Von Neumann stability analysis substitutes a Fourier mode into a constant-coefficient scheme and requires for every frequency. The CFL condition (Courant, Friedrichs and Lewy, 1928) is the resulting restriction of the time step by the space step for an explicit scheme.
Quantitative Finance · Glossário
O que é Von Neumann stability analysis, CFL condition?
Também chamado de: von Neumann stability analysis · CFL condition