Stability of Numerical Methods for solving Differential Equations
We introduce some of the stability concepts for finite-difference and spectral discretizations of partial differential equations (PDEs). Many of the matrices which occur in such discretizations are non-normal, and we give a few examples for which classical eigenvalue analysis fails to give the correct stability results. This is related to the concept of Hurwitz stability radii.
KeywordsStability Region Upwind Scheme Left Half Plane Compute Eigenvalue Implicit Formula
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