Finite-Difference Schemes for the Diffusion Equation
نویسنده
چکیده
Abst rac t . The Crank-Nicolson scheme is widely used to solve numerically the diffusion equation, because of its good stability properties. It is, however, ill-behaved when large time-steps are used: the short wave-lengths may happen to be less damped than the long ones. A detailed analysis of this flaw is performed and an Mternative scheme is proposed, which removes this difficulty while preserving all other good properties (unconditional stability and second-order accuracy).
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