对流扩散奇异摄动Crank-Nicolson 差分格式移动网格A Crank-Nicolson difference scheme on moving mesh for a class of unsteady singularly perturbed convection-diffusion problem with source term was constructed,and its iterative method and algorithm were introduced.The error on moving mesh and that on unifo...
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 stable. The method was developed by John Crank...
1 解Crank-Nicolson差分格式的迭代算法 首先回顾一下K.Omrani在文献[8]提出的Crank-Nicolson差分格式。 通常设J,N为任意正整数,记h=(R-L)/J,τ=T/N分别为空间步长和时间步长。定义空间: 对于v,w∈W,为了方便起见,引入以下记号: 另外,定义φ:W×W→W的双线性函数,具体为(φ(v,w))i= 定义C为广义常数...
Crank-Nicolson Implicit Scheme Tridiagonal Matrix Solver via Thomas Algorithm In theprevious tutorialon Finite Difference Methods it 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...
The primary focus now is on studying the performance in detail of the updated Crank–Nicolson algorithm because that algorithm has been very popular in the field of financial engineering [25] due to its simplicity of implementation. We also give an example of a fourth order scheme with optimal...
提出了采用隐式差分格式的一维Crank-Nicolson FDTD方法,该方法突破了CFL(Courant-Friedrich-Levy)稳定性条件的限制,是求解类PBG(photonic bandgap)周期性结构目标的有效方法之一.讨论了一维Crank-Nicolson FDTD方法中总场边界的设置,引入总场边界后有利于提取周期性结构的反射系数.应用该方法分析了一种周期性结构的反射特性...
We describe the Crank–Nicolson method for the numerical solution of parabolic partial differential equations, its numerical properties and its application to the Black–Scholes equation. We also present the Rannacher start-up procedure that is required to achieve second-order accuracy for the option ...
AimplicitschemefinitedifferencemethodoftheCrank-Nicolsontypeforthe2Dnonlinearpotentialflow equationsisproposedwithadissipativefreesurface.Theirregulartankismappedontoafixedsquaredomaindividedby rectangularcellsthroughapropermappingfunction.Astaggeredmeshsystemisadoptedandacouplingiterativealgorithmis presentedina2Dtank.The...
2) Crank Nicholson implicit algorithm Crank-Nicholson隐式算法3) Crank Nicholson scheme Crank-Nicholson格式4) Crank-Nicholsonlike approach 类Crank-Nicholson格式5) Crank-Nicholson scheme Crank-Nicholson差分格式6) Crank-Nicolson approach Crank-Nicolson方法 1. To solve electromagnetic computation ...
A new FDTD algorithm based on alternating-direction implicit method In this paper, a new finite-difference time-domain (FDTD) algorithm is proposed in order to eliminate the Courant-Friedrich-Levy (CFL) condition restraint... Namiki,T. - 《Microwave Theory & Techniques IEEE Transactions on》 被...