Document Type

Article

Publication Date

2017

Abstract

This paper investigates oscillation-free stability conditions of numerical methods for linear parabolic partial differential equations with some example extrapolations to nonlinear equations. Not clearly understood, numerical oscillations can create infeasible results. Since oscillation-free behavior is not ensured by stability conditions, a more precise condition would be useful for accurate solutions. Using Von Neumann and spectral analyses, we find and explore oscillation-free conditions for several finite difference schemes. Further relationships between oscillatory behavior and eigenvalues is supported with numerical evidence and proof. Also, evidence suggests that the oscillation-free stability condition for a consistent linearization may be sufficient to provide oscillation-free stability of the nonlinear solution. These conditions are verified numerically for several example problems by visually comparing the analytical conditions to the behavior of the numerical solution for a wide range of mesh sizes.

Comments

Originally published in ArXiv: Numerical Analysis 1701.04798 (January 2017).

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