arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.07799math.NAcs.NA
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对流-扩散方程显式有限差分法的稳定性

On the Stability of Explicit Finite Difference Methods for Advection-Diffusion Equations

Xianyi Zeng, Md Mahmudul Hasan

摘要:

本文研究了线性对流-扩散方程在直线法下任意精度的显式差分离散的稳定性。分析首先集中在常微分方程(ODE)的系统的稳定性,该系统通过在空间中离散ADE而获得,然后扩展到完全离散化的方法,其中显式龙格-库塔法用于集成ODE系统。特别是,它被证明,所有稳定的半离散化的ADE产生一个条件稳定的完全离散化的方法,如果时间积分至少是一阶精度,而高阶空间离散化的平流方程不能产生一个稳定的方法,如果时间顺序太低。在本文的后半部分,我们将分析扩展到部分耗散波系统,并获得了半离散和全离散方法的稳定性结果。最后,主要的理论预测进行了数值验证。

英文摘要:

In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability of the system of ordinary differential equations (ODE) that is obtained by discretizing the ADE in space and then extends to fully discretized methods where explicit Runge-Kutta methods are used for integrating the ODE system. In particular, it is proved that all stable semi-discretization of the ADE gives rise to a conditionally stable fully discretized method if the time-integrator is at least first-order accurate, whereas high-order spatial discretization of the advection equation cannot yield a stable method if the temporal order is too low. In the second half of this paper, we extend the analysis to a partially dissipative wave system and obtain the stability results for both semi-discretized and fully-discretized methods. Finally, the major theoretical predictions are verified numerically.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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