284 HYPERBOLIC EQUATIONS

true solution has time damping and backward differences are used to
guarantee stability for all mesh ratios m.

PROBLEMS
4-39 Verify the convergence, as h and k -* 0, of the approximate solution, Eqn.
(4-139), to the exact solution, Eqn. (4-138).

4-11 Implicit Methods for Second-Order Equations

In Chapter 2 the stability advantages of implicit finite difference approxima-
tions were discussed with respect to parabolic equations. The same general
observations hold for hyperbolic equations.
For the wave equation utt = uxx, the simplest implicit system is obtained
by approximating utt, as before, by a second central difference centered at
(/, j) while uxx is approximated by the average of two second central
differences, one centered at (/, j + 1) and the other at (/, j - 1). Thus, one
simple implicit approximation takes the form
Uu+l - 2UU+UU_X = > 2 [ ( C / , + 1 , , + 1 - 2Uu+l + 1/,_,., + 1 )
+ (i/, + ,.y-, - 2UiJ_i + !/,_,.,·_,)]. (4-143)
This approximation can also be viewed as arising from the replacement of
uxx I i,j b y t h e expression \(uxx \ iJ+l + uxx \ iJ_l).
The implicit nature of Eqn. (4-143) is easily seen by writing out the
expression to be solved on the (j + 1) line in dependence on values on the two
preceding lines. Thus, one finds the equation
-fn2Ui+Uj+l + 2(1 + m2)UiJ+x - m2^_1>7+1
= AUU + m'U^j., - 2(1 + m2)Uu_x + m 2 ^ , , , · _ , , (4-144)
which, as in Chapter 2, is seen to be suited to bounded space domains but not
for the unbounded domains of pure initial value problems. Suppose that TV
mesh values are to be determined. Upon writing Eqn. (4-144) for each /,
/ = 1, 2 , . . . , N, and inserting the discretized boundary conditions, the tridi-
agonal nature of the system becomes clear. Thus, the Thomas algorithm of
Section 2-3 may be applied to find a noniterative solution. The iterative
methods of Chapter 3 could be used to obtain the solution of this system. In
each row of the matrix, the diagonal coefficient is 2(1 + m2) and the other two
are — m2. Thus, the matrix is diagonally dominant and no difficulty with
iterative solutions is anticipated.
When the Fourier stability method of Section 4-9 is applied—that is, when
Eqn. (4-125) is set into Eqn. (4-143), one finds

(4-145)
 IMPLICIT METHODS FOR SECOND-ORDER EQUATIONS 285

Since | eak | < 1 for any positive value of ra, unrestricted stepwise stability is
obtained (Problem 4-40).
Equation (4-143) is a special case of a general three-level implicit form
obtained by approximating uxx \ ,· . with
h~2[XôfUiJ+l + (1 - 2ë) b2ULj + ë ä , 2 ^ , _ , ] , (4-146)

where ë is a relaxation factor and ä 2 is the operator

àfUlJ=Ui+UJ-2Ul<J+Ul_i<J.

Note that ë = 0 gives the explicit method, ë = \ gives Eqn. (4-143), and ë
= \ is a method discussed by Richtmyer and Morton [26]. By application of
the Fourier method it can be shown that the implicit algorithm, generated by
employing Eqn. (4-146), has unrestricted stability if ë > \.
Von Neumann (cf. O'Brien et al. [27]) introduced the difference equation

k-26]UiJ = h-HfULJ + U(h-2k-26]ojUiJ) (4-147)

as an approximation for the wave equation. When ù = 0, this is the classical

explicit scheme; otherwise, it is an implicit difference equation solvable at each
step by using the tridiagonal algorithm. Von Neumann proved that Eqn.
(4-147) is unconditionally stable if 4ù > 1 and conditionally stable if 4ù < 1
—the stability condition in the latter case being kh~x < (1 - 4 ù ) " 1 / 2 .
Friberg [28] and Lees [29] generalized Von Neumann's result to linear
hyperbolic equations with variable coefficients,
wtt = a(x, t)wxx + b(x, t)wx + c(x, t)wt + d(x, t)w + e(x, t).
(4-148)

In this case, a term identical to the second term on the right-hand side of Eqn.
(4-147) is added. The stability requirements are the same.
The results of Friberg and Lees can be extended to cover the von Neumann
type difference approximation to certain linear multidimensional systems (see
Chapter 5 for additional information in higher dimensions). However, the
linear equations that arise are no longer tridiagonal. Lees [30] develops two
modifications of Eqn. (4-147) for multidimensional hyperbolic systems by
applying the alternating direction procedure to the standard von Neumann
scheme. These modified von Neumann type difference equations are shown to
be unconditionally stable if 4 ù > 1.

PROBLEMS
4-40 Complete the Fourier stability analysis of Eqn. (4-143).
4-41 Examine Eqn. (4-143) for possible attenuation, as discussed in Section 4-10.
286 HYPERBOLIC EQUATIONS

4-42 Consider the nonlinear equation

uxx = u2utt with u(x,0) = 1 + x2, ut(x,0) = 0.
Describe an explicitfinitedifference scheme for this pure initial value problem. Can the
stability be analyzed by the Fourier method?
4-43 Describe an implicit method for Problem 4-42 in the bounded domain 0 < x < 1.
Suppose the boundary conditions are w(0, /) = 1, u(l9 t) = 0. Is the tridiagonal
algorithm applicable?
4-44 Apply the numerical method of characteristics to Problem 4-42.

4-12 Time Quasilinear Examples

No general method exists for studying stability in the case of nonlinear
equations. In practice, the best that can be accomplished is to study a
linearization based upon bounds for the function and its derivatives. We might
do this in any case to discover the effect on the solution of small changes in the
coefficients or auxiliary conditions, or perhaps to develop a useful computa-
tional algorithm. In many nonlinear cases, the use of implicit methods leads to
the necessity to solve sets of nonlinear algebraic equations. For such cases,
there is little to be gained by employing finite difference methods over that of
characteristics. However, in some problems the proper use of implicit methods
can lead to linear equations. We shall describe such a class, termed time
quasilinear, in this section.
Determination of stability bounds, for particular examples, can be accom-
plished by numerical experimentation. As an example, we consider the nonlin-
ear vibrations of a string fixed at both ends. The governing equations for this
system, due to Carrier [31], are
(T'sine)x = pAu'it9 (Ô¼ïåè)÷ = ñÁõ'ç, (4-149)
where
0 = t a n - ' M ; / ( i + u;)

and T' = T0 + EA{[{\ + v'xf + (u'x)2]1/2 - l}.

For this study, we consider the simplified example obtained by neglecting the
displacement v' in the x direction, and eliminate the second of Eqns. (4-149).
Consequently, the problem becomes
(Ô'ýçè)÷ = pAu'tt, È = tan-1 ux,
à 1/2 1 (4"15°)
2 1/2
Ô> = Ô0 + ÅÁ[(É + *× ) -É].
By introducing the dimensionless variables
u' x t
U=—, X=—, T= ÃÔÃ,
L L L(PA/T0y/2
 TIME QUASILINEAR EXAMPLES 287

and by setting B = EA / Ã 0 , we obtain the dimensionless equation

(4-151)

Equation (4-151) is subject to the auxiliary conditions

When we approximate Eqn. (4-151) by the same second-order central

differences employed to obtain Eqn. (4-118) and a first-order forward differ-
ence is used for ux, the calculated stability threshold was approximately
k/h = 0.55.
The use of implicit methods to approximate nonlinear equations need not
always generate nonlinear algebraic equations. One such general class was
discussed by Ames et al. [6] in their studies of the nonlinear transverse
vibrations of a traveling threadline. Three simple nonlinear models were
examined and compared with experimental results. These were
Zaiser model:

(4-152)
Mote Model:

(4-153)
Hard Spring model:
(4-154)
All of the aforementioned equations are special cases of the general nonlin-
ear! dimensionless equation

(4-155)
which we shall call time quasilinear. In the region 0 < # < 1, t > 0, we seek
a solution of Eqn. (4-155) subject to the auxiliary conditions w(0, /) = F(t),
w(l, 0 = G(t), u(x,0) = H(x), ut(x90) = J(x).
A discretization of Eqn. (4-155) is introduced by means of the second-order
finite difference approximations, Eqn. (1-37) for first derivatives and Eqn.

t This equation is not quasilinear in the sense of our previous definition.