In numerical analysis, von Neumann stability analysis (also known as Fourier stability analysis) is a procedure used to check the stability of finite difference schemes as applied to linear partial differential equations. The analysis is based on the Fourier decomposition of numerical error and was developed at Los Alamos National Laboratory after having been briefly described in a 1947 article by British researchers Crank and Nicolson. Later, the method was given a more rigorous treatment in an article co-authored by von Neumann.
Read more about Von Neumann Stability Analysis: Numerical Stability, Illustration of The Method
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