On the stability of explicit finite difference methods for advection–diffusion equations
On the stability of explicit finite difference methods for advection–diffusion equations
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DOI:
10.1002/num.22897
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发表时间:
2020-06
影响因子:
3.9
通讯作者:
Xianyi Zeng;M. K. Hasan
中科院分区:
文献类型:
--
作者:
Xianyi Zeng;M. K. Hasan
In this article we study the stability of explicit finite difference discretization of advection–diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability of the system of ordinary differential equations that is obtained by discretizing the ADE in space and then extends to fully discretized methods in combination with explicit Runge–Kutta methods. In particular, we prove that all stable semi‐discretization of the ADE leads to a conditionally stable fully discretized method as long as the time‐integrator is at least first‐order accurate, whereas high‐order spatial discretization of the advection equation cannot yield a stable method if the temporal order is too low. In the second half of the article, the analysis and the stability results are extended to a partially dissipative wave system, which serves as a model for common practice in many fluid mechanics applications that incorporate a viscous stress in the momentum equation but no heat dissipation in the energy equation. Finally, the major theoretical predictions are verified by numerical examples.