Finite difference method

Abstract: This article presents a new method for explicitly computing solutions to a Hamilton-Jacobi partial differential equation for which initial, boundary and internal conditions are prescribed as piecewise affine functions. Based on viability theory, a Lax-Hopf formula is used to construct analytical solutions for the individual contribution of each affine condition to the solution of the problem. The results are assembled into a Lax-Hopf algorithm which can be used to compute the solution to the partial differential equation at any arbitrary time at no other cost than evaluating a semi-analytical expression numerically. The method being semi-analytical, it performs at machine accuracy (compared to the discretization error inherent to finite difference schemes). The performance of the method is assessed with benchmark analytical examples. The running time of the algorithm is compared with the running time of a Godunov scheme.

Abstract: This paper addresses the problem of stability analysis of finite-difference time-domain (FDTD) approximations for Maxwell's equations. The combination of the von Neumann method with the Routh-Hurwitz criterion is proposed as an algebraic procedure for obtaining analytical closed-form stability expressions. This technique is applied to the problem of determining the stability conditions of an extension of the FDTD method to incorporate dispersive media previously reported in the literature. Both Debye and Lorentz dispersive media are considered. It is shown that, for the former case, the stability limit of the conventional FDTD method is preserved. However, for the latter case, a more restrictive stability limit is obtained. To overcome this drawback, a new scheme is presented, which allows the stability limit of the conventional FDTD method to be maintained.