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by sfpotter 76 days ago
This is what the field of numerical analysis exists for. These details definitely have been treated, but this was done mainly early in the field's history; for example, by people like Wilkinson and Kahan...
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I just took some basic numerical courses at uni, but every time we discretized a problem with the aim to implement it on a computer, we had to show what the discretization error would lead to, eg numerical dispersion[1] etc, and do stability analysis and such, eg ensure CFL[2] condition held.

So I guess one might want to do a similar exercise to deriving numerical dispersion for example in order to see just how discretizing the diffusion process affects it and the relation to optimal control theory.

[1]: https://en.wikipedia.org/wiki/Numerical_dispersion

[2]: https://en.wikipedia.org/wiki/Courant%E2%80%93Friedrichs%E2%...