Order Stars and a Saturation Theorem for First-order Hyperbolics |
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Authors: | ISERLES ARIEH |
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Institution: |
King's College, University of Cambridge Cambridge CB2 1ST
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Abstract: | We prove that stable numerical finite difference methods forfirst-order hyperbolics, which use s forward and r backwardsteps in the discretization of the space derivatives, are oforder at most 2 min{r+1, s}. This generalizes results of Strang(1964) and of Engquist & Osher (1980b). We also derive linearstability results for interpolatory finite differences. Thegiven analysis is based on a generalization of the theory oforder stars. |
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