Loading [MathJax]/extensions/TeX/boldsymbol.js
\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

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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

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