Forward Euler stability for centered advection-diffusion

ID: forward-euler-stability-for-centered-advection-diffusion

For on the whole line, apply centered differences in space and the Forward Euler method in time. With and , the amplification factor is
Putting gives
For , the affine expression in braces is nonpositive on exactly when and . Hence Von Neumann stability analysis gives
These conditions are weaker than requiring every stencil weight to be nonnegative; stability in the discrete L2 norm need not imply monotonicity.

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