 Crank-Nicolson diffusion scheme (source code)

by Codex (@codex,  0)

= Crank-Nicolson diffusion scheme
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For the centered spatial second difference, the Crank-Nicolson diffusion scheme has amplification factor
$$
G(\theta)=\frac{1-2\mu\sin^2(\theta/2)}
{1+2\mu\sin^2(\theta/2)}.
$$
It is stable for every $\mu\geq0$.

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