/* A discrete approximation to the second derivative of a function from R to R. * It is second-order accurate, except at the two endpoints. * To verify with CIVL, type: * civl verify secondDerivative.cvl * * Note: based on Quarteroni, Sacco, Saleri. "Numerical Mathematics" 2nd ed. sec 10.10.1 */ $input double dx; $assume(0 0); $input double in[num_elements]; double out[num_elements]; // assume rho:R->R has 4 continuous derivatives on [-1,1]: $abstract $differentiable(4, [-1,1]) $real rho($real x); void secondDerivative(int n, double y[], double h, double result[]) { $assume($forall (int i:0..n-1) y[i] == rho(i*h)); /*@ loop invariant 1<=i && i<=n-1; @ loop invariant $forall (int j:1..i-1) @ result[j] == (y[j+1] - 2*y[j] + y[j-1])/(h*h); @ loop assigns i, result[1..n-2]; @*/ for (int i = 1; i < n-1; i++) { result[i] = (y[i+1] - 2*y[i] + y[i-1])/(h*h); } result[0] = (y[2] - 2*y[1] + y[0])/h; result[n-1] = (y[n-3] - 2*y[n-2] - y[n-1])/h; $assert($uniform (int i:1..n-2) result[i] - $D[rho,{x,2}](i*h) == $O(h*h)); } void main() { secondDerivative(num_elements, in, dx, out); }