Large time-step stability of explicit one-dimensional advection schemes
There is a wide-spread belief that most explicit one-dimensional advection schemes need to satisfy the so-called 'CFL condition' - that the Courant number, c = udelta(t)/delta(x), must be less than or equal to one, for stability in the von Neumann sense. This puts severe limitations on the time-step in high-speed, fine-grid calculations and is an impetus for the development of implicit schemes, which often require less restrictive time-step conditions for stability, but are more expensive per time-step. However, it turns out that, at least in one dimension, if explicit schemes are formulated in a consistent flux-based conservative finite-volume form, von Neumann stability analysis does not place any restriction on the allowable Courant number. Any explicit scheme that is stable for c is less than 1, with a complex amplitude ratio, G(c), can be easily extended to arbitrarily large c. The complex amplitude ratio is then given by exp(- (Iota)(Nu)(Theta)) G(delta(c)), where N is the integer part of c, and delta(c) = c - N (less than 1); this is clearly stable. The CFL condition is, in fact, not a stability condition at all, but, rather, a 'range restriction' on the 'pieces' in a piece-wise polynomial interpolation. When a global view is taken of the interpolation, the need for a CFL condition evaporates. A number of well-known explicit advection schemes are considered and thus extended to large delta(t). The analysis also includes a simple interpretation of (large delta(t)) total-variation-diminishing (TVD) constraints.