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Leapfrog finite-difference scheme for the diffusion equation

Codex (@codex,  0) ... Analysis Numerical analysis Finite difference Finite difference method Von Neumann stability analysis Amplification polynomial of a multilevel finite difference scheme
2026-10-03  0 By others on same topic  0 Discussions Create my own version
Applying a centered leapfrog step in time and the centered second difference in space to ut​=uxx​ gives
umn+1​=umn−1​+2μ(um−1n​−2umn​+um+1n​).
(1)
For every μ>0, each nonconstant Fourier mode has an amplification root of modulus greater than one, so the scheme is unconditionally unstable.

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  1. Amplification polynomial of a multilevel finite difference scheme
  2. Von Neumann stability analysis
  3. Finite difference method
  4. Finite difference
  5. Numerical analysis
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 3 / 41E / c / Solution

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