Transition probability coefficients and the stability of finite difference schemes for the diffusion and Telegraphers' equations

2002 ◽  
Vol 15 (3) ◽  
pp. 243-249 ◽  
Author(s):  
Michal J. Malachowski
Keyword(s):  
Finite Difference ◽  
Transition Probability ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
The Stability

Stability of Finite-difference Schemes for Semilinear Multidimensional Parabolic Equations

2012 ◽  
Vol 12 (3) ◽  
pp. 289-305 ◽  
Author(s):  
Bosko Jovanovic ◽  
Magdalena Lapinska-Chrzczonowicz ◽  
Aleh Matus ◽  
Piotr Matus
Keyword(s):  
Finite Difference ◽  
Parabolic Equations ◽  
Blow Up ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Nonlinear Odes ◽  
The Stability ◽  
Initial Boundary Value

Abstract Abstract — We have studied the stability of finite-difference schemes approximating initial-boundary value problem (IBVP) for multidimensional parabolic equations with a nonlinear source of a power type. We have obtained simple sufficient input data conditions, in which the solutions of differential and difference problems are globally bounded for all t. It is shown that if these conditions are not satisfied, then the solution can blow-up (go to infinity) in finite time. The lower bound of the blow-up time has been determined. The stability of the difference solution has been proven. In all cases, we used the method of energy inequalities based on the application of the Chaplygin comparison theorem for nonlinear ODEs, Bihari-type inequalities and their discrete analogs.

scholarly journals Analysis and optimization of higher order explicit finite-difference schemes for the advection stage implementation in the lattice Boltzmann method

2017 ◽  
pp. 227-246
Author(s):  
Г.В. Кривовичев ◽  
Е.С. Марнопольская
Keyword(s):  
Finite Difference ◽  
Lattice Boltzmann ◽  
Kinetic Equations ◽  
Difference Schemes ◽  
Numerical Dispersion ◽  
Finite Difference Schemes ◽  
Maximum Function ◽  
Driven Cavity ◽  
Explicit Finite Difference ◽  
The Stability

Статья посвящена анализу и оптимизации явных разностных схем для решения уравнений переноса, возникающих на этапе адвекции метода расщепления по физическим процессам. Метод может применяться как для решеточных уравнений Больцмана, так и при решении кинетических уравнений общего вида. Рассматриваются схемы второго-четвертого порядков аппроксимации. Для уменьшения эффектов численных диссипации и дисперсии используются схемы с параметром. С использованием метода фон Неймана и полиномиальной аппроксимации границ областей устойчивости получены условия устойчивости схем в виде неравенств на значения параметра Куранта. Оптимальные значения параметра для регулирования диссипативных и дисперсионных эффектов предлагается находить посредством решения задач минимизации функций максимума. Схемы с оптимальными значениями параметра применяются при решении тестовых задач - для одномерного и двумерного уравнений переноса, а также при применении метода расщепления к решению задачи о течении в каверне с подвижной крышкой. This paper is devoted to the analysis and optimization of explicit finite-difference schemes for solving the transport equations arising at the advection stage in the method of splitting into physical processes. The method can be applied to the lattice Boltzmann equations and to the kinetic equations of general type. The second-to-fourth order schemes are considered. In order to minimize the effect of numerical dispersion and dissipation, the parametric schemes are used. The Neumann method and the polynomial approximation of the boundaries of stability domains are employed to obtain the stability conditions in the form of inequalities imposed on the Courant parameter. The optimal values of the parameter used to control the dissipation and dispersion effects are found by minimizing the maximum function. The schemes with optimal parameters are applied for the numerical solution of 1D and 2D advection equations and for the problem of lid-driven cavity flow.

scholarly journals Stability of Finite Difference Schemes on Irregular Meshes for Von Foerster-Type 1-D Equations

2007 ◽  
Vol 14 (4) ◽  
pp. 793-805
Author(s):  
Piotr Zwierkowski
Keyword(s):  
Finite Difference ◽  
Initial Value Problem ◽  
Difference Schemes ◽  
Spatial Variable ◽  
Finite Difference Schemes ◽  
Initial Value ◽  
One Dimensional ◽  
Irregular Meshes ◽  
The Stability

Abstract We consider a generalized von Foerster equation in one dimensional spatial variable and construct finite difference schemes for the initial value problem. The stability of finite difference schemes on irregular meshes generated by characteristics is studied.

scholarly journals THE STABILITY CONDITIONS OF FINITE DIFFERENCE SCHEMES FOR SCHRÖDINGER, KURAMOTO‐TSZUKI AND HEAT EQUATIONS

1998 ◽  
Vol 3 (1) ◽  
pp. 177-194 ◽  
Author(s):  
M. Radžiūnas ◽  
F. Ivanauskas
Keyword(s):  
Finite Difference ◽  
Initial Boundary ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Heat Equations ◽  
Initial Boundary Value Problems ◽  
L2 Norm ◽  
The Stability ◽  
Conditions Of Stability ◽  
Initial Boundary Value

We consider various finite difference schemes for the first and the second initial‐boundary value problems for linear Kuramoto‐Tsuzuki, heat and Schrödinger equations in d‐dimensional case. Using spectral methods, we find the conditions of stability on initial data in the L2 norm.

scholarly journals Stability analysis of finite difference schemes for an advection diffusion equation

2017 ◽  
Vol 29 (2) ◽  
pp. 143-151 ◽  
Author(s):  
TMAK Azad ◽  
LS Andallah
Keyword(s):  
Stability Analysis ◽  
Finite Difference ◽  
Diffusion Equation ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Time Step ◽  
Advection Diffusion Equation ◽  
Advection Diffusion ◽  
The Stability ◽  
Stability Results

The paper studies stability analysis for two standard finite difference schemes FTBSCS (forward time backward space and centered space) and FTCS (forward time and centered space). One-dimensional advection diffusion equation is solved by using the schemes with appropriate initial and boundary conditions. Numerical experiments are performed to verify the stability results obtained in this study. It is found that FTCS scheme gives better point-wise solutions than FTBSCS in terms of time step selection.Bangladesh J. Sci. Res. 29(2): 143-151, December-2016

scholarly journals ON CONSTRUCTION AND ANALYSIS OF FINITE DIFFERENCE SCHEMES FOR PSEUDOPARABOLIC PROBLEMS WITH NONLOCAL BOUNDARY CONDITIONS

2014 ◽  
Vol 19 (2) ◽  
pp. 281-297 ◽  
Author(s):  
Raimondas Čiegis ◽  
Natalija Tumanova
Keyword(s):  
Finite Difference ◽  
Boundary Conditions ◽  
Difference Scheme ◽  
Finite Difference Scheme ◽  
Nonlocal Boundary ◽  
Nonlocal Boundary Conditions ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Two Dimensional ◽  
The Stability

In this paper the one- and two-dimensional pseudoparabolic equations with nonlocal boundary conditions are approximated by the Euler finite difference scheme. In the case of classical boundary conditions the stability of all schemes is investigated by the spectral method. Stability regions of finite difference schemes approximating pseudoparabolic problem are compared with the stability regions of the classical discrete parabolic problem. These results are generalized for problems with nonlocal boundary conditions if a matrix of the finite difference scheme can be diagonalized. For the two-dimensional problem an efficient algorithm is constructed, which is based on the combination of the FFT method and the factorization algorithm. General stability results, known for the three level finite difference schemes, are applied to investigate the stability of some explicit approximations of the two-dimensional pseudoparabolic problem with classical boundary conditions. A connection between the energy method stability conditions and the spectrum Hurwitz stability criterion is shown. The obtained results can be applied for pseudoparabolic problems with nonlocal boundary conditions, if a matrix of the finite difference scheme can be diagonalized.

A stability checking procedure for finite-difference schemes with boundary conditions in acoustic media

1989 ◽  
Vol 79 (5) ◽  
pp. 1601-1606
Author(s):  
Aladin H. Kamel
Keyword(s):  
Finite Difference ◽  
Boundary Conditions ◽  
Stability Condition ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Neumann Condition ◽  
Time Behavior ◽  
Von Neumann ◽  
The Stability ◽  
Stability And Accuracy

Abstract The manner in which boundary conditions are approximated and introduced into finite-difference schemes has an important influence on the stability and accuracy of the results. The standard von Neumann stability condition applies only for points which are not in the vicinity of the boundaries. This stability condition does not take into consideration the effects caused by introducing the boundary conditions to the scheme. In this paper, we extend the von Neumann condition to include boundary conditions. The method is based on studying the time propagating matrix which governs the space-time behavior of the numerical grid. Examples of applying the procedure on schemes with different boundary conditions are given.

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