Basic HTML version of Foils prepared 15 March 1996

Foil 15 Treatment of Time Discretization for PDE's

From Introduction to Physics and Numerics of NAS Benchmarks CPSP713 Case studies in Computational Science -- Spring Semester 1996. by Geoffrey C. Fox


1 We will follow treatments in
  • Volume 1 of Numerical Computation of Internal and External Flows
  • Fundamentals of Numerical Discretization
  • C. Hirsch , Wiley 1988
  • And Numerical Recipes by
  • William Press, Saul Teukolsky, William Vetterling, and Brian Flannery
  • Cambridge University Press 1992
2 Note two key approachs:
  • Explicit: Values at next time explicitly calculable from those at previous time step(s)
  • Implicit: Values at next time given implicitly by matrix equations involving previous time step(s).

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