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Results tagged with finite-differences
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user 64449
5
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Conditions for convergence of Euler's method
Forward Euler is convergent under mild conditions on $f(t,x)$, as explained below.
Let $\delta t$ be the time step size parameter (assumed to be constant for clarity's sake), let $T$ be the time span …
- 6,045
12
votes
Accepted
Review paper/book on Finite Difference Methods for PDEs
There are many well-written books/notes on this topic including:
J. C. Strikwerda, Finite difference schemes and partial differential equations, SIAM, 2004.
R. J. LeVeque, Finite difference methods …
- 6,045