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Unconditional weighted L2 stability for θ at least one half
Statement
On a finite two-dimensional rectangular Dirichlet grid with zero boundary data, let , , and consider one θ step of Fully discrete θ heat finite-difference scheme with source vector . It is uniquely solvable and satisfies
In particular, when every step is contractive in weighted grid L2. The contraction constant is independent of the mesh, time step, and number of steps, so this is unconditional finite-time grid-norm stability.
Facts & Assumptions
Given: A finite two-dimensional zero-Dirichlet grid, , , and the source-form θ update of Fully discrete θ heat finite-difference scheme.
Fully discrete θ heat finite-difference scheme gives the update , where , in the weighted grid inner product.
Symmetry and positivity of the rectangular Dirichlet heat operator: is self-adjoint and .
Unique solvability of an implicit θ heat step: for every right-hand side the finite Dirichlet θ step has a unique solution.
Proof
By [F3] the step has a unique solution. Write . The identity gives by expanding the two squared norms.
Taking the inner product of [F1] with and using step 1.1 gives . The two terms after the norm difference on the left are nonnegative by and [F2]. Cauchy–Schwarz and the triangle inequality give .
Put , , and . If , the claimed bound is immediate. If , step 2.1 gives ; dividing by yields . This proves the forced estimate in all cases. When , it gives ; iteration over any finite number of steps preserves the same mesh-independent constant .
Remarks
The bound is in the weighted finite-grid norm. It does not imply positivity or high-frequency damping. No choice axiom is used.
Depends on
Used by
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Sources
- Endre Süli, B6.1 Numerical Solution of Partial Differential Equations: A brief introduction to the theory of finite difference approximation of PDEs (standard reference, not scraped)
- Benjamin Seibold, MIT 18.336, Lecture 14: Von Neumann Stability Analysis (Spring 2009) (standard reference, not scraped)
- Martin Krosche, Hermann G. Matthies, and Oliver Kayser-Herold, Lecture Notes: Introduction to PDEs and Numerical Methods, Technical University Braunschweig, Revision 1.1 (2008), hosted by University of Jyväskylä (standard reference, not scraped)