Consider the second order elliptic equation Lu ≔ − au xx − 2 bu xy − cu yy + d( x, y) u = f( x, y) in [0, 1] × [0, 1], with periodic boundary conditions, and b 2 < ac, a > 0, c > 0, d( x, y) ⩾ 0. Finite difference discretizations require a much stronger condition than ellipticity to give a scheme of positive type. In this paper, it is shown that the standard central difference discretization of (1) is of monotone type although it is not positive type. Specifically, the inverse matrix arising from it has one sign.
Read full abstract