Stability of High Order Finite Difference Schemes with Implicit-Explicit Time-Marching for Convection-Diffusion and Convection-Dispersion Equations

Stability of High Order Finite Difference Schemes with Implicit-Explicit Time-Marching for Convection-Diffusion and Convection-Dispersion Equations

Year:    2021

Author:    Meiqi Tan, Juan Cheng, Chi-Wang Shu

International Journal of Numerical Analysis and Modeling, Vol. 18 (2021), Iss. 3 : pp. 362–383

Abstract

The main purpose of this paper is to analyze the stability of the implicit-explicit (IMEX) time-marching methods coupled with high order finite difference spatial discretization for solving the linear convection-diffusion and convection-dispersion equations in one dimension. Both Runge-Kutta and multistep IMEX methods are considered. Stability analysis is performed on the above mentioned schemes with uniform meshes and periodic boundary condition by the aid of the Fourier method. For the convection-diffusion equations, the result shows that the high order IMEX finite difference schemes are subject to the time step restriction $∆t ≤$ max{$τ_0, c∆x$}, where $τ_0$ is a positive constant proportional to the diffusion coefficient and c is the Courant number. For the convection-dispersion equations, we show that the IMEX finite difference schemes are stable under the standard CFL condition $∆t ≤ c∆x$. Numerical experiments are also given to verify the main results.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2021-IJNAM-18730

International Journal of Numerical Analysis and Modeling, Vol. 18 (2021), Iss. 3 : pp. 362–383

Published online:    2021-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Keywords:    Convection-diffusion equation convection-dispersion equation stability IMEX finite difference Fourier method.

Author Details

Meiqi Tan

Juan Cheng

Chi-Wang Shu