Symmetric hyperbolic difference schemes and matrix problems

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Abstract

Sufficient conditions for the stability of multidimensional finite difference schemes are difficult to obtain. It is shown that for special families of amplification matrices G (A, B) a sufficient condition for power boundedness can be obtained by replacing the matrices by appropriate scalars, and so the problem is reduced to a scalar one. As one application it is shown that the Lax-Wendroff scheme in two dimensions is stable if |Au| 2 3 + |Bu| 2 3 ≤ 1 for all real unit vectors u. The Lax- Wendroff scheme with stabilizer does not always permit such large time steps. It is conjectured that the analysis for all symmetric hyperbolic schemes can be reduced to the scalar case.

Original languageEnglish
Pages (from-to)109-129
Number of pages21
JournalLinear Algebra and Its Applications
Volume16
Issue number2
DOIs
StatePublished - 1977
Externally publishedYes

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