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Note on a Fourth Order Finite Difference Scheme for the Wave Equation
Authors:Yuehong Qian  Jose Jimenez
Affiliation:(1) Department of Applied Physics and Applied Math, Columbia University, New York, New York, 10027;(2) Department of Electric Engineering, Columbia University, New York, New York, 10027
Abstract:The linear wave equation is one of the simplest partial differential equations. It has been used as a test equation of hyperbolic systems for different numerical schemes [Richtmyer and Morton (1967); Euvrard (1994); and Lax (1990]. In this short note, a Fourth order finite difference scheme for this equation is proposed and studied. Numerical simulations confirm our theoretical analyses of accuracy and stability condition. It will be interesting to extend the scheme to nonlinear hyperbolic systems.
Keywords:Wave equation  finite difference scheme  hyperbolic system
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