Stability theory for some scalar finite difference schemes: validity of the modified equations approach*

In this paper, we discuss some limitations of the modified equations approach as a tool for stability analysis for a class of explicit linear schemes to scalar partial differential equations. We show that the infinite series obtained by Fourier transform of the modified equation is not always conver...

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Bibliographic Details
Main Authors: Dhaouadi Firas, Duval Emilie, Tkachenko Sergey, Vila Jean-Paul
Format: Article
Language:English
Published: EDP Sciences 2021-01-01
Series:ESAIM: Proceedings and Surveys
Online Access:https://www.esaim-proc.org/articles/proc/pdf/2021/01/proc2107008.pdf
Description
Summary:In this paper, we discuss some limitations of the modified equations approach as a tool for stability analysis for a class of explicit linear schemes to scalar partial differential equations. We show that the infinite series obtained by Fourier transform of the modified equation is not always convergent and that in the case of divergence, it becomes unrelated to the scheme. Based on these results, we explain when the stability analysis of a given truncation of a modified equation may yield a reasonable estimation of a stability condition for the associated scheme. We illustrate our analysis by some examples of schemes namely for the heat equation and the transport equation.
ISSN:2267-3059