Monday, February 1, 2010

Crank-Nicolson Method

An implicit scheme, invented b John Crank (1916-) and Phyllis Nicolson (1917-1968), is based on numerical approximations for solutions at the point [Graphics:Images/CrankNicolsonMod_gr_68.gif] that lies between the rows in the grid. Specifically, the approximation used for [Graphics:Images/CrankNicolsonMod_gr_69.gif] is obtained from the central-difference formula,


No comments:

Post a Comment

Introductory Methods of Numerical Analysis