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SECCIÓN IX DEL PODER EJECUTIVO

NORMAS REFERIDAS AL USO INDEBIDO DEL PODER PÚBLICO (CORRUPCIÓN)

In order to motivate the use of a semi-implicit scheme to solve (3.26-3.28), here we perform a von- Neumann stability analysis of a "natural/reasonable" explicit scheme and show that it leads to in- stabilities. Since such an analysis requires a constant coefficient linear system, we consider here the linearized, unsteady, transonic small disturbance equations

ut+ ux+ vy = 0, (A.1)

vx = uy. (A.2)

We discretize these equations using forward finite differences in t and x, and centered finite differences in y. This leads to the scheme

Ui,jn+1 = Ui,jn − ∆t Un i,j− Ui−1,jn ∆x + Vi,j+1n − Vn i,j−1 2∆y  , (A.3) Vi,jn = Vi+1n − ∆x Un i,j+1− Ui,j−1n 2∆y  . (A.4)

Then we compute the (periodic) discrete eigenfunctions for the scheme using the ansatz

Up,qn = AGnei(kxp+lyq), (A.5)

where k and l are the discrete wave numbers, G is the growth factor, A and B are constants, xp = p∆x, yq = q∆y, and

Up,qn = U (xq, yp, tn), (A.7)

Vp,qn = V (xq, yp, tn). (A.8)

In the standard fashion of the von Neumann stability analysis, this leads to an eigenvalue problem for the vector with components A and B, with eigenvalue G. Solving this problem yields

G = 1 − ∆t ∆x 1 − e−ik∆x ∆x − ∆t∆x ∆y2 sin2(l∆y) (1 − eik∆x). (A.9)

Note that, in (A.9), the term

∆t∆x ∆y2

sin2(l∆y)

(1 − eik∆x) (A.10)

can be traced back to the explicit treatment of vy. This term causes instability, since it can become

arbitrarily large for k∆x small and sin2(l∆y) away from zero, independently of the size of ∆t. Hence, the scheme is unstable. Instabilities like this one are inevitable in explicit finite difference schemes, regardless of the choice. The reason is that the wave speeds in the y-direction are unbounded. No explicit scheme can hence satisfy the CFL (Courant-Friedrichs-Lewy) condition.

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