On the order of accuracy for difference approximations of initial-boundary value problems (Q853192)

At first the authors consider the following advection-diffusion problem: \[ u_t+ au_x=\varepsilon u_{xx}+ F(x, t)\text{ for }0\leq x<\infty, t\geq t_0; (\varepsilon> 0), \] \[ u(0,t)+\alpha u_x(0, t)= g(t),\quad |u|\to 0\text{ for }x\to\infty,\;u(x, t_0)= f(x). \] They prove that the general finite difference approximation in space of this problem allows two orders less accuracy at the boundary without reducing the global accuracy if the scheme is pointwise stable (the notation is defined in the paper). The result is carried on an incompletely parabolic system (i.e., coupled hyperbolic and parabolic equations), the wave equation and on an equation with \(m\)th-order derivatives. (The last case allows to lower appropriately the boundary accuracy.) Next, the authors prove that the approximation of the second derivatives by summation-by-parts gives pointwise stability. Numerical examples are presented, among others two-dimensional Navier-Stokes equations and the viscous Burgers' equation.