28.01.2013 Views

Design of optimal Runge-Kutta methods - FEniCS Project

Design of optimal Runge-Kutta methods - FEniCS Project

Design of optimal Runge-Kutta methods - FEniCS Project

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

The Forward Euler condition<br />

Recall our ODE system (typically from a PDE)<br />

ut = F (u),<br />

where the spatial discretization F (u) is carefully chosen 1 so that the<br />

solution from the forward Euler method<br />

u n+1 = u n + ∆tF (u n ),<br />

satisfies the monotonicity requirement<br />

||u n+1 || ≤ ||u n ||,<br />

in some norm, semi-norm or convex functional || · ||, for a suitably<br />

restricted timestep<br />

1 e.g. TVD, TVB<br />

∆t ≤ ∆tFE.<br />

D. Ketcheson (KAUST) 23 / 36

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!