functionx=shoot_method(A,f)%LU分解思路的追赶法求解三对角阵%输入:Ax=f中A,f%输出:xlen_f=length(f);%矩阵尺寸a=[0;diag(A,-1)];b=diag(A,0);c=diag(A,1);%获取对角元素l=zeros(1,len_f-1);uu=zeros(1,len_f);uu(1)=b(1);forii=2:len_f%紧凑格式Doolittle分解l(ii)=a(ii)/u...
Crank-Nicolson格式也成为CN格式 在CN格式中,t时刻的非稳态项由t+Δt和t−Δt时刻更精准的表示: 相加可以得到: (2)∂T(t)∂t=T(t+Δt)−T(t−Δt)2Δt+O(Δt2) 由于二阶项已被完全消除,目前精准度为O(Δt2) 将该格式代入离散方程,可以得到: ...
求解一维热传导方程Crank-Nicolson差分法
method is often used, w1 The method 2 Example: 1D diffusion 3 Example: 1D diffusion with ad4 Example: 2D diffusion 5 Application in financial mathem6 See also 7 References 8 External links The method [edit] The Crank–Nicolson stencil for The Crank–Nicolson methodrule in time, giving ...
method does not increase the calculation Numericaltests are identical with theoretical analysis; it explains that the format possesses the efficient convergence Keywordshyperbolic differential equation; Crank Nicolson block centered finite differences method; error estimation 引言双曲型方程在物理、工程领域里有...
( iI ) Crank.Nicolson 格 式保 持 不变 ( 由图 1 中 1) 所示 ) . 如此 第 ^ + 2 时间层的方法称为互补块 Crank-Nieolson 方法.显然 ,互补块 Crank.Nico]son 方法 的差分 图为 G2 和 G1,其中 G2 为 其上 图,G】 隅雕 G 图 2 为其下 图 在奇偶时间层交替使 用块 Crank,Nieolson ...
This paper analyzes the numerical solution of a class of nonlinear Schrdinger equations by Galerkin finite elements in space and a mass and energy conserving variant of the Crank–Nicolson method due to Sanz-Serna in time. The novel aspects of the analysis are the incorporation of rough, ...
was shown that the explicit method of numerically solving the heat equation lead to an extremely restrictive time step. This motivates another scheme which allows for larger time steps, but with the trade off of more computational work per step. This method is known as the Crank-Nicolson scheme...
CrankNicolson method 1 Crank –Nicolson method In numerical analysis, the Crank –Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations.[1] It is a second-order method in time, implicit in time, and is numerically ...
基于Monte-Carlo和Crank-Nicolson有限差分法的欧式障碍期权定价 热度: 相关推荐 CRANK-NICOLSON有限差分方法在温度模型中的算法 及应用 Thecaculation&applicatonofCrank-Nicolsonfinitedifferencemethodinthe TemperatureModel 济钢中厚板厂岳临萍 [摘要]本文主要介绍了在中厚板精轧机二级模型控制系统中温度模型的设计,对其...