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Lax–Wendroff method : ウィキペディア英語版
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 differences. It is second-order accurate in both space and time. This method is an example of explicit time integration where the function that defines governing equation is evaluated at the current time.
Suppose one has an equation of the following form:
: \frac+\frac=0\,
where ''x'' and ''t'' are independent variables, and the initial state, u(''x'', 0) is given.
In the linear case, where '' f(u) = Au '', and ''A'' is a constant,〔LeVeque, Randy J. ''Numerical Methods for Conservation Laws", Birkhauser Verlag, 1992, p. 125.〕
: u_i^ = u_i^n - \frac A\left(u_^ - u_^ \right ) + \frac A^2\left(u_^ -2 u_^ + u_^ \right ).
This linear scheme can be extended to the general non-linear case in different ways. One of them is letting
: A(u) = f'(u) = \frac
The conservative form of Lax-Wendroff for a general non-linear equation is then
: u_i^ = u_i^n - \frac \left(f(u_^) - f(u_^) \right ) + \frac \left(A_\left(f(u_^) - f(u_^)\right) - A_\left( f(u_^)-f(u_^)\right) \right ).
where A_ is the Jacobian matrix evaluated at \frac(U^n_i + U^n_).
To avoid the Jacobian evaluation, use a two-step procedure. What follows is the Richtmyer two-step Lax–Wendroff method.
The first step in the Richtmyer two-step Lax–Wendroff method calculates values for f(u(''x'', ''t'')) at half time steps, ''t''''n'' + 1/2 and half grid points, ''x''''i'' + 1/2. In the second step values at ''t''''n'' + 1 are calculated using the data for ''t''''n'' and ''t''''n'' + 1/2.
First (Lax) steps:
: u_^ = \frac(u_^n + u_^n) - \frac( f(u_^n) - f(u_^n) ),
: u_^= \frac(u_^n + u_^n) - \frac( f(u_^n) - f(u_^n) ).
Second step:
: u_i^ = u_i^n - \frac \left(f(u_^) - f(u_^) \right ).
Another method of this same type was proposed by MacCormack. MacCormack's method uses first forward differencing and then backward differencing:
First step:
: u_^= u_^n - \frac( f(u_^n) - f(u_^n) ).
Second step:
: u_i^ = \frac(u_^n + u_^
*) - \frac \left(f(u_^) - f(u_^) \right ).
Alternatively,
First step:
: u_^= u_^n - \frac( f(u_^n) - f(u_^n) ).
Second step:
: u_i^ = \frac(u_^n + u_^
*) - \frac \left(f(u_^) - f(u_^) \right ).
==References==

*
* Michael J. Thompson, ''An Introduction to Astrophysical Fluid Dynamics'', Imperial College Press, London, 2006.
*


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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