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Stability of a two-parameter implicit-explicit diffusion scheme

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Von Neumann stability analysis
2026-10-03  0 By others on same topic  0 Discussions Create my own version
For the scheme
(aI−4μ−c​L)un+1=(aI+4μ+c​L)un,
(1)
where L=[1,−2,1] is the Dirichlet second-difference matrix and μ>0, the modal amplification factor is
G(s)=a+(μ−c)sa−(μ+c)s​,0<s<1.
(2)
Mesh-uniform stability holds exactly when
a≥0,c≤a.
(3)
For consistency with ut​=uxx​ under the displayed normalization one additionally chooses a=1/2; stability then requires c≤1/2.

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  1. Von Neumann stability analysis
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  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 40C / b / Solution

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