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Crank-Nicolson stability on a finite Dirichlet interval
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Area of mathematics
Analysis
Numerical analysis
Finite difference
Finite difference method
Dirichlet discrete Laplacian
Created
2026-09-24
Updated
2026-09-24
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If
L
is the negative semidefinite
Dirichlet discrete Laplacian
, the Crank-Nicolson amplification
matrix
Q
=
(
I
−
μL
/2
)
−
1
(
I
+
μL
/2
)
(1)
has
eigenvalues
(
1
+
μ
λ
j
/2
)
/
(
1
−
μ
λ
j
/2
)
of
modulus
at most one for every
μ
≥
0
.
Ancestors
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Dirichlet discrete Laplacian
Finite difference method
Finite difference
Numerical analysis
Analysis
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2025
/
ii
/
Paper 3
/
40D
/
d
/
Solution
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