On the edge of stability analysis (Q1015920)

The application of high order finite difference schemes to solve numerically partial differential equations (PDEs) with boundary conditions requires a special treatment in a neighbourhood of the boundary, since in many cases additional numerical schemes have to be introduced, and the stability of the overall scheme can be altered. In this respect, with the von Neumann analysis it is not always possible to establish accurately the influence of the boundary conditions, whereas the spectral analysis may fail to capture transient effects in certain time-dependent PDEs. On the other hand, the Lax stability analysis provides a more accurate characterisation of the influence of numerical schemes dealing with boundary conditions, but it is not always easy to get the corresponding stability conditions. It is therefore of the maximal interest to obtain properties relating the von Neumann and spectral analyses with the Lax procedure and thus provide efficient ways of testing when a particular finite difference scheme is stable. This is precisely the aim of the present paper, where it is shown under which circumstances the von Neumann analysis together with the spectral analysis provide sufficient conditions to achieve stability according with the Lax criterion. The treatment is carried out for a general class of finite difference schemes and is illustrated in practice on a pair of examples.