Then, at every kth step and (i, j) grid point, a nonlinear equation needs to be solved.
To do this, we apply a number of local iterations over a linearized system using Picard’s
method; i.e., to compute the value of uq+1 (where q is the superscript for the local i,j
iterations), the nonlinear terms C·,· and gi,j are evaluated using values of u from the previous qth step, leaving an easy-to-solve linear system in uq+1 (see Algorithm 3).