APMA 2560 – Spring 2011
Lecture 6
Numerical Solution of PDEs II
Instructor: Professor G.E. Karniadakis
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• Time discretization – Spectral Methods
– Stability of continuous and semi-Discrete problems
– An example of a fully discrete system (Euler/Legendre collocation)
– Eigenspectra of derivative operators – von Neuman stability
– Common time-stepping methods (multi-step, multi-stage, integrating factos, and
strong-preserving stability)
• Reading: read chapter 10 of Hesthaven et al