Lax–Wendroff method

The Lax–Wendroff method, named after Peter Lax and Burton Wendroff, is a numerical method for the solution of hyperbolic partial differential equations, based on finite differences. It is second-order accurate in both space and time.

Suppose one has an equation of the following form:

$\frac{\partial f(x,t)}{\partial t}=\frac{\partial g(f(x,t))}{\partial x}\,$

where x and t are independent variables, and the initial state, ƒ(x, 0) is given.

The first step in the Lax–Wendroff method calculates values for ƒ(x, t) at half time steps, t_n + 1/2 and half grid points, x_i + 1/2. In the second step values at t_n + 1 are calculated using the data for t_n and t_n + 1/2.

First (Lax) step:

$\cfrac{f_{i+1/2}^{n+1/2} - \cfrac{f_i^n+f_{i+1}^n}{2}}{(1/2) * \Delta t}=\cfrac{g_{i+1}^n - g_i^n}{\Delta x}.\,$

Second step:

$\cfrac{f_i^{n+1} - f_i^n}{\Delta t}=\cfrac{g_{i+1/2}^{n+1/2} - g_{i-1/2}^{n+1/2}}{\Delta x}.\,$

This method can be further applied to some systems of partial differential equations.

References

• P.D Lax; B. Wendroff (1960). "Systems of conservation laws". Commun. Pure Appl Math. 13 (2): 217–237. doi:10.1002/cpa.3160130205. 
• Michael J. Thompson, An Introduction to Astrophysical Fluid Dynamics, Imperial College Press, London, 2006.
• Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007). "Section 20.1. Flux Conservative Initial Value Problems". Numerical Recipes: The Art of Scientific Computing (3rd ed.). New York: Cambridge University Press. p. 1040. ISBN 978-0-521-88068-8. http://apps.nrbook.com/empanel/index.html#pg=1040.