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Godunov's scheme : ウィキペディア英語版
Godunov's scheme
In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by S. K. Godunov in 1959, for solving partial differential equations. One can think of this method as a conservative finite-volume method which solves exact, or approximate Riemann problems at each inter-cell boundary. In its basic form, Godunov's method is first order accurate in both space, and time, yet can be used as a base scheme for developing higher-order methods.
==Basic scheme==

Following the classical Finite-volume method framework, we seek to track a finite set of discrete unknowns,
: Q^_i = \frac \int_ } q(t^n, x)\, dx
where the x_i = x_," TITLE="x_,">x_ ), we obtain a Method of lines (MOL) formulation for the spatial cell averages:
: \frac Q_i( t ) = -\frac \left( f( q( t, x_ ) ) - f( q( t, x_ ) ) \right),
which is a classical description of the first order, upwinded finite volume method. (c.f. Leveque - Finite Volume Methods for Hyperbolic Problems )
Exact time integration of the above formula from time t = t^n to time t = t^ yields the exact update formula:
: Q^_i = Q^n_i - \frac \int_^ \left( f( q( t, x_ ) ) - f( q( t, x_ ) ) \right)\, dt.
Godunov's method replaces the time integral of each
: \int_^ f( q( t, x_ ) )\, dt
with a Forward Euler method which yields a fully discrete update formula for each of the unknowns Q^n_i . That is, we approximate the integrals with
: \int_^ f( q( t, x_ ) )\, dt \approx \Delta t f^\downarrow\left( Q^n_, Q^n_i \right),
where f^\downarrow\left( q_l, q_r \right) is an approximation to the exact solution of the Riemann problem. For consistency, one assumes that
: f^\downarrow( q_l , q_r ) = f( q_l ) \quad \text \quad q_l = q_r,
and that f^\downarrow is increasing in the first argument, and decreasing in the second argument.
For scalar problems where f'( q ) > 0 , one can use the simple Upwind scheme, which defines f^\downarrow( q_l, q_r ) = f( q_l ) .
The full Godunov scheme requires the definition of an approximate, or an exact Riemann solver, but in its most basic form, is given by:
: Q^_i = Q^n_i - \lambda \left( \hat^n_ - \hat^n_ \right), \quad \lambda = \frac, \quad \hat^n_ = f^\downarrow\left( Q^n_, Q^n_i \right)

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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