theta-method

E413442

The theta-method is a family of numerical time-stepping schemes for solving ordinary and partial differential equations that unifies explicit, implicit, and Crank–Nicolson methods through a single weighting parameter.

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theta-method canonical 1

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Statements (37)

Predicate Object
instanceOf family of numerical methods ⓘ
finite difference time discretization method ⓘ
numerical time-stepping scheme ⓘ
one-step method ⓘ
appliesTo initial value problems ⓘ
ordinary differential equation systems ⓘ
parabolic partial differential equations ⓘ
basedOn time discretization of differential equations ⓘ
category single-parameter generalization of Euler and Crank–Nicolson schemes ⓘ
hasParameter theta ⓘ
hasParameterType weighting parameter ⓘ
hasProperty A-stability for theta ≥ 1/2 in linear test problems ⓘ
conditionally stable for theta < 1/2 ⓘ
unconditionally stable for theta ≥ 1/2 on the linear test equation ⓘ
hasUpdateFormula u_{n+1} = u_n + Δt[(1−theta) f(t_n,u_n) + theta f(t_{n+1},u_{n+1})] for ODEs ⓘ
implementedIn many scientific computing libraries and PDE solvers ⓘ
is explicit method when theta = 0 ⓘ
implicit method when theta ≠ 0 ⓘ
orderOfAccuracy first order for theta ≠ 1/2 ⓘ
second order for theta = 1/2 ⓘ
relatedTo Runge–Kutta methods ⓘ
linear multistep methods ⓘ
requires solution of linear or nonlinear algebraic equations for theta ≠ 0 ⓘ
specialCaseAtTheta theta = 0 gives explicit Euler method ⓘ
theta = 1 gives implicit Euler method ⓘ
theta = 1/2 gives Crank–Nicolson method ⓘ
thetaInRange 0 ≤ theta ≤ 1 ⓘ
tradeOffs accuracy versus stability controlled by theta ⓘ
stability versus numerical damping controlled by theta ⓘ
unifies Crank–Nicolson method ⓘ
explicit Euler method ⓘ
implicit Euler method ⓘ
usedFor solving ordinary differential equations ⓘ
solving partial differential equations ⓘ
time integration in numerical simulations ⓘ
usedIn finite difference methods for time-dependent PDEs ⓘ
method-of-lines discretizations ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Crank–Nicolson scheme → relatedTo → theta-method ⓘ