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Crank Nicolson Method
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Details
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In numerical analysis, the Crank Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations. It is a second-order method in time, implicit in time, and is numerically stable. The method was developed by John Crank and Phyllis Nicolson in the mid 20th century. For diffusion equations (and many other equations), it can be shown the Crank Nicolson method is unconditionally stable. However, the approximate solutions can still contain (decaying) spurious oscillations if the ratio of time step to the square of space step is large (typically larger than 1/2). For this reason, whenever large time steps or high spatial resolution is necessary, the less accurate backward Euler method is often used, which is both stable and immune to oscillations.
Weitere Informationen
- Allgemeine Informationen
- GTIN 09786131324918
- Editor Lambert M. Surhone, Mariam T. Tennoe, Susan F. Henssonow
- Größe H220mm x B220mm
- EAN 9786131324918
- Format Fachbuch
- Titel Crank Nicolson Method
- Herausgeber Betascript Publishing
- Anzahl Seiten 108
- Genre Mathematik
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