})
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+ \\tilde{\\partial}_t \\hat{\\partial}_t \\epsilon_\\vec{r} \\cdot \\tilde{E}_{l, \\vec{r}}
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&= \\tilde{\\partial}_t \\tilde{J}_{l - \\frac{1}{2}, \\vec{r}}
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\\end{align*}
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$$
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TODO: wave equation explanation
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TODO: wave equation plaintext
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Grid description
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Grid description
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================
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================
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The
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TODO: explain dxes
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TODO: explain dxes
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"""
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"""
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