Time stepping methods (Ch2)

Setup (Ch0)

Examples (Ch1)

2nd order in time ¨u+Au=f

scalar wave eq. (acoustic)

Methods for 1st order system (Ch2.2)

Newmark for 2nd order (Ch2.1)

ICs for \( u(0), \dot{u}(0) \)

\( A \) is symm, elliptic operator

electromagnetic wave eq.

elastic wave eq.

conservation of energy

wave eq.

skew symmetric matrix

symplectic Euler method

ODE \( M\ddot{u}+Ku=f \)

based on taylor expansion for \( u, \ddot{u}\)

satsifies discrete energy conservation

equivalent stiffness matrix \( K_{eq} \)
pos. def. \( \Rightarrow \) conservation proves stability

single step methods

solve lin. system w/ spd matrix

conditional (=max. time-step)/unconditional stability

mixed var. form.

reduce to 1st order system of PDEs

Hamiltonian structure

\( \Rightarrow \) EVa imaginary

space discretization -> ODE system

symplectic methods