Math 2.0

Numerical analysis Time-dependent partial differential equations Concept

Lax–Wendroff method

Summary

The Lax–Wendroff method is an explicit finite difference scheme of second order in space and time for hyperbolic equations and conservation laws. It comes from a Taylor expansion in time in which the time derivatives are replaced by space derivatives using the equation. It is stable under the CFL condition and accurate for smooth solutions, but it produces oscillations next to discontinuities. This is why it is often combined with a first-order scheme through a flux limiter.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Lax%E2%80%93Wendroff_method
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TagYHZ9BCNDRZ
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Kindconcept
WritingW0 stub
MSC65M06, 35L65
SpecializesFinite difference method
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