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Lecture Notes 4 Convergence Theory for Linear Methods

Lecture Notes 4 Convergence Theory for Linear Methods

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x 0 (x,t) x−at=x 0 t (a) Continuous problem x j x j−n x j+n (x j,t n) n (b) Numerical approximation Figure 1. The CFL condition. 2 Checking stability Checking stability of a scheme is usually the most difficult part when proving convergence.

  Lecture, Notes, Linear, Methods, Theory, Convergence, Lecture notes 4 convergence theory for linear methods

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