Questions tagged [crank-nicolson]
For questions about the Crank-Nicolson method, an approach for discretizing and solving partial differential equations.
53
questions
2
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Asking advice for implementation of Conservative Finite Difference Scheme for numerically solving Gross-Pitaevskii equation
I am trying to numerically solve the Gross-Pitaevskii equation for an impurity coupled with a one-dimensional weakly-interacting bosonic bath, given by (in dimensionless units):
\begin{align}
i \frac{\...
- 21
1
vote
0
answers
42
views
How can I apply a mixed boundary condition to a multi-material heat transfer problem using Crank-Nicolson?
I am working on a mixed material model for a melting material and need to enforce both a Dirichlet and Neumann type condition at the interface. Subject to an external surface heat flux at the top of ...
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1
vote
0
answers
66
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Deriving order of accuracy and interpreting a given discretization scheme when underlying method ( finite difference/volume) not known
If a spatial grid is given with time levels like this:
to solve the following model problem
Now consider the following discretization schemes:
Scheme 1
Scheme 2
Usually, to determine order of ...
- 445
0
votes
1
answer
182
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Using Crank-Nicolson to solve Non-Linear Schrödinger equation in Python
I aim to solve the (non-linear) Schrodinger equation using the Crank-Nicolson method in Python. Here are my two functions.
...
1
vote
1
answer
304
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Why does scipy Conjugate Gradient solver fail to converge for non-steady heat equation using Crank-Nicolson method
Could someone please explain why my implementation of the Crank-Nicolson method applied to the non-steady heat equation won't converge? There shouldn't be any nonlinear aspects to my implementation ...
- 13
1
vote
1
answer
366
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Crank Nicolson Method with closed boundary conditions
I want to simulate 1D diffusion with a constant diffusion coefficient using the Crank-Nicolson method.
$$\frac{\partial u (x,t)}{\partial t} = D \frac{\partial^2 u(x,t)}{\partial x^2}.$$
I take an ...
- 111
0
votes
2
answers
417
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Can the Crank-Nicolson Method Be used to Solve The Schrodinger Equation with a Time Varying Potential?
I have been following an excellent article about how to use the Crank-Nicolson method to solve the Schrodinger equation. In the article, it starts with a $V(x, y, t)$ but the potential seems to become ...
- 33
1
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0
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207
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Solving PDE on a non-uniform grid with Crank-Nicolson scheme
I am solving a 1D diffusion-type equation with the finite-difference Crank-Nicolson (CN) scheme, and I need to densify the spatial grid around the central point. One could change the spatial variable ...
- 21
1
vote
0
answers
125
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Crank-Nicolson vs Spectral Methods for the TDSE
The time-dependent Schroedinger equation (TDSE) depends linearly on the system's initial state $\vert \psi(0) \rangle$, such that the solution can be generally written as
$$ \vert \psi(t) \rangle = \...
- 111
2
votes
0
answers
173
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Error in implementation of Crank-Nicolson method applied to 1D TDSE?
Some context, I've posted this question on physics SE and stack overflow. The former had nothing to offer, the latter had a great commenter that agreed with the phase looking off being one of the ...
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0
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Transparent Boundary Conditions for Finite Difference ADI PR 2D TDSE solution
I want to put (non-dirichlet) boundary conditions inside the code I wrote to solve the 2dim TDSE using the alternating direction implicit Peaceman - Rachford method.
$$
(1 + iB\Delta t/2 ) \psi^{n+1/2}...
- 141
4
votes
1
answer
207
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Method to linearize highly nonlinear partial differential equation
I have a set of coupled pdes which I want to solve using finite-difference, of which one is nonlinear. The three linear pdes for quantities $T_f$, $T_s$ and $c$ are convection-diffusion-reaction-like ...
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2
votes
1
answer
487
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Solving Schrodinger Equation with finite element and Crank-Nicolson?
I have asked this in Mathematic section, but received no reply.
Please let me ask here to see if threr is any difference.
The Schrodinger equation without potential has the following form:
$$\...
- 119
2
votes
0
answers
145
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Advection diffusion equation using Crank-Nicolson with total flux and Diriclet BCs
I am trying to model the 1D advection-diffusion equation:
$${\partial c \over \partial t} = D_c{\partial^2 c \over \partial x^2} -u{\partial c \over \partial x}.$$
With Robin boundary conditions that ...
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3
votes
1
answer
148
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Derivation of a parabolic PDE using Alternating Direction Implicit method
I have a very simple question concerning Alternating Direction Implicit (ADI) Scheme.
If I have an equation of the form:
\begin{equation*}
\frac{df(x,y,t)}{dt} = \nabla^2 f(x,y,t) + f(x,y,t)
\end{...
- 319
5
votes
0
answers
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Stability of Crank-Nicholson for advection diffusion equation for spatial discretization other than finite differences second-order centered
Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection-...
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2
votes
0
answers
86
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Linearising Nonlinear Coupled Partial Differential Equations - Alfvénic Diffusion
I am trying to solve the following coupled partial differential equations with a finite difference scheme:
$$\partial_tf+v\partial_zf+\partial_z\frac{1}{W}\partial_zf=0$$
$$\partial_tW+v\partial_zW-\...
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3
votes
1
answer
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Maintain unitary time evolution for a nonlinear ODE
I want to solve a nonlinear ODE of matrix $A(t)$
$$\mathrm{i}\dot A = A(t)M(t),\:\mathrm{with}\: M(t)=A^\dagger(t)H(t)A(t)$$ where $H(t)$ and hence $M(t)$ are Hermitian. Therefore, I presume the time ...
- 303
0
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0
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Crank-Nicolson solution of parabolic PDE with Newumann boundary conditions
I am trying to solve the non-linear parabolic PDE in $c(t,r)$
$$c_t=\frac{1}{r}(rDc_r-\alpha r^2 c)_r$$
with initial condition $c(0,r)=f(r)$
and boundary conditions $c_r(t,r_1)=\alpha r_1c_1/D$ and $...
- 171
0
votes
1
answer
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FDM on nonlinear PDEs
I'm working with a 2D Navier Stokes PDE in the unstabilized version - the equation is a linear equation of the type $\frac{∂u}{∂t} = F(u,t)$.
In order to perform time discretization with FDM (finite ...
1
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0
answers
609
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Time-dependent Schrodinger equation implementation in FEniCS
For our Bachelors thesis we're trying to solve the Schrodinger equation $i\partial_tu = -\nabla^2u+Vu$ in FEniCS. Given the domain $[-5, 5]^2$ with an initial value of $u_0(x, y)=e^{(-2(x^2+y^2))}$ ...
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1
vote
1
answer
323
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Crank-Nicholson for diffusion-advection vs diffusion equation
Let's consider the following 1D diffusion equation:
$\frac{\partial u}{\partial t} = xk \frac{\partial}{\partial x}(\frac{1}{x}\frac{\partial u}{\partial x})$
where we assume that the diffusion ...
- 172
6
votes
2
answers
389
views
Is the diffusion equation with Neumann and Dirichlet BCs well-posed?
I am considering the following diffusion equation:
$$\frac{\partial f}{\partial t} = \frac{\partial}{\partial x}[D(x,t)\frac{\partial f}{\partial x}]$$
over a grid ...
- 171
1
vote
1
answer
128
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Finite difference methods
I am currently applying the finite difference method to the solution of the diffusion equation.
I think that a problem has occurred, and is as follows, my explicit method is the most accurate when ...
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2
votes
2
answers
122
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Stability of Crank-Nicolson for $u_t = iu_{xx}+2iu$
I want to use the Crank-Nicolson scheme to solve the equation
$$u_t = iu_{xx}+2iu$$
Here's the analysis: Suppose we make a grid, with $k = dt$ and $h = dx$, the usual notation, and also $u_j^n = u(...
- 139
1
vote
0
answers
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Boundary conditions for a Non-linear Schrödinger equation using an extended crank nicolson scheme
I try to solve numerically the following PDE for $E(r, z)$ with a cylindrical symmetrie (i. e. $E(r, z) = E(-r, z)$).
$\frac{\partial E}{\partial z} = \frac{i}{2k} \Delta E + \mathcal{N}(E)$
Where $...
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0
answers
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Use of non-typical values of $\theta$ in theta-methods
The theta-method is a popular solution for solving time-transient PDEs (or ODEs), which consists of solving the general equation for each time step:
$$
\frac{u^{n+1} - u^{n}}{\Delta t} + (\theta f(u^{...
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1
vote
1
answer
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Finite difference - Explicit / Implicit / Crank Nicolson - Does the implicit method require the least memory?
Examine a dynamic 2D heat equation $\dot{u} = \Delta u$ with zero boundary temperature. A standard finite difference approach is used on a rectangle using a $n\times n$ grid. For the resulting linear ...
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5
votes
1
answer
779
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Finite Differencing schemes for Convection-Diffusion equation
I'm using the Convection(/advection)-Diffusion(-Reaction) equation to calculate the temperature over time in different hydraulic parts like a pipe or a heat exchanger.
The flow/convection is always 1D,...
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2
votes
1
answer
4k
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Applying Neumann boundaries to Crank-Nicolson solution in python
Consider the heat equation
$$u_t = \kappa u_{xx}$$
with boundary conditions of
$$u(x,0)=0\\
u(0,t)=100\\
u(l,t)=0$$
Numerical analysis by pyton can be done with
...
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0
votes
1
answer
1k
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Crank–Nicolson method for nonlinear differential equation
I want to solve the following differential equation from a paper with the boundary condition:
The paper used the Crank–Nicolson method for solving it. I think I understand the method after googling ...
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votes
1
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245
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implicit method (crank-Nicolson) I not understand the procedure [closed]
I'm trying to understand the passage through this equation can be written for easily solved with the fortran alghorithm in particular i don't understood the meaning of L_x and L_xx ... what (-1,0,1) ...
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0
answers
339
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Crank-Nicolson scheme in space for advection equation
Consider the equation
$$\frac{\partial}{\partial t}v(t,x)=\frac{\partial}{\partial x}v(t,x)$$,
for $t,x\in\mathbb{R}$.
I'd like to solve this equation forward in space and backward in time, ...
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2
votes
1
answer
785
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Crank-Nicolson algorithm for coupled PDEs
Assumed I have the following two coupled equations
$$\begin{split}
\partial_tA&=a_0AB\\
\partial_tB&=b_0AB
\end{split}
$$
but I am not sure how to calculate them. One approach is a crank-...
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1
vote
0
answers
320
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Why can I not solve the negative advection equation (backwards in time)?
Suppose we have the negative, inhomogeneous advection equation:
$$\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})$$...
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1
answer
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Crank-Nicolson method for inhomogeneous advection equation
Suppose we have the inhomogeneous advection equation
$$\left(\frac{\partial}{\partial x}+\frac{1}{c}\frac{\partial}{\partial t}\right)u(t,x)=v(t,x)$$
for $u,v:\mathbb{R}\times\mathbb{R}\to\mathbb{R}$ (...
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0
votes
1
answer
587
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Solving an equation in space and time using the Crank-Nicolson approach
Assume I have the following equation (light propagating in $z$-direction through the matter):
$$id_zu+d^2_ru=0$$
with $u(z, r)$ being a complex wave. The time scale in this equation is
$$t\equiv t_\...
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votes
1
answer
3k
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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 ...
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1
answer
631
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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 ...
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1
vote
1
answer
422
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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](...
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2
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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 $c(0,r)=c_{init}$, ...
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0
votes
0
answers
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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 ...
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1
vote
2
answers
2k
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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 ...
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6
votes
2
answers
237
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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:
$$\dot{u} - \dot{v} = \frac{\partial}{\partial x} \left( \alpha(x) \frac{\partial u}{\partial x}...
user20536
5
votes
2
answers
2k
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Why is Crank-Nicolson considered implicit in time?
From Wikipedia:
Explicit methods calculate the state of a system at a later time from
the state of the system at the current time, while implicit methods
find a solution by solving an equation ...
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1
vote
1
answer
409
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Numerical Solution of non-linear diffusion equation using Finite Differencing
I'm trying to solve the following non-linear diffusion equation:
$$
\frac{\partial}{\partial t} u(x,t)= \frac{\partial^{2}}{\partial x^{2}}u(x,t)^{3}$$ $$ -1\leq x \leq1, t \geq 0
$$ with the boundary ...
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3
votes
1
answer
2k
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How to solve the advection equation in 2 dimension using the Crank-Nicolson method?
I've an equation like this to solve with the crank-nicolson method
$$U_t -\frac{y}{2} U_x + \frac{x}{2}U_y = 0,$$
where $x$ and $y$ are: [-2,5:2,5] and the time $T$ ...
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4
votes
1
answer
628
views
My algorithm for the heat equation is unstable
I have implemented the 2D heat equation with what I thought was the Crank-Nicolson algorithm in the following way:
...
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1
vote
0
answers
1k
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Crank-Nicolson for 2nd- and 4th-order finite differences
I modeled the heat equation,
$$
u_t = au_{xx}
$$
using the common 2nd-order Crank-Nicolson scheme,
$$
\frac{u^{n+1}_i-u^{n}_i}{dt} = \frac{a}{2\,dx}\left(u_{i-1}^{n+1}+u_{i+1}^{n+1}-2u_i^{n+1} + u_{i-...
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5
votes
0
answers
85
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Order of convergence of Scrodinger eq. with CN scheme
I'm trying to solve numerically the 1-dim time dependent Schrodinger equation using the Crank Nicolson scheme and the Thomas algorithm to solve the tridiagonal matrix.
The physical system consists of ...
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