Numerical Partial Differential Equation

49 Views Asked by At

The solution of the difference diagram for some partial differential equations from the Fourier transform and Fourier analysis can be written in ${U_{n}}^{k}=q^{k}e^{in\xi}$ form. The condition for Von Neumann stability analysis is that $|q|\leq1$. Then we can say that the difference scheme is stable. If this inequality is satisfied under a certain condition, this difference scheme is called conditional stable difference scheme. $$\frac{{U_{n}}^{k+1}-2{U_{n}}^{k}+{U_{n}}^{k-1}}{\tau^2}=\frac{1}{2}\frac{{U_{n+1}}^{k}-2{U_{n}}^{k}+{U_{n-1}}^{k}}{h^2}+\frac{1}{4}\left(\frac{{U_{n+1}}^{k+1}-2{U_{n}}^{k+1}+{U_{n-1}}^{k+1}}{h^2}+\frac{{U_{n+1}}^{k-1}-2{U_{n}}^{k-1}+{U_{n-1}}^{k-1}}{h^2}\right)+f(t_{k},x_{n})$$ $$ {U_{n}}^{0}=\phi(x_{n}),\frac{{U_{n}}^{1}-{U_{n}}^{0}}{\tau}=\gamma(x_{n})+\frac{\tau}{2}(\phi_{xx}(x_{n})+f(0,x_{n})), 0\leq n\leq M $$ $$ {U_{0}}^{k}={U_{m}}^{k}, 0\leq k\leq N $$ I tried to apply Von Neumann stability analysis for the difference scheme of the second order hyperbolic differential equation above: enter image description here.

But I don't know how to comment about $q$