An eigenvalue analysis of finite-difference approximations for hyperbolic IBVPs

The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L (sub 2) stability on a finite domain.