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1989-02-09
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PARTIAL DIFFERENTIAL EQUATIONS 2
This slide show consists of graphs of numerical solutions of a particular
partial differential equation, viz. the wave equation
U + U = 0,
t x
with an initial condition of a step function. The weak solution to this problem
consists of an initial profile moving with speed 1 to the right.
The numerical approximation is given by the following iterative map
u*(i) = u(i) - ½∙L∙[u(i+1) - u(i-1)] + σ∙[u(i+1) - 2u(i) + u(i-1)],
where L = t/x is called the Courant number (and is usually denoted by lambda),
and σ is the numerical diffusion. Consistency and stability of the above
numerical scheme require 0 < L ≤ 1, L² ≤ σ ≤ 1.
In the demonstrations, x is set to 1, and the following values of L and σ were
used
σ = 0 (central)
σ = -L (downwind)
σ = 1 (Lax-Friedrichs)
σ = L (upwind)
σ = L² (Lax-Wendroff).
L is 0.8, 1.0, or 1.2, and is shown on the appropriate slide with the initial
conditions.
The demonstration illustrates notions of stability, accuracy, numerical
diffusion (e.g. damping), and numerical dispersion (e.g. phase errors).
When viewing the slides, the following keys are operational:
HOME takes you to the first slide in the sequence you selected
END takes you to the last slide in the sequence you selected
UP ARROW takes you to the previous slide in the sequence you selected
F9 immediately quits the program
These keys do NOT operate like that while you are reading this document.
When you have finished reading this document, press Q to quit.