A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes
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Publication:1996351
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)
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.
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Cited in
(8)- Skew-symmetric difference analogs of the fourth order of approximation of the first derivative
- scientific article; zbMATH DE number 2076859 (Why is no real title available?)
- A ``converse stability condition is necessary for a compact higher order scheme on non-uniform meshes for the time-dependent Schrödinger equation
- On construction and properties of compact 4th order finite-difference schemes for the variable coefficient wave equation
- On compact 4th order finite-difference schemes for the wave equation
- Spectral stability conditions for an explicit three-level finite-difference scheme for a multidimensional transport equation with perturbations
- Stability for the finite difference schemes of the linear wave equation with nonuniform time meshes
- On stability and error bounds of an explicit in time higher-order vector compact scheme for the multidimensional wave and acoustic wave equations
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