Stability Analysis of the Inverse Lax-Wendroff Boundary Treatment for High Order Central Difference Schemes for Diffusion Equations

In this paper, high order central finite difference schemes in a finite interval are analyzed for the diffusion equation. Boundary conditions of the initial-boundary value problem are treated by the simplified inverse Lax-Wendroff procedure. For the fully discrete case, a third order explicit Runge-Kutta method is used as an example for the analysis. Stability is analyzed by both the Gustafsson, Kreiss and Sundstrom theory and the eigenvalue visualization method on both semi-discrete and fully discrete schemes. The two different analysis techniques yield consistent results. Numerical tests are performed to demonstrate and validate the analysis results.