Courant–Friedrichs–Lewy condition

E87775

The Courant–Friedrichs–Lewy condition is a fundamental stability criterion in numerical analysis that restricts the time step size in discretized partial differential equations to ensure convergence of the computed solution.


Statements (47)
Predicate Object
instanceOf criterion in numerical analysis
mathematical concept
numerical stability condition
alsoKnownAs CFL condition
appliesPrimarilyTo explicit schemes rather than implicit schemes
appliesTo discretized partial differential equations
explicit time-stepping schemes
finite difference methods
finite volume methods
assumes finite propagation speed of information
category condition for convergence
stability criterion
characterizes maximum stable time step
consequenceOfViolation divergence of numerical solution
numerical instability
defines upper bound on Courant number
field computational mathematics
numerical analysis
partial differential equations
hasParameter Courant number
implies information must not travel more than one spatial cell per time step
influences choice of time step in simulations
computational cost of time-dependent simulations
involves discretization in space
discretization in time
isNecessaryFor convergence of many explicit finite difference schemes
namedAfter Hans Lewy
Kurt Friedrichs NERFINISHED
Richard Courant
publishedIn paper on finite difference methods for PDEs
purpose ensure convergence of numerical solution
ensure numerical stability
restrict time step size
relatedConcept Lax equivalence theorem
stability region of numerical scheme
von Neumann stability analysis
relatesTo characteristic speeds of PDE
spatial grid size
time step size
wave propagation speed
typicalForm c·Δt/Δx ≤ C_max
usedIn computational fluid dynamics
computational wave propagation
hyperbolic partial differential equations
numerical weather prediction
shock-capturing schemes
yearProposed 1928

Referenced by (2)
Subject (surface form when different) Predicate
Richard Courant
notableWork
von Neumann stability analysis
relatedTo

Please wait…