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

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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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