OurBigBook About$ Donate
 Sign in Sign up

Crank-Nicolson centered-advection scheme on a finite interval

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Von Neumann stability analysis
2026-09-29  0 By others on same topic  0 Discussions Create my own version
Let D be the real skew-symmetric tridiagonal matrix with superdiagonal 1 and subdiagonal −1. The centered-space Crank-Nicolson discretization of ut​=ux​ has amplification matrix
Q=(I−μD/4)−1(I+μD/4).
(1)
The eigenvalues of D are 2icos(jπ/(M+1)), so those of Q are Cayley transforms
qj​=1−i(μ/2)cos(jπ/(M+1))1+i(μ/2)cos(jπ/(M+1))​.
(2)
They all have modulus one, and their common orthonormal eigenbasis makes Q normal. Hence the method is stable for every μ>0.

 Ancestors (8)

  1. Von Neumann stability analysis
  2. Finite difference method
  3. Finite difference
  4. Numerical analysis
  5. Analysis
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 3 / 40E / b / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook