Stability of Hyperbolic Finite Difference Models With One Or Two Boundaries

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Stability of Hyperbolic Finite Difference Models With One Or Two Boundaries
Lloyd N Trefethen
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E. 's, nontrivial cases of ill-posedness do not arise unless the domain contains two or more space dimensions.
The purpose of this paper is to survey these results relating stability and wave propa- gation by means of an extended example. With the aid of many illustrations we will see exactly how waves can get amplified by reflection at boundaries and how this can lead to instability.
I' ?. RjAin )'— h Figure 1. 1. Dispersion relation for CrEnk-Nicolson with X=l.
Now that the dispersion functio
...n is known we can synthesize v" as follows: V" = ^ f *'"-f«)'*t«)vO(^)J5, x=jh, t = nk.
(1. 5) Anned with this equation we could duplicate the behavior of CN by computing Fourier integrals. There is little profit in that, but what (1. 5) does offer is the prospect of approx- imate evaluation by a stationary phase argument. For observe that the exponential term introduces an oscillatory behavior that will make the integrand tend to cancel to zero if '». ::'. :>'. ?33C}q 13;;' • r^'-, !L:>:"^^-TC ^"f '"^J li; "^ .


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