Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. The previous video introduced the linear advection equation, an example of a hyperbolic partial differential equation (PDE). This video develops a finite-difference scheme for the advection equation, and shows that it must satisfy the Courant–Friedrichs–Lewy (CFL) condition in order to obtain stable results. The related concept of upwinding is also discussed.
For more information see the main course website at [ Ссылка ]
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