Research reports

An Accuracy Barrier for Stable Three-Time-Level DifferenceSchemes for Hyperbolic Equations

by R. Jeltsch and R. A. Renaut and J. H. Smit

(Report number 1995-01)

Abstract
We consider three-time-level difference schemes for the linear constant coefficient advection equation $emu_t=cu_x/em$. In 1985 it was conjectured that the barrier to the local order emp/em of schemes which are stable is given by $[emp \le 2\min/em{emR,S/em}]$. Here emR/em and emS/em denote the number of downwind and upwind points, respectively, in the difference stencil with respect to the characteristic of the differential equation through the update point. Here we prove the conjecture for a class of explicit and implicit schemes of maximal accuracy. In order to prove this result, the existing theory on order stars has to be generalized to the extent where it is applicable to an order star on the Riemann surface of the algebraic function associated with a difference scheme. Proof of the conjecture for all schemes relies on an additional conjecture about the geometry of the order star.

Keywords: scalar advection equation, difference scheme,accuracy, stability, order star, algebraic function, Riemann surface

BibTeX
@Techreport{JRS95_169,
  author = {R. Jeltsch and R. A. Renaut and J. H. Smit},
  title = {An Accuracy Barrier for Stable Three-Time-Level DifferenceSchemes for Hyperbolic Equations},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {1995-01},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports1995/1995-01.pdf },
  year = {1995}
}

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