Strict Stability of High-Order Compact Implicit Finite-Difference Schemes: The Role of Boundary Conditions for Hyperbolic PDEs, I

• DOI: 10.1006/jcph.2000.6420
• Publication Date: 2002-09-18T09:38:25Z
• Authors: Saul S. Abarbanel; Alina E. Chertock
• Keywords: Finite difference; Compact finite difference

Temporal, or “strict,” stability of approximation to PDEs is much more difficult to achieve than the “classical” Lax stability. In this paper, we present a class of finite-difference schemes for hyperbolic initial boundary value problems in one and two space dimensions that possess the property of strict stability. The approximations are constructed so that all eigenvalues of corresponding differentiation matrix have a nonpositive real part. Boundary conditions are imposed by using penalty-like terms. Fourth- and sixth-order compact implicit finite-difference schemes are constructed and analyzed. Computational efficacy of the approach is corroborated by a series of numerical tests in 1-D and 2-D scalar problems.