Basic HTML version of Foils prepared 15 March 1996

Foil 18 Overview of Stability and Accuracy of Partial Differential Equation Solvers

From Introduction to Physics and Numerics of NAS Benchmarks CPSP713 Case studies in Computational Science -- Spring Semester 1996. by Geoffrey C. Fox


1 Note accuracy determines formally how fast the errors tend to zero as the time step d t tends to zero.
2 Stability determines if the errors build up or reinforce each other as one iterates in time
3 All time differencing schemes are valid representations of equations i.e.
4 reduce to differential equation in limit of dx and d t tend to zero
5 However not all differencing schemes are stable!
6 We can investigate stability for simple linear equations with von Neumann's Analysis
7 Let u(n)j be replaced by u(n)j + e(n)j where:
8 n labels time iteration and j spatial discretization
9 If the equations are linear in u, the e(n)j obeys same equations as u(n)j but with simple (zero) boundary conditions
10 If equation not linear, then this analysis still governs local behavior and gives a stability condition must must be satisfied by linearized equations
  • To linearize something like u ¶ (u) / ¶ t, replace varying u outside derivative by its local value.

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