Contractivity of split Crank-Nicolson diffusion
ID: contractivity-of-split-crank-nicolson-diffusion
For symmetric negative semidefinite matrices , each factor has norm at most one, since its eigenvalues are with . The same holds for , so their ordered product is a contraction for every , whether or not commute. This proves unconditional discrete L2 norm stability of the split Crank-Nicolson method for directional diffusion. Its splitting error remains first order in general, because the product's quadratic defect is .
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