A2.19 B2.19

Numerical Analysis
Part II, 2002

(i)

Given the finite-difference method

k=rsαkum+kn+1=k=rsβkum+kn,m,nZ,n0\sum_{k=-r}^{s} \alpha_{k} u_{m+k}^{n+1}=\sum_{k=-r}^{s} \beta_{k} u_{m+k}^{n}, \quad m, n \in \mathbb{Z}, n \geqslant 0

define

H(z)=k=rsβkzkk=rsαkzkH(z)=\frac{\sum_{k=-r}^{s} \beta_{k} z^{k}}{\sum_{k=-r}^{s} \alpha_{k} z^{k}}

Prove that this method is stable if and only if

H(eiθ)1,πθπ.\left|H\left(e^{i \theta}\right)\right| \leqslant 1, \quad-\pi \leqslant \theta \leqslant \pi .

[You may quote without proof known properties of the Fourier transform.]

(ii) Find the range of the parameter μ\mu such that the method

(12μ)um1n+1+4μumn+1+(12μ)um+1n+1=um1n+um+1n(1-2 \mu) u_{m-1}^{n+1}+4 \mu u_{m}^{n+1}+(1-2 \mu) u_{m+1}^{n+1}=u_{m-1}^{n}+u_{m+1}^{n}

is stable. Supposing that this method is used to solve the diffusion equation for u(x,t)u(x, t), determine the order of magnitude of the local error as a power of Δx\Delta x.