The stability of numerical boundary treatments for compact high-order finite-difference schemes

摘要

The stability characteristics of various compact fourth and sixth order spatial operators are assessed using the theory of Gustafsson, Kreiss and Sundstrom (G-K-S) for the semi-discrete Initial Boundary Value Problem (IBVP). These results are then generalized to the fully discrete case using a recently developed theory of Kreiss. In all cases, favorable comparisons are obtained between the G-K-S theory, eigenvalue determination, and numerical simulation. The conventional definition of stability is then sharpened to include only those spatial discretizations that are asymptotically stable. It is shown that many of the higher order schemes which are G-K-S stable are not asymptotically stable. A series of compact fourth and sixth order schemes, which are both asymptotically and G-K-S stable for the scalar case, are then developed.