On a boundary extrapolation theorem by Kreiss

Abstract:

A hardly known and very important result of Kreiss is proven explicitly: Outflow boundary extrapolation, which complements stable dissipative schemes for linear hyperbolic initial value problems, maintains stability. In view of this result, the Lax-Wendroff and the Gottlieb-Turkel schemes are applied to a test problem. As expected from the rate-of-convergence theory by Gustafsson, global order of accuracy is preserved if outflow boundary computations employ extrapolation of (local) accuracy of the same order.