Open AccessFive Ways of Reducing the Crank-Nicolson Oscillations
Author(s) -
Ole Østerby
Publication year - 2002
Publication title -
daimi report series
Language(s) - English
Resource type - Journals
eISSN - 2245-9316
pISSN - 0105-8517
DOI - 10.7146/dpb.v31i558.7115
Subject(s) - classification of discontinuities , jump , crank , crank–nicolson method , amplitude , mathematics , mathematical analysis , physics , finite difference method , quantum mechanics , geometry , cylinder
Crank-Nicolson is a popular method for solving parabolic equations because it is unconditionally stable and second order accurate. One drawback of CN is that it responds to jump discontinuities in the initial conditions with oscillations which are weakly damped and therefore may persist for a long time. We present a selection of methods to reduce the amplitude of these oscillations.
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