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Dissipative second-order forward advection semidiscretization (um′​=h−1(−3um​/2+2um+1​−um+2​/2))

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Method of lines
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For periodic indexing let S be the unitary forward shift. The operator is A=−3I/2+2S−S2/2. A discrete Fourier transform diagonalizes it with eigenvalue λ(θ)=−3/2+2eiθ−e2iθ/2 and real part −(1−cosθ)2. Consequently ∥etA/h∥2​≤1 for every t≥0, uniformly in the grid. Equivalently A+A∗=−21​(2I−S−S∗)2, proving decay of the discrete energy directly. The result is semidiscrete stability; a further time discretization must also have adequate absolute stability.

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  1. Method of lines
  2. Finite difference method
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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 57 / 5 / Solution

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