$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\xno}[1]{x_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} $$

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Crank-Nicolson discretization

The standard Crank-Nicolson scheme with arithmetic mean approximation of \( f \) reads $$ \frac{u^{n+1} - u^n}{\Delta t} = \half(f(u^{n+1}, t_{n+1}) + f(u^n, t_n))$$

Nonlinear algebraic equation: $$ F(u) = u - u^{(1)} - \Delta t{\half}f(u,t_{n+1}) - \Delta t{\half}f(u^{(1)},t_{n}) = 0 $$

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