A Remark on the Courant-Friedrichs-Lewy Condition in Finite Difference Approach to PDE's

Abstract

The Courant-Friedrichs-Lewy condition (The CFL condition) is appeared in the analysis of the finite difference method applied to linear hyperbolic partial differential equations. We give a remark on the CFL condition from a view point of stability, and we give some numerical experiments which show instability of numerical solutions even under the CFL condition. We give a mathematical model for rounding errors in order to explain the instability.