CFL necessity for explicit Engquist-Osher stability
ID: cfl-necessity-for-explicit-engquist-osher-stability
Monotonicity of the explicit update requires on its invariant state interval. Convexity and a unique sonic point of a scalar flux do not remove this time-step restriction. For , linearization about a positive constant gives an upwind finite difference scheme for advection equation: , where . At Fourier frequency the multiplier is , whose modulus exceeds one when . Thus a CFL condition is essential to the claimed nonlinear stability.
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