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Crank–Nicolson method · Vinony

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EntityQ588725· pop 11· linked from 170 articles

Crank–Nicolson method

finite difference method for numerically solving parabolic differential equations

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Connections

ordinary differential equation

partial differential equation

Categories

Finite differences Mathematical finance Numerical differential equations

Sources

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Runge–Kutta method

Entity

tridiagonal matrix

Lyapunov stability

numerical method for ordinary differential equations

Verlet integration

Gottfried Wilhelm Leibniz

International Standard Book Number

natural science

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What links here170 pages

dependent and independent variables

rate of convergence

exact differential equation

variation of parameters

nonlinear system

Dirichlet boundary condition

initial condition

computer-assisted proof

numerical analysis

Power series solution of differential equations

differential equation

spectral method

Smoothed-particle hydrodynamics

Cauchy–Kowalevski theorem

method of lines

Particle-in-cell

Bernoulli differential equation

finite-volume method

Clairaut's equation

Robin boundary condition

Dirac delta function

integro-differential equation