数值差分方法一般分为显式差分与隐式差分,对二者的区别我查阅了相关的资料。我后面发现关于二者区分不是有一些差异。如Wiki:
Explicit methodscalculate the state of a system at a later time from the state of the system at the current time, whileimplicit methodsfind a solution by solving an equation involving both the current state of the system and the later one. Mathematically, if{displaystyle Y(t)}
is the current system state and{displaystyle Y(t+Delta t)}
is the state at the later time ({displaystyle Delta t}
is a small time step), then, for an explicit method
{displaystyle Y(t+Delta t)=F(Y(t)),}
while for an implicit method one solves an equation
{displaystyle G{Big (}Y(t),Y(t+Delta t){Big )}=0qquad (1),}
to find{displaystyle Y(t+Delta t).}
下面几个链接是其它的一些讨论:
这几个讨论,认为如果下一时刻状态值,能通过当前时刻值进行直接计算,则表示显式差分,如果下一时刻状态值,不能通过当前时刻值进行直接计算,而必须求解(1)式来计算,则表示隐式差分。
这个定义似乎很简单,也容易理解,但现在有一个情况是,式(1)如果是线性的,并且通过式(1),我们能反解出Y(t+dt),使其能够写出显示差分的格式。举一个例子吧,
du/dt = f(u)where u is a vector and f is a known function. Then we may approximate the time derivative over a time step h as(implicit) u(n+1) = u(n) + h.f(u(n+1))
if f(u) = Au where A is a constant, then u(n+1)=u(n)+Ahu(n+1),then, u(n+1)=u(n)/(1-Ah)
这种情况下,差分方法是显式还是隐式呢? 本质上我们也求解方程(1), 但是我们得到了显示格式