Sufficient stability criteria and uniform stability of difference schemes (Q5928915)

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scientific article; zbMATH DE number 1584523
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    Sufficient stability criteria and uniform stability of difference schemes
    scientific article; zbMATH DE number 1584523

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      Sufficient stability criteria and uniform stability of difference schemes (English)
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      21 March 2002
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      Cauchy problem
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      systems of linear differential equations
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      constant coefficients
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      stability
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      difference schemes
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      von Neumann criterion
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      The authors study the Cauchy problem for systems of linear differential equations with constant coefficients NEWLINE\[NEWLINE{\partial U\over\partial t}= P\Biggl({\partial\over\partial x}\Biggr) U,\quad t>0,\quad U(x, 0)= U_0(x),NEWLINE\]NEWLINE where \(U\) is a vector function of \(x\), \(t\). They prove two new criteria for the sufficiency of the Neumann condition for the stability of difference schemes for such systems. The first criterion is that the von Neumann criterion is sufficient for stability if a finite power of the amplification matrix is a uniformly diagonalizable matrix. The second criterion relaxes the uniform diagonalizability for the amplification matrix.NEWLINENEWLINENEWLINEThe authors investigate the satisfaction of the obtained uniform stability criteria for a number of well-known difference schemes for the numerical solution of fluid dynamics problems.NEWLINENEWLINENEWLINEThe paper is carefully written and contains both a thorough mathematical investigation and numerical tests.
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