Outline

Application of FD schemes to the one-dimensional heat equation

Application to the Burgers and generic transport equations

Methods of Lines (multi-step methods): Runge-Kutta and Adams methods

Reading: Ch.4 heat equation and again Ch.3.6 on the Stability Analysis in
application to a single PDE

Optional: methods for 2D heat equation

Simple explicit scheme

Conditionally stable at

(, 2 )

Modified equation:
Simple implicit scheme

Unconditionally stable, (, 2 )

Modified equation:
Crank-Nicolson Scheme

Unconditionally stable, ( 2 , 2 )
Explicit scheme for the Burgers equation

(, 2 )

Stability analysis: = =

1
2 2, , where = , =
2 2

Since it has to be true for all velocities in the domain, the final criterion is:

2 1
2,
2
Unconditionally unstable:

Conditionally stable:
Runge-Kutta Method: 2nd order accuracy

Substitution of PDE with ODE: = []

1: () = +

2: + = + ( + )
2

where = , () = () ,
Runge-Kutta Method: 4th order accuracy

Not unconditionally stable

Adams Methods:

Explicit:

Implicit:
First-order Adams Methods:
q=0

Explicit:

Implicit:
Higher-order Adams Methods:
q=1

q=2