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 matrixThe eigenvalues of are , so those of are Cayley transformsThey all have modulus one, and their common orthonormal eigenbasis makes normal. Hence the method is stable for every .
New to topics? Read the docs here!