Stability analysis for numerical schemes of systems of PDEs

  • #1
hunt_mat
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TL;DR Summary
Everyone knows how to do this type of analysis for a single equation, but what about systems?
I want to solve the following system of PDEs:
[tex]\frac{\partial\nu}{\partial t}=\frac{\partial u}{\partial h}[/tex]
[tex]\frac{\partial u}{\partial t}=\frac{\partial}{\partial h}\left(f(\nu)\frac{\partial u}{\partial h}\right)[/tex]

I know the usual Fourier analysis that are applied to the stencil for single equations that lead to conditions of the variables but I want to know how it's done for a system. I want to do the weighted-average method and I want to work out the value to give the largest dt.
 
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  • #2
In principle, you can use the same technique: define the discrete fourier transforms of both variables, [tex]\begin{split}
\hat\nu(\zeta, t) &= \sum_{n=-\infty}^\infty \nu_n(t)e^{in\zeta} \\
\hat u(\zeta, t) &= \sum_{n=-\infty}^\infty u_n(t)e^{in\zeta}\end{split}[/tex] Then taking the DFT of your PDEs you have the system [tex]
\begin{split}
\frac{\partial \hat\nu}{\partial t} &= N(\hat u, \zeta) \\
\frac{\partial \hat u}{\partial t} &= U(\hat u, \hat \nu, \zeta) \end{split}[/tex] to which you can apply the stability analysis, treating [itex]\zeta \in [0, 2\pi][/itex] as constant. The result is that both of the eigenvalues of the jacobian of this system must be in the stable region of the time integration for all values of [itex]\zeta \in [0, 2\pi][/itex].
 

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