Stability Analysis

Q1.

u
u
+c
=0
t
x
Using a modified FTCS scheme, in which the term uin for time discretization is expressed
1
as uiu = ( uiu+1 + uiu1 ) , where the index i represents spatial discretization where as the
2
superscript n represents temporal discretization. Examine the numerical stability of this
scheme using von- Neumann stability analysis.
Solution
u
u
+C
=0
t
x
Discretizatizing using FTCS scheme,
uin +1 uin
uin+1 uin1
+C
=0
t
2x
1
uin +1 ( uin+1 + uin1 )
un un
1
2
+ C i +1 i 1 = 0 (Given that uiu = ( uiu+1 + uiu1 ) , )
t
2x
2
1
Co n
C t
or,
uin +1 ( uin+1 + uin1 ) +
ui +1 uin1 ) = 0 ( where Co =
)
(
2
2
x
1 Co n 1 Co
or,
uin +1 = uin+1
+ ui 1 +

2 2
2 2
Let u ( x, t ) = e t e jkx
The above equation becomes
Co t jk ( x x ) 1 Co
t +t
jk x +x 1
e ( ) e jkx = e t e ( )
+e e
+

2 2
2 2
t +t
e ( )
1 Co jk x 1 Co
or,
= e jk x
+e
+

t
e
2 2
2 2

Consider the solution of the following template 1 D wave equation:

( t +t )

1 Co j 1 Co
= e j
+e +
where = k x
e
2 2
2 2
t +t
e ( )
1 Co
1 Co
or,
= ( cos + j sin )
+ ( cos j sin ) +
= A (say)
t
e
2 2
2 2
Thus, A = cos Coj sin
For stability,

or,

A = cos 2 + Co 2 sin 2 1
or,
or,
or,

cos 2 + Co 2 sin 2 1
cos 2 + Co 2 sin 2 cos 2 + sin 2
( Co2 1) sin 2 1

or,
or,

Co 2 1
Co 1