Criteria of stability of three-layer difference schemes

Authors A. A. Samarskii, A. V. Gulin, V. Vukoslavchevich

Publication date 21 February 2002

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

difference operator operator-difference scheme selfadjoint operators stability of the three-layer difference scheme

Difference operators (39A70) Research exposition (monographs, survey articles) pertaining to operator theory (47-02) Linear difference operators (47B39)

Review text

The canonical form of the three-layer difference scheme, i.e \[ By\circ_t + {\tau}^2 R y_{\bar t t} + ay = 0, \tag{1} \] where \(A, B, R\) are linear operators acting in the Euclidean space \(H\), \(y=y^n=y(t_n) \in H, t_n=n\tau, n = 0, 1, 2, \dots, y\circ_t=(y^{n=1}- y^{n-1})/(2\tau), y_{\bar t t}= (y^{n+1}-2y^n +y^{n-1})/{{\tau}^2}, y^0, y^1\) are arbitrary elements of the space \(H\) is considered. The necessary conditions of the stability for the three-layer difference schemes (1) with selfadjoint operators \(A, B\) and \(R\) are obtained.

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