Eigenvalue analysis for summation-by-parts finite difference time discretizations

Diagonal norm finite difference based time integration methods in summation-by-parts form are investigated. The second, fourth, and sixth order accurate discretizations are proven to have eigenvalues with strictly positive real parts. This leads to provably invertible fully discrete approximations of initial boundary value problems. Our findings also allow us to conclude that the Runge--Kutta methods based on second, fourth, and sixth order summation-by-parts finite difference time discretizations automatically satisfy previously unreported stability properties. The procedure outlined in this article can be extended to even higher order summation-by-parts approximations with repeating stencil. Funding agencies: VINNOVA, the Swedish Governmental Agency for Innovation SystemsVinnova [2013-01209]