Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems
Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems
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Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems. Particular attention is paid to the case when first order derivatives that can be identified with advection terms are approximated with non-centered finite difference operators. We first derive general properties of these discrete operators, then we extend a known result on numerical stability for such systems to general order of accuracy. As an application we analyze the shifted wave equation, including the behavior of the numerical phase and group speeds at different orders of approximations. Special attention is paid to when the use of off-centered schemes improves the accuracy over the centered schemes.