$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\dfc}{\alpha} % diffusion coefficient $$

« Previous
Next »

Averaging in time is necessary in the Crank-Nicolson scheme

Right-hand side term: $$ \frac{1}{\Delta x^2}\left(u^{n+\half}_{i-1} - 2u^{n+\half}_i + u^{n+\half}_{i+1}\right)$$

Problem: \( u^{n+\half}_i \) is not one of the unknowns we compute.

Solution: replace \( u^{n+\half}_i \) by an arithmetic average: $$ u^{n+\half}_i\approx \half\left(u^{n}_i +u^{n+1}_{i}\right) $$

In compact notation (arithmetic average in time \( \overline{u}^t \)): $$ [D_t u = \dfc D_xD_x \overline{u}^t]^{n+\half}_i$$

« Previous
Next »