Stability Analysis

Q1.
∂u ∂u
Consider the solution of the following template 1 –D wave equation: +c =0
∂t ∂x
Using a modified FTCS scheme, in which the term uin for time discretization is expressed

as uiu = ( uiu+1 + uiu−1 ) , where the index ‘i’ represents spatial discretization where as the
1
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 − uin−1
+C =0
∆t 2∆x
uin +1 − ( uin+1 + uin−1 )
1
un − un
+ C i +1 i −1 = 0 (Given that uiu = ( uiu+1 + uiu−1 ) , )
2 1
∆t 2∆x 2
C ∆t
uin +1 − ( uin+1 + uin−1 ) + ( ui +1 − uin−1 ) = 0 ( where Co =
1 Co n
or, )
2 2 ∆x
 1 Co  n  1 Co 
or, uin +1 = uin+1  −  + ui −1  + 
2 2  2 2 
Let u ( x, t ) = eα t e jkx
The above equation becomes
jk x +∆x  1 Co  α t jk ( x −∆x )  1 Co 
e ( ) e jkx = eα t e ( )  −
α t +∆t
+e e  + 
2 2  2 2 
e ( )
α t +∆t
 1 Co  − jk ∆x  1 Co 
or, αt
= e jk ∆x  − +e  + 
e 2 2  2 2 
α ( t +∆t )
e  1 Co  − jθ  1 Co 
or, = e jθ  −
αt +e  +  where θ = k ∆x
e 2 2  2 2 
e ( )
α t +∆t
 1 Co   1 Co 
or, αt
= ( cos θ + j sin θ )  −  + ( cos θ − j sin θ )  +  = A (say)
e 2 2  2 2 
Thus, A = cos θ − Coj sin θ
For stability,
A = cos 2 θ + Co 2 sin 2 θ ≤ 1
or, cos 2 θ + Co 2 sin 2 θ ≤ 1
or, cos 2 θ + Co 2 sin 2 θ ≤ cos 2 θ + sin 2 θ
or, ( Co2 − 1) sin 2 θ ≤ 1
or, Co 2 ≤ 1
or, Co ≤ 1