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Matrix method stability and robustness of compact schemes for parabolic PDEs

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  • Anindya Goswami
  • Kuldip Singh Patel

Abstract

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of tridiagonal Toeplitz matrix, and Gerschgorin circle theorem have been applied to locate the eigenvalues of the amplification matrix. An upper bound on the condition number of a relevant matrix is derived. It is shown to be of order $\mathcal{O}\left(\frac{\delta v}{\delta z^2}\right)$, where $\delta v$ and $\delta z$ are time and space step sizes respectively. Some numerical illustrations have been added to complement the theoretical findings.

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  • Anindya Goswami & Kuldip Singh Patel, 2022. "Matrix method stability and robustness of compact schemes for parabolic PDEs," Papers 2201.05854, arXiv.org, revised Jan 2024.
    • Handle: RePEc:arx:papers:2201.05854
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