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Abstract

A fifth-order compact upwind-biased finite-difference scheme has been developed which is asymptotically stable when applied to linear 2 × 2 systems. This scheme was optimised with respect to wave propagation through the boundaries. In order to achieve asymptotic stability for such systems a sufficient stability condition, based on the Nyquist criterion of linear system theory, was included in the optimisation as additional constraint. The evaluation of the stability condition was done numerically. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)