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Crank-Nicolson stability on a finite Dirichlet interval
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Mathematics
Area of mathematics
Analysis
Numerical analysis
Finite difference method
Dirichlet discrete Laplacian
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If
L
is the negative semidefinite Dirichlet discrete Laplacian, the Crank-Nicolson amplification matrix
Q
=
(
I
−
μL
/2
)
−
1
(
I
+
μL
/2
)
(169)
has eigenvalues
(
1
+
μ
λ
j
/2
)
/
(
1
−
μ
λ
j
/2
)
of modulus at most one for every
μ
≥
0
.
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Dirichlet discrete Laplacian
Finite difference method
Numerical analysis
Analysis
Area of mathematics
Mathematics
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