Stability of a numerical method

ID: stability-of-a-numerical-method

For a numerical evolution, stability means that perturbations of the initial data and forcing remain bounded over a fixed time interval, with a bound independent of the discretization parameters. For a linear homogeneous recurrence, a mesh-uniform bound on powers of its update matrix provides this estimate. Von Neumann stability analysis and the energy method are two complementary ways to establish it.

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