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Mathematics Qualifying Exam Question Bank

Department of Mathematics

Question

Math 6610 • Analysis of Numerical Methods I

Fall 2010 • Question 6

Question

Math 6610 • Analysis of Numerical Methods I Fall 2010 • Question 6

Crank Nicolson Method Describe the Crank-Nicolson Method for the solution of the equation \[ u_t=u_{xx} \tag {6} \] and use the von Neumann method to examine its stability.

Raw LaTeX

{Crank Nicolson Method} Describe the Crank-Nicolson Method for the
solution of the equation
\[
  u_t=u_{xx}
  \tag{6}
\]
and use the von Neumann method to examine its stability.

Topic Tags

Absolute Stability and A-Stability Consistency, Stability, and Convergence Linear Programming and Optimization Von Neumann Stability Analysis