The stability of a linear hyperbolic problem

In summary: Overall, the choice of norm does play a role in determining the stability of a method. In summary, the condition for stability in numerical methods for PDEs depends not only on the norm used, but also on the constant ##c_t##, which can vary for different norms. This means that a method may be stable with respect to one norm, but not another.
  • #1
dRic2
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Hi, I'm reading a book about numerical models for PDE and it says that a method is said to be stable if this condition holds:
$$|| \mathbf u^{n+1} || \le c_t || \mathbf u^{n} ||$$
where ##c_t## is a constant greater than zero, and ##u## is the numerical solution to the problem. (In particular I'm studying transport equations). I think that this condition is equivalent to the following:
$$||\mathbf {\Phi}|| < c_t$$
where ##\Phi## is the "iteration matrix" (##\mathbf u^{n+1} = \mathbf {\Phi} \mathbf u^{n}##).

There is something that bothers me very much in this definition... Here it seems to me that any norm will do the job. I mean, I know that in ##R^N## all the norms are equivalent so if the condition happens to be true for a particular norm then it will be true for all the other norms... But in the book the author says that stability is linked to the norm I chose to evaluate it; in particular a problem could be stable with respect to a certain norm A, but not B.

What am I missing ?

PS: I hope I explained myself properly, otherwise let me know if you have problems to understand
 
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  • #2
my question.What you are missing is that the condition for stability depends not only on the norm but also on the constant ##c_t##. Different norms can result in different constants, and this in turn affects the stability of the method. For example, if the norm used to evaluate the condition is the Euclidean norm, then it is possible to show that the constant ##c_t## must be less than or equal to one for the method to be stable. If a different norm is used, then the constant will be different. This means that the same method can be stable with respect to one norm, but not another.
 

1. What is a linear hyperbolic problem?

A linear hyperbolic problem is a type of partial differential equation that describes the behavior of a physical system over time. It involves a linear combination of partial derivatives in both space and time, and is often used to model wave-like phenomena such as sound or electromagnetic waves.

2. How is the stability of a linear hyperbolic problem determined?

The stability of a linear hyperbolic problem is typically determined by analyzing the eigenvalues and eigenvectors of the associated matrix system. If the eigenvalues have negative real parts, the problem is considered stable. If they have positive real parts, the problem is unstable.

3. What factors can affect the stability of a linear hyperbolic problem?

The stability of a linear hyperbolic problem can be affected by various factors, including the size of the time step used in numerical methods, the boundary conditions, and the initial conditions. Discretization errors and numerical instabilities can also impact the stability of the problem.

4. Why is stability important in solving linear hyperbolic problems?

Stability is important in solving linear hyperbolic problems because an unstable problem can lead to inaccurate and unreliable results. It can also cause numerical methods to fail, making it impossible to obtain a solution. Therefore, ensuring stability is crucial for obtaining accurate and meaningful solutions to these types of problems.

5. How can the stability of a linear hyperbolic problem be improved?

The stability of a linear hyperbolic problem can be improved by using smaller time steps in numerical methods, choosing appropriate boundary and initial conditions, and using more accurate numerical schemes. It is also important to carefully analyze the problem and choose appropriate numerical methods that are known to be stable for that particular type of problem.

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