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Crank--Nicolson method
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Past exam of the mathematics course of the University of Cambridge
/
2022
/
iii
/
Paper 341
/
Section A
/
3
/
c
/
Solution
2026-09-28
View more
Apply the
implicit midpoint rule
, equivalently the
Crank--Nicolson method
, to the semidiscrete
equation
:
i
Δ
t
u
n
+
1
−
u
n
=
H
h
2
u
n
+
1
+
u
n
.
(1)
It has order two. Its amplification
matrix
is the
Cayley transform
Q
=
(
I
+
2
i
Δ
t
H
h
)
−
1
(
I
−
2
i
Δ
t
H
h
)
.
(2)
Because
H
h
is Hermitian,
Q
is unitary. Hence
∥
u
n
+
1
∥
2
=
∥
u
n
∥
2
exactly.
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