Accession Number:

AD0604289

Title:

ON THE CRANK-NICOLSON PROCEDURE FOR SOLVING PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1954-09-13

Pagination or Media Count:

29.0

Abstract:

Proof of convergence of the Crank-Nicolson procedure, an implicit numerical method for solving parabolic partial differential equations, is given for the case of the classical problem of limits for one-dimensional diffusion with zero boundary conditions. Orders of convergence are also given for different classes of initial functions. Results do not support the validity of socalled h2-extrapolation in some cases. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE