Five ways of reducing the Crank-Nicolson oscillations

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  • 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
Pages (from-to)811-822
Number of pages12
Publication statusPublished - 2003

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