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CourantFriedrichsLewy condition - Wikipedia, the free encyclopedia

CourantFriedrichsLewycondition
FromWikipedia,thefreeencyclopedia

Inmathematics,theCourantFriedrichsLewy(CFL)conditionisanecessaryconditionfor
convergencewhilesolvingcertainpartialdifferentialequations(usuallyhyperbolicPDEs)numerically
bythemethodoffinitedifferences.[1]Itarisesinthenumericalanalysisofexplicittimeintegration
schemes,whentheseareusedforthenumericalsolution.Asaconsequence,thetimestepmustbeless
thanacertaintimeinmanyexplicittimemarchingcomputersimulations,otherwisethesimulationwill
produceincorrectresults.TheconditionisnamedafterRichardCourant,KurtFriedrichs,andHans
Lewywhodescribeditintheir1928paper.[2]

Contents
1Heuristicdescription
2TheCFLcondition
2.1Theonedimensionalcase
2.2Thetwoandgeneralndimensionalcase
3ImplicationsoftheCFLcondition
3.1TheCFLconditionisonlyanecessaryone
3.2TheCFLconditioncanbeaverystrongrequirement
4Notes
5References
6Externallinks

Heuristicdescription
Theprinciplebehindtheconditionisthat,forexample,ifawaveismovingacrossadiscretespatialgrid
andwewanttocomputeitsamplitudeatdiscretetimestepsofequalduration,[3]thenthisdurationmust
belessthanthetimeforthewavetotraveltoadjacentgridpoints.Asacorollary,whenthegridpoint
separationisreduced,theupperlimitforthetimestepalsodecreases.Inessence,thenumericaldomain
ofdependenceofanypointinspaceandtime(asdeterminedbyinitialconditionsandtheparametersof
theapproximationscheme)mustincludetheanalyticaldomainofdependence(whereintheinitial
conditionshaveaneffectontheexactvalueofthesolutionatthatpoint)inordertoassurethatthe
schemecanaccesstheinformationrequiredtoformthesolution.

TheCFLcondition
Inordertomakeareasonablyformallyprecisestatementofthecondition,itisnecessarytodefinethe
followingquantities
Spatialcoordinate:itisoneofthecoordinatesofthephysicalspaceinwhichtheproblemis
posed.
Spatialdimensionoftheproblem:itisthenumber ofspatialdimensionsi.e.thenumberof
spatialcoordinatesofthephysicalspacewheretheproblemisposed.Typicalvaluesare
and
.
Time:itisthecoordinate,actingasaparameter,whichdescribestheevolutionofthesystem,
distinctfromthespatialcoordinates.
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Thespatialcoordinatesandthetimearesupposedtobediscretevaluedindependentvariables,whichare
placedatregulardistancescalledtheintervallength[4]andthetimestep,respectively.Usingthese
names,theCFLconditionrelatesthelengthofthetimesteptoafunctionoftheintervallengthsofeach
spatialcoordinateandofthemaximumspeedwithwhichinformationcantravelinthephysicalspace.
Operatively,theCFLconditioniscommonlyprescribedforthosetermsofthefinitedifference
approximationofgeneralpartialdifferentialequationswhichmodeltheadvectionphenomenon.[5]

Theonedimensionalcase
Foronedimensionalcase,theCFLhasthefollowingform:

wherethedimensionlessnumberiscalledtheCourantnumber,
isthemagnitudeofthevelocity(whosedimensionislength/time)
isthetimestep(whosedimensionistime)
isthelengthinterval(whosedimensionislength).
Thevalueof
changeswiththemethodusedtosolvethediscretisedequation,especially
dependingonwhetherthemethodisexplicitorimplicit.Ifanexplicit(timemarching)solverisused
thentypically
.Implicit(matrix)solversareusuallylesssensitivetonumericalinstabilityand
solargervaluesof
maybetolerated.

Thetwoandgeneralndimensionalcase
Inthetwodimensionalcase,theCFLconditionbecomes

withobviousmeaningofthesymbolsinvolved.Byanalogywiththetwodimensionalcase,thegeneral
CFLconditionforthe dimensionalcaseisthefollowingone:

Theintervallengthisnotrequiredtobethesameforeachspatialvariable
.This
"degreeoffreedom"canbeusedinordertosomewhatoptimizethevalueofthetimestepforaparticular
problem,byvaryingthevaluesofthedifferentintervalinordertokeepitnottoosmall.

ImplicationsoftheCFLcondition
TheCFLconditionisonlyanecessaryone
TheCFLconditionisanecessarycondition,butmaynotbesufficientfortheconvergenceofthefinite
differenceapproximationofagivennumericalproblem.Thus,inordertoestablishtheconvergenceof
thefinitedifferenceapproximation,itisnecessarytouseothermethods,whichinturncouldimply
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furtherlimitationsonthelengthofthetimestepand/orthelengthsofthespatialintervals.

TheCFLconditioncanbeaverystrongrequirement
TheCFLconditioncanbeaverylimitingconstraintonthetimestep :forexample,inthefinite
differenceapproximationofcertainfourthordernonlinearpartialdifferentialequations,itcanhavethe
followingform:

meaningthatadecreaseinthelengthinterval
requiresafourthorderdecreaseinthetimestep
fortheconditiontobefulfilled.Therefore,whensolvingparticularlystiffproblems,effortsareoften
madetoavoidtheCFLcondition,forexamplebyusingimplicitmethods.

Notes
1. Ingeneral,itisnotasufficientconditionalso,itcanbeademandingconditionforsomeproblems.Seethe
"ImplicationsoftheCFLcondition"sectionofthisarticleforabriefsurveyoftheseissues.
2. SeereferenceCourant,Friedrichs&Lewy1928.ThereexistsalsoanEnglishtranslationofthe1928German
original:seereferencesCourant,Friedrichs&Lewy1956andCourant,Friedrichs&Lewy1967.
3. Thissituationcommonlyoccurswhenahyperbolicpartialdifferentialoperatorhasbeenapproximatedbya
finitedifferenceequation,whichisthensolvedbynumericallinearalgebramethods.
4. Thisquantityisnotnecessarilythesameforeachspatialvariable,asitisshowninthe"Thetwoandgeneral
ndimensionalcase"sectionofthisentry:itcanbechoseninordertosomewhatrelaxthecondition.
5. Precisely,thisisthehyperbolicpartofthePDEunderanalysis.

References
Courant,R.Friedrichs,K.Lewy,H.(1928),"berdiepartiellenDifferenzengleichungender
mathematischenPhysik"(http://resolver.sub.unigoettingen.de/purl?GDZPPN002272636),
MathematischeAnnalen(inGerman)100(1):3274,Bibcode:1928MatAn.100...32C
(http://adsabs.harvard.edu/abs/1928MatAn.100...32C),doi:10.1007/BF01448839
(https://dx.doi.org/10.1007%2FBF01448839),JFM54.0486.01(https://zbmath.org/?
format=complete&q=an:54.0486.01),MR1512478(https://www.ams.org/mathscinetgetitem?
mr=1512478).
Courant,R.Friedrichs,K.Lewy,H.(September1956)[1928],Onthepartialdifference
equationsofmathematicalphysics
(http://www.archive.org/stream/onpartialdiffere00cour#page/n0/mode/2up),AECResearchand
DevelopmentReport,NYO7689,NewYork:AECComputingandAppliedMathematicsCentre
CourantInstituteofMathematicalSciences,pp.V+76,archivedfromtheoriginal
(http://www.archive.org/details/onpartialdiffere00cour)onOctober23,2008.:translatedfromthe
GermanbyPhyllisFox.ThisisanearlierversionofthepaperCourant,Friedrichs&Lewy1967,
circulatedasaresearchreport.
Courant,R.Friedrichs,K.Lewy,H.(March1967)[1928],"Onthepartialdifferenceequationsof
mathematicalphysics"
(http://domino.research.ibm.com/tchjr/journalindex.nsf/a3807c5b4823c53f85256561006324be/76
9774a3c9f3685f85256bfa00683f8a!OpenDocument),IBMJournalofResearchandDevelopment
(http://researchweb.watson.ibm.com/journal/rdindex.html)11(2):215234,MR0213764
(https://www.ams.org/mathscinetgetitem?mr=0213764),Zbl0145.40402(https://zbmath.org/?
format=complete&q=an:0145.40402).Afreelydownlodablecopycanbefoundhere
(http://www.stanford.edu/class/cme324/classics/courantfriedrichslewy.pdf).
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Externallinks
Bakhvalov,N.S.(2001),"CourantFriedrichsLewycondition"
(http://www.encyclopediaofmath.org/index.php?title=C/c026760),inHazewinkel,Michiel,
EncyclopediaofMathematics,Springer,ISBN9781556080104
Weisstein,EricW.,"CourantFriedrichsLewyCondition"
(http://mathworld.wolfram.com/CourantFriedrichsLewyCondition.html),MathWorld.
Retrievedfrom"http://en.wikipedia.org/w/index.php?title=CourantFriedrichs
Lewy_condition&oldid=660388439"
Categories: Numericaldifferentialequations Computationalfluiddynamics
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