Crank-Nicolson centered-advection scheme on a finite interval

ID: crank-nicolson-centered-advection-scheme-on-a-finite-interval

Let be the real skew-symmetric tridiagonal matrix with superdiagonal and subdiagonal . The centered-space Crank-Nicolson discretization of has amplification matrix
The eigenvalues of are , so those of are Cayley transforms
They all have modulus one, and their common orthonormal eigenbasis makes normal. Hence the method is stable for every .

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