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The Crank-Nicolson implicit scheme

Consider again the wave equation of the previous section with zero right hand side and zero Dirichlet condition on the boundary. Explicit schemes as the one above usually have a stability condition. It can be more efficient at times to use an unconditionally stable scheme such as
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Work out the Von Neumann stability condition for this scheme in one dimension of space with a uniform finite difference discretization. Find also the error of consistancy.



Pironneau Olivier
Jeudi 12 mars 1998 16:06:41