Abstract
In this paper, high order central finite difference schemes in a finite interval are analyzed for the diffusion equation. Boundary conditions of the initial-boundary value problem are treated by the simplified inverse Lax–Wendroff procedure. For the fully discrete case, a third order explicit Runge–Kutta method is used as an example for the analysis. Stability is analyzed by both the Gustafsson, Kreiss and Sundstrom theory and the eigenvalue visualization method on both semi-discrete and fully discrete schemes. The two different analysis techniques yield consistent results. Numerical tests are performed to demonstrate and validate the analysis results.
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