A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes

DOI10.1016/J.AML.2020.106949zbMATH Open1466.65088arXiv2012.01000OpenAlexW3112759594MaRDI QIDQ1996351FDOQ1996351

Alexander Zlotnik, Raimondas Čiegis

Publication date: 4 March 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Abstract: We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability cannot be valid in any spatial norm provided that the complex eigenvalues appear in the associated mesh eigenvalue problem. Moreover, we prove that then the solution norm grows exponentially in time making the scheme strongly non-dissipative and therefore impractical. Numerical results confirm this conclusion. In addition, for some sequences of refining spatial meshes, an excessively strong condition between steps in time and space is necessary (even for the non-uniform in time stability) which is familiar for explicit schemes in the parabolic case.

Full work available at URL: https://arxiv.org/abs/2012.01000

Recommendations

• On compact high order finite difference schemes for linear Schrödinger problem on non-uniform meshes
• High order finite difference methods for the wave equation with non-conforming grid interfaces
• An improved high order finite difference method for non-conforming grid interfaces for the wave equation
• High-order compact schemes for nonlinear dispersive waves
• scientific article; zbMATH DE number 7108315
• High order compact finite difference schemes for linear wave equations
• scientific article
• An unconditionally convergent and linearized compact finite difference scheme for the nonlinear Schrödinger equation with a dissipative term
• A compact finite difference scheme on a non-equidistant mesh
• A high order compact time/space finite difference scheme for the 2D and 3D wave equation with a damping layer

zbMATH Keywords

stabilitywave equationnon-uniform meshcompact higher-order finite-difference scheme

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06)

Cites Work

• High order compact finite difference schemes on nonuniform grids
• Variable mesh methods for the numerical solution of two-point singular perturbation problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Numerov-Crank-Nicolson scheme on a non-uniform mesh for the time-dependent Schrödinger equation on the half-axis
• A ``converse stability condition is necessary for a compact higher order scheme on non-uniform meshes for the time-dependent Schrödinger equation
• Compact high order accurate schemes for the three dimensional wave equation
• A compact high order alternating direction implicit method for three-dimensional acoustic wave equation with variable coefficient

Cited In (6)

• Skew-symmetric difference analogs of the fourth order of approximation of the first derivative
• On construction and properties of compact 4th order finite-difference schemes for the variable coefficient wave equation
• Title not available (Why is that?)
• Spectral stability conditions for an explicit three-level finite-difference scheme for a multidimensional transport equation with perturbations
• On stability and error bounds of an explicit in time higher-order vector compact scheme for the multidimensional wave and acoustic wave equations
• ON COMPACT 4TH ORDER FINITE-DIFFERENCE SCHEMES FOR THE WAVE EQUATION

This page was built for publication: A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1996351)