Accuracy and stability of the hyperbolic model time integration scheme revisited

Fuente: arXiv
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Main Author: Botchev, Mikhail A.
Format: Preprint
Published: 2025
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_version_ 1866909881895747584
author Botchev, Mikhail A.
author_facet Botchev, Mikhail A.
contents The hyperbolic model (HM) time integration scheme tackles parabolic problems by adding a small artificial second order time derivative term. Described by Samarskii in his 1971 book, the scheme reappeared as the generalized Du Fort-Frankel scheme in a 1976 paper by Gottlieb and Gustafsson. In this note we revisit accuracy and stability properties of the scheme. In particular, we show that the stability condition, formulated by Samarskii based on operator inequalities, coincides with the requirement that the eigenvalues of the amplification matrix (the stability function operator) are smaller than one in absolute value. However, under this condition, the norm of this matrix may exceed one and this, as recently pointed out by Corem and Ditkowski (2012), may corrupt convergence of the scheme. Hence, we also discuss whether this eventual stability lack can be detected and mitigated in practice.
format Preprint
id arxiv_https___arxiv_org_abs_2511_00557
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Accuracy and stability of the hyperbolic model time integration scheme revisited
Botchev, Mikhail A.
Numerical Analysis
Computational Physics
65M20, 65L04, 65L20
The hyperbolic model (HM) time integration scheme tackles parabolic problems by adding a small artificial second order time derivative term. Described by Samarskii in his 1971 book, the scheme reappeared as the generalized Du Fort-Frankel scheme in a 1976 paper by Gottlieb and Gustafsson. In this note we revisit accuracy and stability properties of the scheme. In particular, we show that the stability condition, formulated by Samarskii based on operator inequalities, coincides with the requirement that the eigenvalues of the amplification matrix (the stability function operator) are smaller than one in absolute value. However, under this condition, the norm of this matrix may exceed one and this, as recently pointed out by Corem and Ditkowski (2012), may corrupt convergence of the scheme. Hence, we also discuss whether this eventual stability lack can be detected and mitigated in practice.
title Accuracy and stability of the hyperbolic model time integration scheme revisited
topic Numerical Analysis
Computational Physics
65M20, 65L04, 65L20
url https://arxiv.org/abs/2511.00557