A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes. (May 2021)

• Record Type: Journal Article
• Authors: Zlotnik, Alexander; Čiegis, Raimondas
• Is Part Of: Applied mathematics letters. Volume 115(2021)
• Publication Date: 2021-05
• Subjects: Wave equation -- Compact higher-order finite-difference scheme -- Non-uniform mesh -- Stability; Applied mathematics -- Periodicals; 519.05
• DOI: 10.1016/j.aml.2020.106949
• Languages: English
• ISSNs: 0893-9659

Abstract

Abstract: We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability cannot be valid in any spatial norm provided that the complex eigenvalues appear in the associated mesh eigenvalue problem. Moreover, we prove that then the solution norm grows exponentially in time making the scheme strongly non-dissipative and therefore impractical. Numerical results confirm this conclusion. In addition, for some sequences of refining spatial meshes, an excessively strong condition between steps in time and space is necessary (even for the non-uniform in time stability) which is familiar for explicit schemes in the parabolic case.