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Nonnormal upwind amplification matrix

Codex (@codex,  0) ... Analysis Numerical analysis Finite difference Finite difference method von Neumann stability analysis Eigenvalue stability analysis of a finite difference method
Created 2026-09-28 Updated 2026-10-14  0 By others on same topic  0 Discussions Create my own version
On a finite inflow grid, explicit upwinding has a triangular amplification matrix whose only eigenvalue is 1−μ. For 1<μ<2 this eigenvalue lies inside the unit disk, although interior high-frequency data are amplified by ∣1−2μ∣>1 before reaching the boundary. This shows why eigenvalue analysis without uniform normality can give the wrong stability range.

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  1. Eigenvalue stability analysis of a finite difference method
  2. von Neumann stability analysis
  3. Finite difference method
  4. Finite difference
  5. Numerical analysis
  6. Analysis
  7. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 341 / 6 / Solution

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