Stability of 2D FTCS scheme for a system of hyperbolic first order

PDE
Luis Salgueiro
September 11, 2015

The system of equations are:

t + ux + wy = 0
g
t + ux + wy = x
0

(1)
(2)

FTCS discretization...

U
W
n
n
n
(i+1,j
i1,j
)
(n
i,j1
)
2
2 i,j+1

W
n
n
n
n
i1,j
)
( n
i,j1
) + g(i+1,j
i1,j
)
2 i,j+1

n+1
n
ij
= ij

n+1
n
ij
= ij

U
( n
2 i+1,j

(3)
(4)

= wt and g = gt
= ut ; W
where: U
x
y
0 x
Performing the Von Neumanns stability analisis we have:
n
n I
i1,j
= i,j
e

n
n I
i1,j
= i,j
e

n
n I
i,j1
= i,j
e

n
n I
i,j1
= i,j
e

Portanto temos:

U
W
n I
n I
n I
(i,j
e i,j
e
)
(n eI i,j
e )
2
2 i,j

U
W
n
n I
n I
n I
n I
n I
= ij
(i,j
e i,j
e
)
( n eI i,j
e ) + g(i,j
e i,j
e
)
2
2 i,j
n+1
n
ij
= ij

n+1
ij

Putting in a matrix-like X n+1 = GX n , evaluating in the point (i, j)

 n+1  
  n
sin + W
sin )

1 I(U
0

=
n+1

2
g I sin
1 I(U sin + W sin )
n

(5)
(6)

(7)

So, matrix G is:


G=


sin + W
sin )
1 I(U
0
sin + W
sin )
2
g I sin
1 I(U

Now, trying to get the eigenvalues() from the matrix G, i.e, det(G I) = 0


sin + W
sin )
1 I(U
0
p() =
sin + W
sin ) = 0
2
g I sin
1 I(U
sin + W
sin )][(1 ) I(U
sin + W
sin )] = 0
p() = [(1 ) I(U
sin + W
sin )
Be Q = (1 ) and M = (U

(8)

(9)
(10)

p(Q) = Q2 2IQM M 2 = 0
Solving the equation we have the solution:
Q = IM
sin + W
sin )
1 = I(U
Finally
sin + W
sin )
= 1 I(U
To be stable, the condition is that || < 1, so:
q
sin + W
sin )][1 + I(U
sin + W
sin )] < 1
|| = [1 I(U
sin + W
sin )2 < 1
[1 + (U
And,... now Im lost... jaja

(11)