Stability and Accuracy analysis of the $\theta$ Method and 3-Point Time filter

Abstract

This paper analyzes a $\theta$-method and 3-point time filter. This approach adds one additional line of code to the existing source code of $\theta$-method. We prove the method's $0$-stability, accuracy, and $A$-stability for both constant time step and variable time step. Some numerical tests are performed to validate the theoretical results.

23 pages, 3 tables,14 figures