In this paper, high order central finite difference schemes in a finite interval are analyzed for the diffusion equation. Boundary conditions of the initial-boundary value problem (IBVP) are treated by the simplified inverse Lax-Wendroff (SILW) procedure. For the fully discrete case, a third order explicit Runge-Kutta method is used as an example for the analysis. Stability is analyzed by both the GKS (Gustafsson, Kreiss and Sundstr\"om) theory and the eigenvalue visualization method on both semi-discrete and fully discrete schemes. The two different analysis techniques yield consistent results. Numerical tests are performed to demonstrate and validate the analysis results.

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Global geometrical optics method is a new semi-classical approach for the high frequency linear waves proposed by the author in [13]. In this paper, we rederive it in a more concise way. It is shown that the right candidate of solution ansatz for the high frequency wave equations is the extended WKB function, other than the WKB function used in the classical geometrical optics approximation. A new and main contribution of this paper is an interface analysis for the Helmholtz equation when the incident wave is of extended WKB-type. We derive asymptotic expressions for the reflected and/or transmitted propagating waves in the general case. These expressions are valid even when the incident rays include caustic points.

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