A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs
Numerical Analysis
2024-01-30 v3 Numerical Analysis
Computational Finance
Abstract
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The constant coefficient problems are considered as a special case, and the unconditional stability of compact schemes for such case is proved theoretically. The condition number of the amplification matrix is also analyzed, and an estimate for the same is derived. The examples are provided to support the assumption taken to assure stability.
Keywords
Cite
@article{arxiv.2209.02873,
title = {A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs},
author = {Anindya Goswami and Kuldip Singh Patel and Pradeep Kumar Sahu},
journal= {arXiv preprint arXiv:2209.02873},
year = {2024}
}