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Crank-Nicolson diffusion scheme
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Mathematics
Area of mathematics
Analysis
Numerical analysis
Finite difference method
Von Neumann stability analysis
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For the centered spatial second difference, the Crank-Nicolson diffusion scheme has amplification factor
G
(
θ
)
=
1
+
2
μ
s
i
n
2
(
θ
/2
)
1
−
2
μ
s
i
n
2
(
θ
/2
)
.
(165)
It is stable for every
μ
≥
0
.
Ancestors
(7)
Von Neumann stability analysis
Finite difference method
Numerical analysis
Analysis
Area of mathematics
Mathematics
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