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Results tagged with implicit-methods
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user 1088
Implicit methods are timestepping methods that use an inversion at every timestep. This allows for much better stability properties than explicit methods, though it comes with a serious speed penalty in some cases. Examples of implicit methods include Backward Euler and Crank-Nicholson.
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Implicit finite difference schemes for advection equation
There are numerous FD schemes for the advection equation $\frac{\partial T}{\partial t}+u\frac{\partial T}{\partial x}=0$ discuss in the web. For instance here:
http://farside.ph.utexas.edu/teaching/3 …