Pascal Sturm
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Finite difference methods with an implicit scheme

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Seminar paper from the year 2016 in the subject Mathematics - Miscellaneous, grade: 1,0, University of Tubingen, language: English, abstract: Using an explicit scheme for an application of finite difference methods may lead to stability issues. If one wants to increase the accuracy by raising the number of spatial grid points, the number of time intervals have to be increased to a certain extent in order to sustain a converging behavior.As for quite accurate results ridiculously many grid points in time are needed, the practical use of the explicit scheme is rather limited due to high computat...