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The Crank-Nicolson scheme; ideas

Idea 1: let the ODE hold at tn+12 u(tn+12)=au(tn+12)

Idea 2: approximate u(tn+12 by a centered difference u(tn+12)un+1untn+1tn

Problem: u(tn+12) is not defined, only un=u(tn) and un+1=u(tn+1)

Solution: u(tn+12)12(un+un+1)

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