Gershgorin stability bound for a variable-coefficient diffusion stencil

ID: gershgorin-stability-bound-for-a-variable-coefficient-diffusion-stencil

A symmetric conservative five-point diffusion matrix has row center and radius at most , where is the sum of its four nonnegative edge coefficients. If every coefficient is at most , its eigenvalues lie in . Forward Euler is therefore stable when .

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