Numerical stability in the presence of variable coefficients (Q300891)

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Numerical stability in the presence of variable coefficients
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    Numerical stability in the presence of variable coefficients (English)
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    29 June 2016
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    The paper concerns the stable discretization of linear partial differential equation with time varying coefficients as applicable to finite differences, finite element methods, finite volumes or spectral collocation.The paper is restricted to convection-diffusion equations with Dirichlet boundary conditions and the discretization is done for finite differences only. The paper demonstrates that the banded skew symmetric differentiation matrix implies the stability of solutions. Several lemmas and theorems are proved for the necessary and sufficient conditions on the non-uniformity of the grids and the stability of the solutions.
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    finite difference methods
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    stability
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    skew-symmetric differentiation matrices
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    order conditions
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    convection-diffusion equations
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