]> https://gitweb.dealii.org/ - dealii.git/commitdiff
step-78: clarify that we have an IMEX method. 12273/head
authorDavid Wells <drwells@email.unc.edu>
Fri, 21 May 2021 16:39:47 +0000 (12:39 -0400)
committerDavid Wells <drwells@email.unc.edu>
Fri, 21 May 2021 16:42:13 +0000 (12:42 -0400)
examples/step-78/doc/intro.dox

index bb323964be7a488b14caf53085368229ed61d5c6..2c4552f8b6b3d26694c83651072fa4f99b48015d 100644 (file)
@@ -131,11 +131,10 @@ refinement and time step choice. There is also the issue that the diffusion term
 
 <h3>Scheme for the numerical solution</h3>
 
-We will solve this problem using the fractional step method (of which the
-Crank-Nicolson method is a special case with $\theta=\frac 12$; the explicit
-Euler method corresponds to $\theta=0$ and the implicit Euler method to
-$\theta=1$). So, we first discretize in time, where we would like $V^n(S)$ to
-approximate $V(S,\tau_n)$:
+We will solve this problem using an IMEX method. In particular, we first discretize
+in time with the theta method and will later pick different values of theta for
+the advective and diffusive terms.
+Let $V^n(S)$ approximate $V(S,\tau_n)$:
 @f{align*}{
     0=&-\frac{V^n(S)-V^{n-1}(S)}{k_n} \\
     &+\frac{\sigma^2S^2}{2}\left[(1-\theta)\frac{d^2V^{n-1}(S)}{dS^2} + \

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