444 Stability Theory of Difference Schemes
while the estimate of the form (61) is valid for
- Examples. It seems worthwhile giving several schemes of particular
forms.- Scheme ( 1) with the operators R = u E and B = E
(79) Yt + u T^2 Ytt + A y = 'P
is stable for uE > A/4, that is, for
(80) u > i llAll.
A particular case of scheme (79) is the Du Fort-Frankel scheme known
as the "rhon1bus" scheme for the heat conduction equation
OU
at
cPu
8x^2 '
0 < x < 1, t > 0, u(x, 0) = u 0 (x),
u(O, t) = u(l, t) = 0,
emerging from the explicit unstable scheme
Yr+ Ay = 0'
y(x + h, t) - 2y(x, t) + y(x - h, t)
Ay = -Yxx = h2 '
upon replacing y(x, t) = y/, by the half-sum ~ (yf +^1 + yf_-^1 ) = ~ (fJ; + fJ;),
The outcome of this is
( 81)
Y;+i - (f;; + Y;) + Yi-1
h2
Also, it will be sensible to write (81) in canonical form. Since
y ~ + y ~ =^2 y + T^2 Ytt )
T2
the right-hand side of (81) equals Yxx - h 2 Ytt· Therefore,
T2
Yr+ h 2 Ytt + Ay = 0, Ay = -Yxx,
4 27rh 4
11 A 11 = h 2 cos 2 < h 2.