April 2019
Intermediate to advanced
426 pages
11h 13m
English
Another way of avoiding the instability issue, as seen in the explicit method, is to use the Crank-Nicolson method. The Crank-Nicolson method converges much more quickly using a combination of the explicit and implicit methods, taking the average of both. This leads us to the following equation:

This equation can also be rewritten as follows:

Where:

The iterative approach of the implicit scheme can be visually ...
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