Consider the convection-diffusion equation
With the boundary conditions
Part 1. Pure convection (α = 0)
Consider the following initial profile
The exact solution is
(1) Explicit Euler time advancement and second-order central difference for the spatial derivative.
Discretization:
From modified wave number analysis, Explicit Euler is unstable .
(2) Leapfrog time advancement and the second-order central difference for the spatial derivative.
Discretization:
From modified wave number analysis, Leapfrog is stable when
Part 2. Convection-diffusion
Let
(1) Explicit Euler time advancement and second-order central difference for the spatial derivative.
Discretization:
From Von-Neumann stability analysis, Explicit Euler is stable when
(2) Leapfrog time advancement and the second-order central difference for the spatial derivative.
Discretization:
From modified wave number analysis, Leapfrog is unstable .
Let ,
,and
Part 1. Pure convection (α = 0)
Part 2. Convection-diffusion