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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Analysis of the Crank-Nicolson scheme

The scheme [D_t u = \dfc D_xD_x \overline{u}^x]^{n+\half}_q leads to A = \frac{ 1 - 2F\sin^2p}{1 + 2F\sin^2p} u^n_q = \left(\frac{ 1 - 2F\sin^2p}{1 + 2F\sin^2p}\right)^ne^{ikp\Delta x}

Stability: The criteria A>-1 and A < 1 are fulfilled for any \Delta t >0

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