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I have the nonlinear PDE $$\frac{\partial U(z,t)}{\partial t} + A(U)\frac{\partial U(z,t)}{\partial z} + B(U)U(z,t) + C(z,t) = 0,$$ where $A(U)$ and $B(U)$ are guaranteed to be real and positive.

I want to use the MacCormack finite difference method to numerically solve it. For (Von Neumann) stability analysis, I use a linearized version of the PDE without $C(z,t)$, as that term will not contribute to instability in the error.

Without $B$, I retrieve the expected C.F.L. condition. That case is also a typical example found in texts on the MacCormack method and its stability, but I have not seen any examples where $B \neq 0$. If I don't neglect $B$, the stability analysis is still doable, just more messy than without it and the resulting condition on $\Delta t$ (and $\Delta z$) is less obvious.

So, is it safe to neglect $B$ for simplicity in the stability analysis?

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  • $\begingroup$ Is U in your equation scalar or vector? Also it is not clear how you organize computation with MacCormack method? Did you discretize equation in space and then use predictor-corrector method to solve system of ODEs? $\endgroup$ Aug 21, 2021 at 2:15
  • $\begingroup$ In principle, $U$ is a vector in my physical set of equations. However, for my question here I mentioned a scalar version on purpose, because even in the scalar case I have not seen analysis where $B \neq 0$. For the computation, indeed I discretize space and follow the predictor-corrector method exactly as written in MacCormacks original paper. $\endgroup$
    – mcv100
    Aug 21, 2021 at 8:51

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Consider the case where $A=C=0$ and, as you stated, $B>0$. Then you simply have an ODE at every point $z$ with a solution that decays to zero (at least if $B$ is bounded away from zero). You can then apply the usual step length criteria developed for ODEs. In other words, you will need $$ \Delta t \le \frac{c}{B(z,t)} $$ if you were to use an explicit method (e.g., the forward Euler method, for which $c=2$; other methods have other stability constants) for the ODE at $z$. Since you want to use the same time step everywhere, you need $$ \Delta t \le c \min_{z\in\Omega} \frac{1}{B(z,t)}. $$

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  • $\begingroup$ I agree with the approach @Wolfgang Bangerth suggest, although I believe the forward Euler bound should be $\Delta t \leq \frac{\mathbf{2}}{B(U)}$. The step is of the form $U_{n+1} = (1 - \Delta t B(U_n)) U_n$, and we need $|1 - \Delta t B(U_n)| \leq 1$. $\endgroup$ Aug 20, 2021 at 22:30
  • $\begingroup$ I am not sure I follow the goal of your approach, since in my case $A \neq 0$. Do you mean that I should analyze your suggestion too, and the case with $B = 0$, and then get two upper bounds on $\Delta t$ and make sure I always satisfy both? $\endgroup$
    – mcv100
    Aug 20, 2021 at 23:00
  • $\begingroup$ @StevenRoberts Yes, good point. I modified the text. $\endgroup$ Aug 20, 2021 at 23:24
  • $\begingroup$ @mcv100 Yes. I was just pointing out that you can't neglect the reaction term with $C$ in your stability considerations. You will have to take into account all of the terms. $\endgroup$ Aug 20, 2021 at 23:25
  • $\begingroup$ @Wolfgang Bangerth Are you sure $C$ matters for stability? If you write out the discretized set of equations and take the error, $C$ drops out because it does not multiply $U$. See also: scicomp.stackexchange.com/questions/26838/…. $\endgroup$
    – mcv100
    Aug 21, 2021 at 8:53

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