Summation-by-parts in time: The second derivative

Jan Nordström, Tomas Lundquist

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)


We analyze the extension of summation-by-parts operators and weak boundary conditions for solving initial boundary value problems involving second derivatives in time. A wide formulation is obtained by first rewriting the problem on first order form. This formulation leads to optimally sharp fully discrete energy estimates that are unconditionally stable and high order accurate. Furthermore, it provides a natural way to impose mixed boundary conditions of Robin type, including time and space derivatives. We apply the new formulation to the wave equation and derive optimal fully discrete energy estimates for general Robin boundary conditions, including nonreflecting ones. The scheme utilizes wide stencil operators in time, whereas the spatial operators can have both wide and compact stencils. Numerical calculations verify the stability and accuracy of the method. We also include a detailed discussion on the added complications when using compact operators in time and give an example showing that an energy estimate cannot be obtained using a standard second order accurate compact stencil.

Original languageEnglish
Pages (from-to)A1561-A1586
JournalSIAM Journal of Scientific Computing
Issue number3
Publication statusPublished - 2016
Externally publishedYes


  • Boundary conditions
  • Convergence
  • Finite difference
  • High order accuracy
  • Initial boundary value problems
  • Initial value problem
  • Second derivative approximation
  • Second order form
  • Stability
  • Summation-by-parts operators
  • Time integration
  • Wave equation

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics


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