Processing math: 100%
Correction terms in the Crank-Nicolson scheme (2)
- Must replace u‴ and u″ in correction term
- Using u′=−au: u″=a2u and u‴=−a3u
Result: solve the perturbed ODE by a Crank-Nicolson method,
u′=−ˆau,ˆa=a(1−112a2Δt2).
and experience an error O(Δt4).