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Millemila
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Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection diffusion-diffusion equation, I see everywhereon books the von Neumann stability proof and comments about the scheme properties only forwhen second-order centered spatial finite differences are used for both first and second-order derivatives (see eg e.g. here). My questions are:

  1. If I use upwind, first or higher order-order, or higher orders-order centered differences, or finite elements, is the scheme always unconditionally stable for the linear advection-diffusion equation? Any reference?

  2. Does the unconditional stability of Crank Nicholson also holdshold for only advection or only diffusion, and for any physical Peclet number?

Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection diffusion equation I see everywhere the von Neumann stability proof and comments about the scheme properties only for second-order centered spatial finite differences for both first and second-order derivatives (see eg here). My questions are:

  1. If I use upwind, first or higher order, or higher orders centered differences, or finite elements, is the scheme always stable for the linear advection-diffusion equation? Any reference?

  2. Does the unconditional stability of Crank Nicholson also holds for only advection or only diffusion, and for any physical Peclet number?

Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection-diffusion equation, I see on books the von Neumann stability proof only when second-order centered spatial finite differences are used for both first and second-order derivatives (see e.g. here). My questions are:

  1. If I use upwind, first or higher-order, higher-order centered differences, or finite elements, is the scheme always unconditionally stable for the linear advection-diffusion equation? Any reference?

  2. Does the unconditional stability of Crank Nicholson also hold for only advection or only diffusion, and for any physical Peclet number?

deleted 11 characters in body
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Millemila
  • 445
  • 4
  • 10

Crank Nicholson mentioned is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection diffusion equation I see everywhere the von Neumann stability proof and comments about the scheme properties only for second-order centered spatial finite differences for both first and second-order derivatives (see eg here). My questions are:

  1. If I use upwind, first or higher order, or higher orders centered differences, or finite elements, is the scheme always stable for the linear advection-diffusion equation? Any reference?

  2. Does the unconditional stability of Crank Nicholson also holds for only advection or only diffusion, and for any physical Peclet number?

Crank Nicholson mentioned is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection diffusion equation I see everywhere the von Neumann stability proof and comments about the scheme properties only for second-order centered spatial finite differences for both first and second-order derivatives (see eg here). My questions are:

  1. If I use upwind, first or higher order, or higher orders centered differences, or finite elements, is the scheme always stable for the linear advection-diffusion equation? Any reference?

  2. Does the unconditional stability of Crank Nicholson also holds for only advection or only diffusion, and for any physical Peclet number?

Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection diffusion equation I see everywhere the von Neumann stability proof and comments about the scheme properties only for second-order centered spatial finite differences for both first and second-order derivatives (see eg here). My questions are:

  1. If I use upwind, first or higher order, or higher orders centered differences, or finite elements, is the scheme always stable for the linear advection-diffusion equation? Any reference?

  2. Does the unconditional stability of Crank Nicholson also holds for only advection or only diffusion, and for any physical Peclet number?

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Millemila
  • 445
  • 4
  • 10

Stability of Crank-Nicholson for advection diffusion equation for spatial discretization other than finite differences second-order centered

Crank Nicholson mentioned is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection diffusion equation I see everywhere the von Neumann stability proof and comments about the scheme properties only for second-order centered spatial finite differences for both first and second-order derivatives (see eg here). My questions are:

  1. If I use upwind, first or higher order, or higher orders centered differences, or finite elements, is the scheme always stable for the linear advection-diffusion equation? Any reference?

  2. Does the unconditional stability of Crank Nicholson also holds for only advection or only diffusion, and for any physical Peclet number?