Matrix method stability and robustness of compact schemes for parabolic PDEs

2022/01/15 by Anindya Goswami, Goswami, Anindya, Kuldip Singh Patel +1
Mathematics · Engineering · Computer Science · #Differential Equations and Numerical Methods #Advanced Numerical Methods in Computational Mathematics #Matrix Theory and Algorithms

paper · pdf · doi:10.48550/arxiv.2201.05854

Abstract

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of tridiagonal Toeplitz matrix, and Gerschgorin circle theorem have been applied to locate the eigenvalues of the amplification matrix. An upper bound on the condition number of a relevant matrix is derived. It is shown to be of order O((δv)/(δz²)), where δv and δz are time and space step sizes respectively. Some numerical illustrations have been added to complement the theoretical findings.

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