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- Crank–Nicolson_method abstract "In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations. It is a second-order method in time, it is implicit in time and can be written as an implicit Runge–Kutta method, and it is numerically stable. The method was developed by John Crank and Phyllis Nicolson in the mid 20th century.For diffusion equations (and many other equations), it can be shown the Crank–Nicolson method is unconditionally stable. However, the approximate solutions can still contain (decaying) spurious oscillations if the ratio of time step Δt times the thermal diffusivity to the square of space step, Δx2, is large (typically larger than 1/2 per Von Neumann stability analysis). For this reason, whenever large time steps or high spatial resolution is necessary, the less accurate backward Euler method is often used, which is both stable and immune to oscillations.".
- Crank–Nicolson_method thumbnail Crank-Nicolson-stencil.svg?width=300.
- Crank–Nicolson_method wikiPageID "1843447".
- Crank–Nicolson_method wikiPageRevisionID "598095893".
- Crank–Nicolson_method subject Category:Mathematical_finance.
- Crank–Nicolson_method subject Category:Numerical_differential_equations.
- Crank–Nicolson_method comment "In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations. It is a second-order method in time, it is implicit in time and can be written as an implicit Runge–Kutta method, and it is numerically stable.".
- Crank–Nicolson_method label "Crank-Nicolson-Verfahren".
- Crank–Nicolson_method label "Crank–Nicolson method".
- Crank–Nicolson_method label "Metoda Cranka-Nicolson".
- Crank–Nicolson_method label "Méthode de Crank-Nicolson".
- Crank–Nicolson_method label "Método de Crank-Nicolson".
- Crank–Nicolson_method label "Método de Crank–Nicolson".
- Crank–Nicolson_method label "克兰克-尼科尔森方法".
- Crank–Nicolson_method sameAs Crank%E2%80%93Nicolson_method.
- Crank–Nicolson_method sameAs Crank-Nicolson-Verfahren.
- Crank–Nicolson_method sameAs Método_de_Crank-Nicolson.
- Crank–Nicolson_method sameAs Méthode_de_Crank-Nicolson.
- Crank–Nicolson_method sameAs Metoda_Cranka-Nicolson.
- Crank–Nicolson_method sameAs Método_de_Crank–Nicolson.
- Crank–Nicolson_method sameAs Q588725.
- Crank–Nicolson_method sameAs Q588725.
- Crank–Nicolson_method wasDerivedFrom Crank–Nicolson_method?oldid=598095893.
- Crank–Nicolson_method depiction Crank-Nicolson-stencil.svg.