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Published in: Journal of Scientific Computing 1/2012

01-10-2012

New Analysis of the Du Fort–Frankel Methods

Authors: Neta Corem, Adi Ditkowski

Published in: Journal of Scientific Computing | Issue 1/2012

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Abstract

In 1953 Du Fort and Frankel (Math. Tables Other Aids Comput., 7(43):135–152, 1953) proposed to solve the heat equation u t =u xx using an explicit scheme, which they claim to be unconditionally stable, with a truncation error is of order of \(\tau= O({{k}}^{2}+{{h}}^{2}+\frac{{{k}}^{2}}{{{h}}^{2}})\). Therefore, it is not consistent when k=O(h).
In the analysis presented below we show that the Du Fort–Frankel schemes are not unconditionally stable. However, when properly defined, the truncation error vanishes as h,k→0.

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Footnotes
1
|T| is the operator’s discrete norm, i.e. \(|T|= \|T\|_{h} = \sup_{{\|u\|_{h}=1}} \|T u\|_{h} \), where for u=(u 1,…,u N ) and equidistance grid, \(\|u\|_{h}=\sqrt{\sum_{j=1}^{N}{|u|^{2}}{h}}\). In case of nonuniform grid definition is dependent on the variable space distance.
 
2
i.e. Q is similar to a matrix that has only 2×2 blocks on its main diagonal.
 
Literature
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Metadata
Title
New Analysis of the Du Fort–Frankel Methods
Authors
Neta Corem
Adi Ditkowski
Publication date
01-10-2012
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 1/2012
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-012-9627-2

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