Abstract
We consider the stability of difference schemes for the solution of the initial boundary value problem for the equation u//t equals (A(x, t)u//x)//x plus B(x, t)u//x plus C(x, t)u plus f(x, t), where u, A, B, C and f are complex valued functions. Using energy methods, we establish the stability of a general two level scheme which includes Euler's method, Crank-Nicolson's method and the backward Euler method. If the coefficient A(x, t) is purely imaginary, the explicit Euler method is unconditionally unstable. For this case, we propose a new scheme with appropriately chosen artificial dissipation, which we prove to be conditionally stable.
Original language | English (US) |
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Pages (from-to) | 336-349 |
Number of pages | 14 |
Journal | SIAM Journal on Numerical Analysis |
Volume | 24 |
Issue number | 2 |
DOIs | |
State | Published - 1987 |
Externally published | Yes |
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics
- Numerical Analysis