Stability analysis of the numerical Method of characteristics applied to a class of energy-preserving systems. Part I: Periodic boundary conditions
This work identifies and characterizes numerical instabilities in the Method of characteristics for a class of PDEs, which is important for researchers using these solvers in energy-preserving systems.
The paper analyzes numerical instabilities in the Method of characteristics for non-dissipative hyperbolic PDEs with periodic boundary conditions, finding that the Leap-frog solver exhibits the strongest instability, contrary to its stability for ODEs.
We study numerical (in)stability of the Method of characteristics (MoC) applied to a system of non-dissipative hyperbolic partial differential equations (PDEs) with periodic boundary conditions. We consider three different solvers along the characteristics: simple Euler (SE), modified Euler (ME), and Leap-frog (LF). The two former solvers are well known to exhibit a mild, but unconditional, numerical instability for non-dissipative ordinary differential equations (ODEs). They are found to have a similar (or stronger, for the MoC-ME) instability when applied to non-dissipative PDEs. On the other hand, the LF solver is known to be stable when applied to non-dissipative ODEs. However, when applied to non-dissipative PDEs within the MoC framework, it was found to have by far the strongest instability among all three solvers. We also comment on the use of the fourth-order Runge--Kutta solver within the MoC framework.