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Crank-Nicolson method

The constraint $\displaystyle{r=\frac{k}{h^2}\le\frac{1}{2}}$ leads to very small time steps.
The difference quotient on the right hand side in (32) can be replaced by $\frac{1}{2}$ times the sum of two such difference quotients at two time rows to enable a larger step size in space and time direction:

$\displaystyle \frac{1}{k}(u_l^{m+1}-u_l^m)$ $\textstyle =$ $\displaystyle \frac{1}{2h^2}(u_{l-1}^m-2u_l^m+u_{l+1}^m)$  
  $\textstyle +$ $\displaystyle \frac{1}{2h^2}(u_{l-1}^{m+1}-2u_l^{m+1}+u_{l+1}^{m+1})$ (34)


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Heiko Enderling 2003-11-13