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Contractivity of split Crank-Nicolson diffusion (∥CA​(h)CB​(h)∥2​≤1)

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Runge-Kutta method Implicit Runge-Kutta method Crank-Nicolson method
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For symmetric negative semidefinite matrices A,B, each factor CA​(h)=(I−hA/2)−1(I+hA/2) has norm at most one, since its eigenvalues are (1+hλ/2)/(1−hλ/2) with λ≤0. The same holds for B, so their ordered product is a contraction for every h≥0, whether or not A,B 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 h2[A,B]/2.

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  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 63 / 5 / 3 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 63 / 7 / Solution

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