Stability restrictions on time-stepsize for numerical integration of first-order partial differential equations (Q790602)

The stability properties of the ''step-by-step'' integration method for the problem \(\partial c/\partial t=u(x,y,t)\partial c/\partial x+v(x,y,t)\partial c/\partial y, x\in [0,2\pi], y\in [0,2\pi], t\in [0,T], c(x,y,0)=f(x,y), c(0,y,t)=c(2\pi,y,t), c(x,0,t)=c(x,2\pi,t)\) are investigated. The problem is transformed into a system of ordinary differential equations by using truncated Fourier series in the discretization of the space derivatives. This system is solved by the ''step-by-step'' integration method. Some bounds for the time-stepsize are derived. Numerical results are carried out. Finally, the possibility of using variable stepsize, variable formula time-integration is discussed.