Loading [MathJax]/extensions/TeX/boldsymbol.js
\newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\Oof}[1]{\mathcal{O}(#1)}

« Previous
Next »

The Crank-Nicolson scheme; ideas

Idea 1: let the ODE hold at t_{n+\half} u'(t_{n+\half}) = -au(t_{n+\half})

Idea 2: approximate u'(t_{n+\half} by a centered difference \begin{equation} u'(t_{n+\half}) \approx \frac{u^{n+1}-u^n}{t_{n+1}-t_n} \tag{10} \end{equation}

Problem: u(t_{n+\half}) is not defined, only u^n=u(t_n) and u^{n+1}=u(t_{n+1})

Solution: u(t_{n+\half}) \approx \half(u^n + u^{n+1})

« Previous
Next »