Lax–Wendroff Method
   HOME
*





Lax–Wendroff Method
The Lax–Wendroff method, named after Peter Lax and Burton Wendroff, is a numerical method for the solution of hyperbolic partial differential equations, based on finite difference A finite difference is a mathematical expression of the form . If a finite difference is divided by , one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for t ...s. It is second-order accurate in both space and time. This method is an example of explicit time integration where the function that defines the governing equation is evaluated at the current time. Definition Suppose one has an equation of the following form: \frac + \frac = 0 where and are independent variables, and the initial state, is given. Linear case In the linear case, where , and is a constant, u_i^ = u_i^n - \frac A\left u_^ - u_^ \right+ \frac A^2\left u_^ -2 u_^ + u_^ \right Here n refers to the t dimension and i refers to the x di ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Peter Lax
Peter David Lax (born Lax Péter Dávid; 1 May 1926) is a Hungarian-born American mathematician and Abel Prize laureate working in the areas of pure and applied mathematics. Lax has made important contributions to integrable systems, fluid dynamics and shock waves, solitonic physics, hyperbolic conservation laws, and mathematical and scientific computing, among other fields. In a 1958 paper Lax stated a conjecture about matrix representations for third order hyperbolic polynomials which remained unproven for over four decades. Interest in the "Lax conjecture" grew as mathematicians working in several different areas recognized the importance of its implications in their field, until it was finally proven to be true in 2003. Life and education Lax was born in Budapest, Hungary to a Jewish family. Lax began displaying an interest in mathematics at age twelve, and soon his parents hired Rózsa Péter as a tutor for him. His parents Klara Kornfield and Henry Lax were both physici ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Burton Wendroff
Burton Wendroff (born March 10, 1930) is an American applied mathematician known for his contributions to the development of numerical methods for the solution of hyperbolic partial differential equations. The Lax–Wendroff method for the solution of hyperbolic PDE is named for Wendroff (as well as for Peter Lax). Wendroff is an adjunct professor at the Department of Mathematics and Statistics, University of New Mexico. He is also a retired fellow and associate at the Los Alamos National Laboratory. Wendroff is a primary author of the chess program Lachex. Together with co-author Tony Warnock, Lachex competed at two World Computer Chess Championships at Cologne (1986) and Madrid (1992). Career and research Wendroff received his B.A. degree in mathematics and physics from the New York University in 1951 and M.S. degree in mathematics from the Massachusetts Institute of Technology in 1952. After his M.S., Burt joined Los Alamos National Laboratory as a staff member. While at Los ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living ce ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Hyperbolic Partial Differential Equation
In mathematics, a hyperbolic partial differential equation of order n is a partial differential equation (PDE) that, roughly speaking, has a well-posed initial value problem for the first n-1 derivatives. More precisely, the Cauchy problem can be locally solved for arbitrary initial data along any non-characteristic hypersurface. Many of the equations of mechanics are hyperbolic, and so the study of hyperbolic equations is of substantial contemporary interest. The model hyperbolic equation is the wave equation. In one spatial dimension, this is : \frac = c^2 \frac The equation has the property that, if ''u'' and its first time derivative are arbitrarily specified initial data on the line (with sufficient smoothness properties), then there exists a solution for all time ''t''. The solutions of hyperbolic equations are "wave-like". If a disturbance is made in the initial data of a hyperbolic differential equation, then not every point of space feels the disturbance at once. Rela ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Finite Difference
A finite difference is a mathematical expression of the form . If a finite difference is divided by , one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially boundary value problems. The difference operator, commonly denoted \Delta is the operator that maps a function to the function \Delta /math> defined by :\Delta x)= f(x+1)-f(x). A difference equation is a functional equation that involves the finite difference operator in the same way as a differential equation involves derivatives. There are many similarities between difference equations and differential equations, specially in the solving methods. Certain recurrence relations can be written as difference equations by replacing iteration notation with finite differences. In numerical analysis, finite differences are widely used for approximating derivatives, and the term " ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Temporal Discretization
Temporal discretization is a mathematical technique applied to transient problems that occur in the fields of applied physics and engineering. Transient problems are often solved by conducting simulations using computer-aided engineering (CAE) packages, which require discretizing the governing equations in both space and time. Such problems are unsteady (e.g. flow problems), and therefore require solutions in which position varies as a function of time. Temporal discretization involves the integration of every term in different equations over a time step (\Delta t). The spatial domain can be discretized to produce a semi-discrete form: \frac(x,t) = F(\varphi).~ If the discretization is done using backward differences, the first-order temporal discretization is given as: \frac = F(\varphi), And the second-order discretization is given as: \frac = F(\varphi), where * \varphi is a scalar quantity. * n + 1 is the value at the next time level, t + \Delta t. * n is the value ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Numerical Differential Equations
Numerical may refer to: * Number * Numerical digit * Numerical analysis Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of ...
{{disambig ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]