Stability boundaries of difference schemes

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 following two-layer and three-layer operator-difference schemes are considered: \[ By_t+Ay=0,\quad By_{\overset{\circ}{t}}+\tau^2y_{\overline tt}+Ay=0, \tag{1} \] where \(y=y_n=y(t_n)\in H\) is a function of discrete argument \(t_n=n\tau\) with values in finite-dimensional linear space \(H\), \(n=0,1,\dots\), \(\tau>0\), and \(A\), \(B\), \(R\) are linear operators acting in \(H\). Here we denote \(y_t=(y_{n+1}-y_n)/\tau\), \(y_{\overline t}=(y_n-y_{n-1})/\tau\), \(y_{\overset{\circ}{t}}=(y_{n+1}-y_{n-1})/(2\tau)\), \(y_{\overline tt}=(y_{t}-y_{\overline t})/\tau\). Stability is investigated in the norms \(\|y\|_D=\sqrt{(Dy,y)}\) induced by a self-adjoint positive operator \(D\colon H\to H\). Lack of growth of the difference solution norm \(\|y(t_n)\|_D\) in time \(t=t_n\) is understood as stability in the space \(H_D\). For operator-difference schemes of the form (1) a priori estimates of stability in various energetic norms are obtained. On the basis of a priori estimates of stability the authors give a numerical construction of stability boundaries of the difference schemes with variable weight factors for the two-dimensional heat equation and the wave equation. The curve dividing the domains of stability and instability is understood as a boundary of stability for the difference scheme.

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