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  2. Lax–Friedrichs method - Wikipedia

    en.wikipedia.org/wiki/Lax–Friedrichs_method

    This method is conservative and first order accurate, hence quite dissipative. It can, however be used as a building block for building high-order numerical schemes for solving hyperbolic partial differential equations, much like Euler time steps can be used as a building block for creating high-order numerical integrators for ordinary ...

  3. Lax–Wendroff method - Wikipedia

    en.wikipedia.org/wiki/Lax–Wendroff_method

    What follows is the Richtmyer two-step Lax–Wendroff method. The first step in the Richtmyer two-step Lax–Wendroff method calculates values for f(u(x, t)) at half time steps, t n + 1/2 and half grid points, x i + 1/2.

  4. QUICK scheme - Wikipedia

    en.wikipedia.org/wiki/Quick_scheme

    In central differencing scheme and second order upwind scheme the first order derivative is included and the second order derivative is ignored. These schemes are therefore considered second order accurate where as QUICK does take the second order derivative into account, but ignores the third order derivative hence this is considered third ...

  5. Crank–Nicolson method - Wikipedia

    en.wikipedia.org/wiki/Crank–Nicolson_method

    The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.

  6. Upwind scheme - Wikipedia

    en.wikipedia.org/wiki/Upwind_scheme

    For the second-order upwind scheme, becomes the 3-point backward difference in equation and is defined as u x − = 3 u i n − 4 u i − 1 n + u i − 2 n 2 Δ x {\displaystyle u_{x}^{-}={\frac {3u_{i}^{n}-4u_{i-1}^{n}+u_{i-2}^{n}}{2\Delta x}}}

  7. MUSCL scheme - Wikipedia

    en.wikipedia.org/wiki/MUSCL_scheme

    In this paper he constructed the first high-order, total variation diminishing (TVD) scheme where he obtained second order spatial accuracy. The idea is to replace the piecewise constant approximation of Godunov's scheme by reconstructed states, derived from cell-averaged states obtained from the previous time-step. For each cell, slope limited ...

  8. Hybrid difference scheme - Wikipedia

    en.wikipedia.org/wiki/Hybrid_difference_scheme

    Hybrid difference scheme is a method used in the numerical solution for convection-diffusion problems. These problems play important roles in computational fluid dynamics . It can be described by the general partial equation as follows: [ 6 ]

  9. Convection–diffusion equation - Wikipedia

    en.wikipedia.org/wiki/Convection–diffusion...

    The convection–diffusion equation can be derived in a straightforward way [4] from the continuity equation, which states that the rate of change for a scalar quantity in a differential control volume is given by flow and diffusion into and out of that part of the system along with any generation or consumption inside the control volume: + =, where j is the total flux and R is a net ...