The Unstable Mode in the Crank-Nicolson Leap-Frog Method Is Stable

The Unstable Mode in the Crank-Nicolson Leap-Frog Method Is Stable

Year:    2016

International Journal of Numerical Analysis and Modeling, Vol. 13 (2016), Iss. 5 : pp. 753–762

Abstract

This report proves that under the time step condition  $\bigtriangleup t|\Lambda|<1$(| $\cdot$ | = Euclidean norm) suggested by root condition analysis and necessary for stability, all modes of the Crank-Nicolson Leap-Frog (CNLF) approximate solution to the system
                              $\frac{du}{dt}+ Au + \Lambda u = 0$, for $t > 0$ and $u(0) = u_0$,
where $A + A^T$ is symmetric positive definite and $\Lambda$ is skew symmetric, are asymptotically stable. This result gives a sufficient stability condition for non-commutative $A$ and $\Lambda$, and is proven by energy methods. Thus, the growth, often reported in the unstable mode, is not due to systems effects and its explanation must be sought elsewhere.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2016-IJNAM-463

International Journal of Numerical Analysis and Modeling, Vol. 13 (2016), Iss. 5 : pp. 753–762

Published online:    2016-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    IMEX method Crank-Nicolson Leap-Frog CNLF unstable mode computational mode.