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integral (4)) have been developed, usually the latter class is used
Applied Computational Fluid Dynamics. Part I: Introduction and Governing
Equations. Instructor: Dr. Yang-Cheng Shih. Department of Energy and
Refrigerating ...
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Example #2 (fully implicit scheme for heat equation)
1. first-order forward difference in time 2. second-order central difference in space
3. Implicit
2
stability condition G(β)≤1is satisfied for any r ≥0
3
This conclusion is typical for implicit schemes. Many of them (but not all!) are unconditionally stable(i.e., stable for any choice of the time and space discretization steps)
A scheme is deemed stable if the entire curve G(β) at 0