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outline FTCS Neum Lax OtherEx heat2d outlook Lecture 4 Paul Andries Zegeling Department of Mathematics, Utrecht University Numerical Methods for Time-Dependent PDEs, Spring 2021 Paul Andries Zegeling Department of Mathematics, Utrecht University Lecture 4
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@let@token Lecture 4 - Universiteit Utrecht

Feb 28, 2022

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Page 1: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Lecture 4

Paul Andries Zegeling

Department of Mathematics, Utrecht University

Numerical Methods for Time-Dependent PDEs, Spring 2021

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 2: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Outline of Lecture 4

a exercises of Lecture 3

b FTCS for the heat equation

f Von Neumann stability

h Lax equivalence theorem

e Conditional consistency and unconditional instability

k The heat equation in 2D

g outlook to Lecture 5

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 3: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [1]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 4: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [2]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 5: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [3]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 6: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [4]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 7: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [5]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 8: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [6]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 9: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [7]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 10: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

FTCS for heat equation [8]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 11: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Von Neumann stability [1]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 12: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Von Neumann stability [2]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 13: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Von Neumann stability [3]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 14: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Von Neumann stability [4]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 15: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Lax equivalence theorem

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 16: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Conditional consistency

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 17: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Unconditional instability

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 18: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

The heat equation in 2d [1]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 19: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

The heat equation in 2d [2]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 20: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

The heat equation in 2d [3]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 21: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

The heat equation in 2d [4]

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4

Page 22: @let@token Lecture 4 - Universiteit Utrecht

outline FTCS Neum Lax OtherEx heat2d outlook

Outlook to Lecture 5

A prepare exercises of Lecture 4 (see webpage!)

B the advection equation

C FTCS

Q upwind, downwind

T Lax-Friedrichs

R Lax-Wendroff

Paul Andries Zegeling Department of Mathematics, Utrecht University

Lecture 4