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Stability of Numerical Methods for solving Differential Equations

  • Manfred R. Trummer
Conference paper
Part of the ISNM International Series of Numerical Mathematics book series (ISNM, volume 121)

Abstract

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.

Keywords

Stability Region Upwind Scheme Left Half Plane Compute Eigenvalue Implicit Formula 
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References

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Copyright information

© Birkhäuser Verlag Basel 1996

Authors and Affiliations

  • Manfred R. Trummer
    • 1
  1. 1.Department of Mathematics & Statistics and Centre for Experimental & Constructive MathematicsSimon Fraser UniversityBurnabyCanada

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