Stability Condition for Difference Schemes for Parabolic Systems

DOI10.1137/S0036142998348182MaRDI QIDQ4509695zbMATH OpenOpenAlexFDO

Authors Weiwei Sun, Guangwei Yuan

Publication date 19 October 2000

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0036142998348182

zbMATH Keywords

finite difference methodmultidimensional parabolic systemnumerical examplestabilitytheta method

Mathematics Subject Classification ID

Initial value problems for second-order parabolic systems (35K45) 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)

Review text

The authors consider the numerical solution to a multidimensional parabolic system of linear second-order partial differential equation. The approximation in time is a one-step-\(\theta\)-scheme whereas centered differences are used for the spatial discretization. The main result is a criterion for \(L^2\)-stability in terms of the ratios \(\Delta t/\Delta x^2_i\), where \(\Delta t\) is the time step and \(\Delta x_i\) is the spatial mesh size in the \(i\)th direction. The condition given by the authors is somewhat less restrictive than the one given by \textit{M. Goldberg} [SIAM J. Numer. Anal. 35, No. 2, 478-493 and No. 5, 1995-2003 (1998; Zbl 0915.65100 and Zbl 0941.65088)]. For a summary of \textit{M. Goldberg's} results, cf. also [Appl. Numer. Math. 33, No. 1-4, 509-515 (2000; Zbl 0967.65097)]. Finally, the authors show the optimality of their stability condition by considering an example.

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