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Questions tagged [crank-nicolson]

For questions about the Crank-Nicolson method, an approach for discretizing and solving partial differential equations.

0 votes
1 answer
1k views

Crank–Nicolson method for nonlinear differential equation

I want to solve the following differential equation from a paper with the boundary condition: The paper used the Crank–Nicolson method for solving it. I think I understand the method after googling ...
Physicist's user avatar
  • 217
0 votes
1 answer
245 views

implicit method (crank-Nicolson) I not understand the procedure [closed]

I'm trying to understand the passage through this equation can be written for easily solved with the fortran alghorithm in particular i don't understood the meaning of L_x and L_xx ... what (-1,0,1) ...
Marco Ghiani's user avatar
1 vote
0 answers
339 views

Crank-Nicolson scheme in space for advection equation

Consider the equation $$\frac{\partial}{\partial t}v(t,x)=\frac{\partial}{\partial x}v(t,x)$$, for $t,x\in\mathbb{R}$. I'd like to solve this equation forward in space and backward in time, ...
Jason Born's user avatar
2 votes
1 answer
785 views

Crank-Nicolson algorithm for coupled PDEs

Assumed I have the following two coupled equations $$\begin{split} \partial_tA&=a_0AB\\ \partial_tB&=b_0AB \end{split} $$ but I am not sure how to calculate them. One approach is a crank-...
arc_lupus's user avatar
  • 563
1 vote
0 answers
320 views

Why can I not solve the negative advection equation (backwards in time)?

Suppose we have the negative, inhomogeneous advection equation: $$\left(\frac{\partial}{\partial x}-\frac{1}{c}\frac{\partial}{\partial t}\right)v(t,x)=u(t,x)\qquad(t\in\mathbb{R}_{+},x\in\mathbb{R})$$...
Jason Born's user avatar
1 vote
1 answer
939 views

Crank-Nicolson method for inhomogeneous advection equation

Suppose we have the inhomogeneous advection equation $$\left(\frac{\partial}{\partial x}+\frac{1}{c}\frac{\partial}{\partial t}\right)u(t,x)=v(t,x)$$ for $u,v:\mathbb{R}\times\mathbb{R}\to\mathbb{R}$ (...
Jason Born's user avatar
0 votes
1 answer
587 views

Solving an equation in space and time using the Crank-Nicolson approach

Assume I have the following equation (light propagating in $z$-direction through the matter): $$id_zu+d^2_ru=0$$ with $u(z, r)$ being a complex wave. The time scale in this equation is $$t\equiv t_\...
arc_lupus's user avatar
  • 563
7 votes
1 answer
3k views

What is the origin of the spurious oscillations in the Crank-Nicolson scheme?

I was reading about the Crank-Nicolson method, and it is often said that it can produce "spurious oscillations" or that this method is prone to "ringing", especially for large time step and stiff ...
Matthieu's user avatar
1 vote
1 answer
631 views

How can I numericaly solve a convection-diffusion equation with a large diffusion term?

I want to numerically solve the advection-diffusion equation: \begin{equation} u_t(x,t) + cu_x(x,t) = v u_{xx}(x,t) \end{equation} for $x \in [0,1]$ and $t \geq 0$ subject to the boundary conditions ...
fabian's user avatar
  • 113
1 vote
1 answer
422 views

Numerical solution of non-linear heat-diffusion PDE using the Crank-Nicolson Method

I am trying to solve numerically the following 1D EBM: $C\frac{\partial T[x,t] }{\partial t} - \frac{\partial }{\partial x}\left ( D(1-x^2)\frac{\partial T[x,t] }{\partial x} \right ) + I[T] = S[x,t](...
Student48's user avatar
4 votes
2 answers
3k views

How to handle boundary conditions in Crank-Nicolson solution of IVP-BVP?

I'm trying to solve the PDE for $c(r,t)$ $$c_t=(1/r)(rJ)_r$$ using Crank-Nicolson, and I'm having difficulty with the boundary conditions. $J$ is the flux, the initial condition is $c(0,r)=c_{init}$, ...
Woody20's user avatar
  • 171
0 votes
0 answers
38 views

Useful Quantity for Heat Equation? [duplicate]

I'm interested in testing some algorithms on the heat equation, and I'd like to assess their accuracy. When evolving a Hamiltonian system, one has the energy to check the validity/correctness of the ...
Arturo don Juan's user avatar
1 vote
2 answers
2k views

Numerical solution of burgers equation with finite volume method and crank-nicolson

I'm having difficulty with numerically solving the inviscid burgers equation.Godunov's scheme is used in most of what I've found in literature . Now my question is if using a crank nicolson shceme is ...
mojijoon's user avatar
6 votes
2 answers
237 views

Is this system of diffusion equations well-posed?

I’m using a standard Crank-Nicholson algorithm to solve this system of two coupled diffusion equations: $$\dot{u} - \dot{v} = \frac{\partial}{\partial x} \left( \alpha(x) \frac{\partial u}{\partial x}...
user avatar
5 votes
2 answers
2k views

Why is Crank-Nicolson considered implicit in time?

From Wikipedia: Explicit methods calculate the state of a system at a later time from the state of the system at the current time, while implicit methods find a solution by solving an equation ...
Sparkler's user avatar
  • 153

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