Atmospheric models generally require the solutions of partial differential equations. In spectral models, the governing partial differential equations reduce to a set of coupled ordinary nonlinear differential equations where the dependent variables contain derivatives with respect to time as well. To march forward in time in numerical weather prediction, one needs to use a time-differencing scheme. Although much sophistication has emerged for the spatial derivatives (i.e., second- and fourth-order differencing), the time derivative has remained constructed mostly around the first- and second-order accurate schemes. Higher-order schemes in time require the specification of more than a single initial state, which has been considered to be rather cumbersome. Therefore, following the current state of the art, we focus on the first- and second-order accurate schemes. However, higher-order schemes, especially for long-term integrations such as climate modeling, deserve examination. We start with the differential equation dF/dt = G, where F = F(t) and G = G(t). If the exact solution of the above equation can be expressed by trigonometric functions, then our problem would be to choose an appropriate time step in order to obtain a solution which behaves properly; that is, it remains bounded with time. This is illustrated in Fig. 3.1. We next show that: (1) if an improper time step is chosen, then the approximate finite difference solution may become unbounded, and (2) if a proper time step is chosen, then the finite difference solution will behave quite similar to the exact solution. The stability or instability of a numerical scheme will be discussed for a single Fourier wave. This would also be valid for a somewhat more general case, since the total solution is a linear combination of sine and cosine functions, which are all bounded. We next define an amplification factor |λ|, the magnitude of which would determine whether a scheme is stable or not.
Finite Difference Solution to the Space-Time Fractional Partial Differential-Difference Toda Lattice Equation
