The numerical solutions of linear semi-discrete evolution problems on the half-line using the Unified Transform Method

Abstract: We discuss a semi-discrete analogue of the Unified Transform Method, introduced by A. S. Fokas, to solve initial-boundary-value problems for linear evolution partial differential equations of constant coefficients. The semi-discrete method is applied to various spacial discretizations of several first and second-order linear equations on the half-line $x \geq 0$, producing the exact solution for the semi-discrete problem, given appropriate initial and boundary data. We additionally show how the Unified Transform Method treats derivative boundary conditions and ghost points introduced by the choice of discretization stencil. We consider the continuum limit of the semi-discrete solutions and provide several numerical examples.