In this work we generate the numerical solutions of the Burgers’ equation by applying the Crank-Nicolson method directly to the Burgers’ equation, i.e., we do not use Hopf-Cole transformation to reduce Burgers’ equation into the linear heat equation. Absolute error of the present method is compared to the absolute error of the two existing methods for two test problems. The method is also analy...

We analyze the discretization of an initial-boundary value problem for the cubic Schrödinger equation in one space dimension by a Crank–Nicolson–type finite difference scheme. We then linearize the corresponding equations at each time level by Newton’s method and discuss an iterative modification of the linearized scheme which requires solving linear systems with the same tridiagonal matrix. We...

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 pres...

In this paper, we propose a finite difference method for the Riesz space fractional diffusion equations with delay and a nonlinear source term on a finite domain. The proposed method combines a time scheme based on the predictor-corrector method and the Crank-Nicolson scheme for the spatial discretization. The corresponding theoretical results including stability and convergence are provided. S...

The identification of the space-dependent perfusion coefficient in the onedimensional transient bio-heat conduction equation is investigated. In this inverse coefficient identification problem, the additional measurement necessary to render a unique solution is a boundary temperature measurement. A numerical approach based on a Crank-Nicolson finitedifference scheme combined with Tikhonov’s reg...

We consider the two-dimensional, time-dependent Schrödinger equation discretized with the Crank-Nicolson finite difference scheme. For this difference equation we derive discrete transparent boundary conditions (DTBCs) in order to get highly accurate solutions for open boundary problems. We apply inhomogeneous DTBCs to the transient simulation of quantum waveguides with a prescribed electron in...