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Compact semidiscrete nine-point diffusion (Mh​U˙=Lh​U)

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Mehrstellen method
2026-10-14  0 By others on same topic  0 Discussions Create my own version
On a square grid, let Ch​ sum the four axial neighbors and Kh​ the four diagonal neighbors. With Mh​=2I/3+Ch​/12 and Lh​=(−10I/3+2Ch​/3+Kh​/6)/h2, the method of lines has fourth-order normalized spatial numerical consistency. Its mass symbol is (4+cosξ+cosη)/6≥1/3, and its diffusion symbol is [−10+4(cosξ+cosη)+2cosξcosη]/(3h2)≤0. Every continuous-time mode therefore contracts, and Parseval identity gives mesh-independent discrete L2 stability. No time-step restriction is involved until a time integrator is selected.

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  1. Mehrstellen method
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  • Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 69 / 1 / a / Solution

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