Report 1997-10

An Accuracy Barrier for Stable Three-Time-Level DifferenceSchemes for Hyperbolic Equations (Revised version of Report No. 95-01)

R. Jeltsch, R.A. Renaut and J.H. Smit

Abstract: We consider three-time-level difference schemes for the linear constant coefficient advection equation $u_t=cu_x$. In 1985 it was conjectured that the barrier to the local order p of schemes which are stable is given by \[p \le 2\min\{R,S\}. \] Here R and S denote the number of downwind and upwind points, respectively, in the difference stencil with respect to the characteristic of the differential equation through the update point. Here we prove the conjecture for a class of explicit and implicit schemes of maximal accuracy. In order to prove this result, the existing theory on order stars has to be generalized to the extent where it is applicable to an order star on the Riemann surface of the algebraic function associated with a difference scheme. Proof of the conjecture for all schemes relies on an additional conjecture about the geometry of the order star.

Keywords: scalar advection equation, difference scheme,accuracy, stability, order star, algebraic function, Riemann surface

Paper: Available as PDF (651KB) or as hardcopy to order reports@sam.math.ethz.ch.