A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes

Fuente: arXiv
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Autores principales: Zlotnik, Alexander, Čiegis, Raimondas
Formato: Preprint
Publicado: 2020
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author Zlotnik, Alexander
Čiegis, Raimondas
author_facet Zlotnik, Alexander
Čiegis, Raimondas
contents We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability cannot be valid in any spatial norm provided that the complex eigenvalues appear in the associated mesh eigenvalue problem. Moreover, we prove that then the solution norm grows exponentially in time making the scheme strongly non-dissipative and therefore impractical. Numerical results confirm this conclusion. In addition, for some sequences of refining spatial meshes, an excessively strong condition between steps in time and space is necessary (even for the non-uniform in time stability) which is familiar for explicit schemes in the parabolic case.
format Preprint
id arxiv_https___arxiv_org_abs_2012_01000
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes
Zlotnik, Alexander
Čiegis, Raimondas
Numerical Analysis
65M06, 65M12
We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability cannot be valid in any spatial norm provided that the complex eigenvalues appear in the associated mesh eigenvalue problem. Moreover, we prove that then the solution norm grows exponentially in time making the scheme strongly non-dissipative and therefore impractical. Numerical results confirm this conclusion. In addition, for some sequences of refining spatial meshes, an excessively strong condition between steps in time and space is necessary (even for the non-uniform in time stability) which is familiar for explicit schemes in the parabolic case.
title A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes
topic Numerical Analysis
65M06, 65M12
url https://arxiv.org/abs/2012.01000