Stability and accuracy of difference schemes for hyperbolic problems

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For the hyperbolic initial value problem \(\partial u(x,t)/\partial t=c\partial u(x,t)/\partial x\), \(x\in {\mathbb{R}}\), \(t\geq 0\), u(x,0) given, semidiscretizations (discretization in space only) and two-time level fulldiscretizations are considered. After introducing the scaled error constant and the scaled stability interval, accuracy bounds (bounds for order and error constant) for explicit and implicit semidiscretizations are presented. The order star technique is used for their proofs. These results are then lifted to fulldiscretizations. This article is a nice survey on the relationship between accuracy and stability for discretizations of hyperbolic initial value problems. Several results were published earlier (references are given in the article). However, the proofs given here are simpler and more elegant than the earlier ones.











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