Stability of finite-difference models containing two boundaries or interfaces

Abstract

The stability of finite difference models of hyperbolic initial boundary value problems is connected with the propagation and reflection of parasitic waves. Wave propagation ideas are applied to models containing two boundaries or interfaces, where repeated reflection of trapped wave packets is a potential new source of instability. Various known instability phenomena are accounted for in a unified way. Results show: (1) dissipativity does not ensure stability when three or more formulas are concatenated at a boundary or internal interface; (2) algebraic GKS instabilities can be converted by a second boundary to exponential instabilities only when an infinite numerical reflection coefficient is present; and (3) GKS-stability and P-stability can be established in certain problems by showing that all numerical reflection coefficients have modulus less than 1.