Five ways of reducing the Crank-Nicolson oscillations

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Department of Computer Science
Crank-Nicolson is a popular method for solving parabolic equations because it is unconditionally stable and second-order accurate. One drawback of CN is that it responds to jump discontinuities in the initial conditions with oscillations which are weakly damped and therefore may persist for a long time. We compare a selection of methods to reduce the amplitude of these oscillations.
Original languageEnglish
JournalBIT Numerical Mathematics
Volume43
Issue4
Pages (from-to)811-822
Number of pages12
ISSN0006-3835
DOIs
Publication statusPublished - 2003

See relations at Aarhus University Citationformats

ID: 36380721