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Explicit and Implicit Methods

Explicit methods calculate the later state of a system directly from its current state, while implicit methods find the later state by solving an equation involving both the current and later states. Implicit methods require more computation but allow for larger time steps, making them more efficient for stiff problems where explicit methods would require impractically small time steps. The choice between explicit and implicit methods depends on the specific problem being solved.

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30 views

Explicit and Implicit Methods

Explicit methods calculate the later state of a system directly from its current state, while implicit methods find the later state by solving an equation involving both the current and later states. Implicit methods require more computation but allow for larger time steps, making them more efficient for stiff problems where explicit methods would require impractically small time steps. The choice between explicit and implicit methods depends on the specific problem being solved.

Uploaded by

kysuco
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Explicit and implicit methods

Explicit and implicit methods are approaches used in numerical analysis for obtaining
numerical solutions of time-dependent ordinary and partial differential equations, as is
required in computer simulations of physical processes.

Explicit methods calculate the state of a system at a later time from the state of the
system at the current time, while implicit methods find a solution by solving an equation
involving both the current state of the system and the later one. Mathematically, if Y(t) is
the current system state and Y(t + Δt) is the state at the later time (Δt is a small time step),
then, for an explicit method

while for an implicit method one solves an equation

to find Y(t + Δt).

It is clear that implicit methods require an extra computation (solving the


above equation), and they can be much harder to implement. Implicit
methods are used because many problems arising in real life are stiff, for
which the use of an explicit method requires impractically small time steps Δt
to keep the error in the result bounded (see numerical stability). For such
problems, to achieve given accuracy, it takes much less computational time
to use an implicit method with larger time steps, even taking into account
that one needs to solve an equation of the form (1) at each time step. That
said, whether one should use an explicit or implicit method depends upon the
problem to be solved.

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