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Courant–Friedrichs–Lewy condition - Wikipedia, the free encyclopedia

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Courant–Friedrichs–Lewy condition
From Wikipedia, the free encyclopedia

In mathematics, the Courant–Friedrichs–Lewy condition (CFL condition) is a necessary condition for convergence while solving certain partial differential equations (usually hyperbolic PDEs) numerically by the method of finite differences.[1] It arises in the numerical analysis of explicit time-marching schemes, when these are used for the numerical solution. As a consequence, the time step must be less than a certain time in many explicit time-marching computer simulations, otherwise the simulation will produce incorrect results. The condition is named after Richard Courant, Kurt Friedrichs, and Hans Lewy who described it in their 1928 paper.[2]

Contents
1 Heuristic description 2 The CFL condition 2.1 The one-dimensional case 2.2 The two and general n-dimensional case 3 Implications of the CFL condition 3.1 The CFL condition is only a necessary one 3.2 The CFL condition can be a very strong requirement 4 Notes 5 References 6 External links

Heuristic description
The information behind the condition is that, for example, if a wave is moving across a discrete spatial grid and we want to compute its amplitude at discrete time steps of equal length,[3] then this length must be less than the time for the wave to travel to adjacent grid points. As a corollary, when the grid point separation is reduced, the upper limit for the time step also decreases. In essence, the numerical domain of dependence of any point in space and time (which data values in the initial conditions affect the numerical computed value at that point) must include the analytical domain of dependence (where in the initial conditions has an effect on the exact value of the solution at that point) in order to assure that the scheme can access the information required to form the solution.

The CFL condition
In order to make a reasonably formally precise statement of the condition, it is necessary to define the following quantities Spatial coordinate: it is one of the coordinates of the physical space in which the problem is posed. Spatial dimension of the problem: it is the number of spatial dimensions i.e. the number of spatial coordinates of the physical space where the problem is posed. Typical values are , and . Time: it is the coordinate, acting as a parameter, which describes the evolution of the system, distinct from

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the free encyclopedia http://en. Operatively. The two and general n-dimensional case In the two-dimensional case. If an explicit (timemarching) solver is used then typically .[5] The one-dimensional case For one-dimensional case. the CFL has the following form: where the dimensionless number is called the Courant number. is the magnitude of the velocity (whose dimension is length/time) is the time step (whose dimension is time) is the length interval (whose dimension is length). the CFL condition is commonly prescribed for those terms of the finite-difference approximation of general partial differential equations which model the advection phenomenon. This "degree of freedom" can be used in order to somewhat optimize the value of the time step for a particular problem.Courant–Friedrichs–Lewy condition . by varying the values of the different interval in order to keep it not too small. in order to establish the convergence of the finite- 2 of 4 10/24/2013 7:51 PM . Thus. The value of changes with the method used to solve the discretised equation. Implicit (matrix) solvers are usually less sensitive to numerical instability and so larger values of may be tolerated.wikipedia. By analogy with the two-dimensional case.Wikipedia. Implications of the CFL condition The CFL condition is only a necessary one The CFL condition is a necessary condition.org/wiki/Courant–Friedrichs–Lewy_condition the spatial coordinates. the general CFL condition for the -dimensional case is the following one: The interval length is not required to be the same for each spatial variable . The spatial coordinates and the time are supposed to be discrete valued independent variables. the CFL condition becomes with obvious meaning of the symbols involved. whose minimal steps are called respectively the interval length[4] and the time step: the CFL condition relates the length of the time step to a function interval lengths of each spatial variable. but may not be sufficient for the convergence of the finitedifference approximation of a given numerical problem.

(1928). There exists also an English translation of the 1928 German original: see references Courant.1007/BF01448839 (http://dx..Courant–Friedrichs–Lewy condition . R.. K. Friedrichs & Lewy 1967.uni-goettingen. ^ In general.ams.wikipedia.html) 11 (2): 215–234. Lewy.0486.. Friedrichs & Lewy 1928.. Courant. H. K.org/zmath/en/search /?format=complete&q=an:54. The CFL condition can be a very strong requirement The CFL condition can be a very limiting constraint on the time step : for example.01).com/journal/rdindex.org /10..doi. Friedrichs & Lewy 1956 and Courant.ams. this is the hyperbolic part of the PDE under analysis.zentralblatt-math.32C).archive.de/purl?GDZPPN002272636). doi:10.100. the free encyclopedia http://en.org/details/onpartialdiffere00cour) on October 23. H. Notes 1. See the "Implications of the CFL condition" section of this article for a brief survey of this issues. ^ This quantity is not necessarily the same for each spatial variable. circulated as a research report.stanford. Lewy. On the partial difference equations of mathematical physics (http://www.: translated from the German by Phyllis Fox. JFM 54.1007%2FBF01448839). Friedrichs & Lewy 1967.org/zmath/en/search/?format=complete&q=an:0145. New York: AEC Computing and Applied Mathematics Centre – Courant Institute of Mathematical Sciences. 2. it can have the following form meaning that a decrease in the length interval requires a fourth order decrease in the time step for the condition to be fulfilled. R.. Courant. Friedrichs. References Courant. it can be also a demanding condition for some problems.watson.archive.org/stream/onpartialdiffere00cour#page/n0/mode/2up).ibm. R. Friedrichs. Lewy. in the finite-difference approximation of certain fourth-order nonlinear partial differential equations. NYO-7689..edu/class/cme324/classics/courant-friedrichs3 of 4 10/24/2013 7:51 PM .nsf /a3807c5b4823c53f85256561006324be/769774a3c9f3685f85256bfa00683f8a!OpenDocument). 5.harvard. (September 1956) [1928].0486. efforts are often made to avoid the CFL condition. Mathematische Annalen (in German) 100 (1): 32–74. when solving particularly stiff problems.40402).org/mathscinet-getitem?mr=1512478). which in turn could imply further limitations on the length of the time step and/or the lengths of the spatial intervals. 3. which is then solved by numerical linear algebra methods. (March 1967) [1928]. MR 0213764 (//www. "Über die partiellen Differenzengleichungen der mathematischen Physik" (http://resolver.32C (http://adsabs.ibm. Therefore. it is not a sufficient condition: also. 2008. ^ Precisely.. archived from the original (http://www. K.. "On the partial difference equations of mathematical physics" (http://domino.01 (http://www. 4. pp. for example by using implicit methods. Friedrichs.research. H. AEC Research and Development Report.org/mathscinet-getitem?mr=0213764).40402 (http://www. MR 1512478 (//www.zentralblatt-math. ^ See reference Courant. it is necessary to use other methods. This is an earlier version of the paper Courant. ^ This situation commonly occurs when a hyperbolic partial differential operator has been approximated by a finite difference equation.100.sub. A freely downlodable copy can be found here (http://www.com/tchjr/journalindex.org/wiki/Courant–Friedrichs–Lewy_condition difference approximation. Bibcode:1928MatAn. V + 76..edu/abs/1928MatAn.Wikipedia. IBM Journal of Research and Development (http://researchweb. as it is shown in the "The two and general n–dimensional case" section of this entry : it can be chosen in order to somewhat relax the condition. Zbl 0145.

. additional terms may apply. Michiel.Wikipedia.php?title=C/c026760). N. "Courant-Friedrichs-Lewy Condition (http://mathworld. S.encyclopediaofmath.html)". a non-profit organization. Wikipedia® is a registered trademark of the Wikimedia Foundation. Encyclopedia of Mathematics. the free encyclopedia http://en. in Hazewinkel. External links Bakhvalov. ISBN 978-1-55608-010-4 Weisstein.wolfram.wikipedia. you agree to the Terms of Use and Privacy Policy. (2001). Springer.org /index. "Courant–Friedrichs–Lewy condition" (http://www. Text is available under the Creative Commons Attribution-ShareAlike License.pdf).org/w/index. MathWorld. Inc. By using this site. Eric W.org/wiki/Courant–Friedrichs–Lewy_condition lewy. Retrieved from "http://en.Courant–Friedrichs–Lewy condition .php?title=Courant–Friedrichs–Lewy_condition& oldid=565609516" Categories: Numerical differential equations Computational fluid dynamics This page was last modified on 24 July 2013 at 12:39. 4 of 4 10/24/2013 7:51 PM .wikipedia.com/CourantFriedrichs-LewyCondition..