Questions tagged [crank-nicolson]
For questions about the Crank-Nicolson method, an approach for discretizing and solving partial differential equations.
43
questions
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Transparent Boundary Conditions for Finite Difference ADI PR 2D TDSE solution
I want to put (non-dirichlet) boundary conditions inside the code I wrote to solve the 2dim TDSE using the alternating direction implicit Peaceman - Rachford method.
$$
(1 + iB\Delta t/2 ) \psi^{n+1/2}...
- 131
4
votes
1
answer
110
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Method to linearize highly nonlinear partial differential equation
I have a set of coupled pdes which I want to solve using finite-difference, of which one is nonlinear. The three linear pdes for quantities $T_f$, $T_s$ and $c$ are convection-diffusion-reaction-like ...
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2
votes
1
answer
331
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Solving Schrodinger Equation with finite element and Crank-Nicolson?
I have asked this in Mathematic section, but received no reply.
Please let me ask here to see if threr is any difference.
The Schrodinger equation without potential has the following form:
$$\...
- 109
1
vote
0
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43
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Advection diffusion equation using Crank-Nicolson with total flux and Diriclet BCs
I am trying to model the 1D advection-diffusion equation:
$${\partial c \over \partial t} = D_c{\partial^2 c \over \partial x^2} -u{\partial c \over \partial x}.$$
With Robin boundary conditions that ...
- 51
2
votes
1
answer
88
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Derivation of a parabolic PDE using Alternating Direction Implicit method
I have a very simple question concerning Alternating Direction Implicit (ADI) Scheme.
If I have an equation of the form:
\begin{equation*}
\frac{df(x,y,t)}{dt} = \nabla^2 f(x,y,t) + f(x,y,t)
\end{...
- 199
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votes
0
answers
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Stability of Crank-Nicholson for advection diffusion equation for spatial discretization other than finite differences second-order centered
Crank Nicholson is a time discretization method (see 4th equation here). From what I see around, you can use different space discretization, such as Finite elements. But for the linear advection-...
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Linearising Nonlinear Coupled Partial Differential Equations - Alfvénic Diffusion
I am trying to solve the following coupled partial differential equations with a finite difference scheme:
$$\partial_tf+v\partial_zf+\partial_z\frac{1}{W}\partial_zf=0$$
$$\partial_tW+v\partial_zW-\...
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votes
1
answer
88
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Maintain unitary time evolution for a nonlinear ODE
I want to solve a nonlinear ODE of matrix $A(t)$
$$\mathrm{i}\dot A = A(t)M(t),\:\mathrm{with}\: M(t)=A^\dagger(t)H(t)A(t)$$ where $H(t)$ and hence $M(t)$ are Hermitian. Therefore, I presume the time ...
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Crank-Nicolson solution of parabolic PDE with Newumann boundary conditions
I am trying to solve the non-linear parabolic PDE in $c(t,r)$
$$c_t=\frac{1}{r}(rDc_r-\alpha r^2 c)_r$$
with initial condition $c(0,r)=f(r)$
and boundary conditions $c_r(t,r_1)=\alpha r_1c_1/D$ and $...
- 171
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1
answer
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FDM on nonlinear PDEs
I'm working with a 2D Navier Stokes PDE in the unstabilized version - the equation is a linear equation of the type $\frac{∂u}{∂t} = F(u,t)$.
In order to perform time discretization with FDM (finite ...
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Time-dependent Schrodinger equation implementation in FEniCS
For our Bachelors thesis we're trying to solve the Schrodinger equation $i\partial_tu = -\nabla^2u+Vu$ in FEniCS. Given the domain $[-5, 5]^2$ with an initial value of $u_0(x, y)=e^{(-2(x^2+y^2))}$ ...
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1
answer
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Crank-Nicholson for diffusion-advection vs diffusion equation
Let's consider the following 1D diffusion equation:
$\frac{\partial u}{\partial t} = xk \frac{\partial}{\partial x}(\frac{1}{x}\frac{\partial u}{\partial x})$
where we assume that the diffusion ...
- 172
5
votes
2
answers
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Is the diffusion equation with Neumann and Dirichlet BCs well-posed?
I am considering the following diffusion equation:
$$\frac{\partial f}{\partial t} = \frac{\partial}{\partial x}[D(x,t)\frac{\partial f}{\partial x}]$$
over a grid ...
- 161
1
vote
1
answer
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Finite difference methods
I am currently applying the finite difference method to the solution of the diffusion equation.
I think that a problem has occurred, and is as follows, my explicit method is the most accurate when ...
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2
answers
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Stability of Crank-Nicolson for $u_t = iu_{xx}+2iu$
I want to use the Crank-Nicolson scheme to solve the equation
$$u_t = iu_{xx}+2iu$$
Here's the analysis: Suppose we make a grid, with $k = dt$ and $h = dx$, the usual notation, and also $u_j^n = u(...
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1
vote
0
answers
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Boundary conditions for a Non-linear Schrödinger equation using an extended crank nicolson scheme
I try to solve numerically the following PDE for $E(r, z)$ with a cylindrical symmetrie (i. e. $E(r, z) = E(-r, z)$).
$\frac{\partial E}{\partial z} = \frac{i}{2k} \Delta E + \mathcal{N}(E)$
Where $...
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answers
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Use of non-typical values of $\theta$ in theta-methods
The theta-method is a popular solution for solving time-transient PDEs (or ODEs), which consists of solving the general equation for each time step:
$$
\frac{u^{n+1} - u^{n}}{\Delta t} + (\theta f(u^{...
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1
vote
1
answer
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Finite difference - Explicit / Implicit / Crank Nicolson - Does the implicit method require the least memory?
Examine a dynamic 2D heat equation $\dot{u} = \Delta u$ with zero boundary temperature. A standard finite difference approach is used on a rectangle using a $n\times n$ grid. For the resulting linear ...
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5
votes
1
answer
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Finite Differencing schemes for Convection-Diffusion equation
I'm using the Convection(/advection)-Diffusion(-Reaction) equation to calculate the temperature over time in different hydraulic parts like a pipe or a heat exchanger.
The flow/convection is always 1D,...
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votes
1
answer
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Applying Neumann boundaries to Crank-Nicolson solution in python
Consider the heat equation
$$u_t = \kappa u_{xx}$$
with boundary conditions of
$$u(x,0)=0\\
u(0,t)=100\\
u(l,t)=0$$
Numerical analysis by pyton can be done with
...
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votes
1
answer
1k
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Crank–Nicolson method for nonlinear differential equation
I want to solve the following differential equation from a paper with the boundary condition:
The paper used the Crank–Nicolson method for solving it. I think I understand the method after googling ...
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1
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implicit method (crank-Nicolson) I not understand the procedure [closed]
I'm trying to understand the passage through this equation can be written for easily solved with the fortran alghorithm in particular i don't understood the meaning of L_x and L_xx ... what (-1,0,1) ...
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0
answers
323
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Crank-Nicolson scheme in space for advection equation
Consider the equation
$$\frac{\partial}{\partial t}v(t,x)=\frac{\partial}{\partial x}v(t,x)$$,
for $t,x\in\mathbb{R}$.
I'd like to solve this equation forward in space and backward in time, ...
- 133
2
votes
1
answer
693
views
Crank-Nicolson algorithm for coupled PDEs
Assumed I have the following two coupled equations
$$\begin{split}
\partial_tA&=a_0AB\\
\partial_tB&=b_0AB
\end{split}
$$
but I am not sure how to calculate them. One approach is a crank-...
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0
answers
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Why can I not solve the negative advection equation (backwards in time)?
Suppose we have the negative, inhomogeneous advection equation:
$$\left(\frac{\partial}{\partial x}-\frac{1}{c}\frac{\partial}{\partial t}\right)v(t,x)=u(t,x)\qquad(t\in\mathbb{R}_{+},x\in\mathbb{R})$$...
- 133
1
vote
1
answer
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Crank-Nicolson method for inhomogeneous advection equation
Suppose we have the inhomogeneous advection equation
$$\left(\frac{\partial}{\partial x}+\frac{1}{c}\frac{\partial}{\partial t}\right)u(t,x)=v(t,x)$$
for $u,v:\mathbb{R}\times\mathbb{R}\to\mathbb{R}$ (...
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votes
1
answer
536
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Solving an equation in space and time using the Crank-Nicolson approach
Assume I have the following equation (light propagating in $z$-direction through the matter):
$$id_zu+d^2_ru=0$$
with $u(z, r)$ being a complex wave. The time scale in this equation is
$$t\equiv t_\...
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6
votes
1
answer
2k
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What is the origin of the spurious oscillations in the Crank-Nicolson scheme?
I was reading about the Crank-Nicolson method, and it is often said that it can produce "spurious oscillations" or that this method is prone to "ringing", especially for large time step and stiff ...
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1
vote
1
answer
316
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How can I numericaly solve a convection-diffusion equation with a large diffusion term?
I want to numerically solve the advection-diffusion equation:
\begin{equation}
u_t(x,t) + cu_x(x,t) = v u_{xx}(x,t)
\end{equation}
for $x \in [0,1]$ and $t \geq 0$ subject to the boundary conditions ...
- 113
1
vote
1
answer
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Numerical solution of non-linear heat-diffusion PDE using the Crank-Nicolson Method
I am trying to solve numerically the following 1D EBM:
$C\frac{\partial T[x,t] }{\partial t} - \frac{\partial }{\partial x}\left ( D(1-x^2)\frac{\partial T[x,t] }{\partial x} \right ) + I[T] = S[x,t](...
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2
answers
2k
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How to handle boundary conditions in Crank-Nicolson solution of IVP-BVP?
I'm trying to solve the PDE for $c(r,t)$
$$c_t=(1/r)(rJ)_r$$
using Crank-Nicolson, and I'm having difficulty with the boundary conditions. $J$ is the flux, the initial condition is $c(0,r)=c_{init}$, ...
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0
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Useful Quantity for Heat Equation? [duplicate]
I'm interested in testing some algorithms on the heat equation, and I'd like to assess their accuracy. When evolving a Hamiltonian system, one has the energy to check the validity/correctness of the ...
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vote
2
answers
1k
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Numerical solution of burgers equation with finite volume method and crank-nicolson
I'm having difficulty with numerically solving the inviscid burgers equation.Godunov's scheme is used in most of what I've found in literature . Now my question is if using a crank nicolson shceme is ...
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votes
2
answers
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Is this system of diffusion equations well-posed?
I’m using a standard Crank-Nicholson algorithm to solve this system of two coupled diffusion equations:
$$\dot{u} - \dot{v} = \frac{\partial}{\partial x} \left( \alpha(x) \frac{\partial u}{\partial x}...
user20536
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Why is Crank-Nicolson considered implicit in time?
From Wikipedia:
Explicit methods calculate the state of a system at a later time from
the state of the system at the current time, while implicit methods
find a solution by solving an equation ...
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1
answer
343
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Numerical Solution of non-linear diffusion equation using Finite Differencing
I'm trying to solve the following non-linear diffusion equation:
$$
\frac{\partial}{\partial t} u(x,t)= \frac{\partial^{2}}{\partial x^{2}}u(x,t)^{3}$$ $$ -1\leq x \leq1, t \geq 0
$$ with the boundary ...
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votes
1
answer
2k
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How to solve the advection equation in 2 dimension using the Crank-Nicolson method?
I've an equation like this to solve with the crank-nicolson method
$$U_t -\frac{y}{2} U_x + \frac{x}{2}U_y = 0,$$
where $x$ and $y$ are: [-2,5:2,5] and the time $T$ ...
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4
votes
1
answer
613
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My algorithm for the heat equation is unstable
I have implemented the 2D heat equation with what I thought was the Crank-Nicolson algorithm in the following way:
...
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vote
0
answers
1k
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Crank-Nicolson for 2nd- and 4th-order finite differences
I modeled the heat equation,
$$
u_t = au_{xx}
$$
using the common 2nd-order Crank-Nicolson scheme,
$$
\frac{u^{n+1}_i-u^{n}_i}{dt} = \frac{a}{2\,dx}\left(u_{i-1}^{n+1}+u_{i+1}^{n+1}-2u_i^{n+1} + u_{i-...
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Order of convergence of Scrodinger eq. with CN scheme
I'm trying to solve numerically the 1-dim time dependent Schrodinger equation using the Crank Nicolson scheme and the Thomas algorithm to solve the tridiagonal matrix.
The physical system consists of ...
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votes
2
answers
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How to discretize the advection equation using the Crank-Nicolson method?
The advection equation needs to be discretized in order to be used for the Crank-Nicolson method. Can someone show me how to do that?
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answers
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Is the maximum/minimum principle of the heat equation maintained by the Crank-Nicolson discretization?
I'm using the Crank-Nicolson finite difference scheme to solve a 1D heat equation. I'm wondering if the maximum/minimum principle of the heat equation (i.e. that the maximum/minimum occurs at the ...
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votes
1
answer
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Conservation of a physical quantity when using Neumann boundary conditions applied to the advection-diffusion equation
I don't understand the different behaviour of the advection-diffusion equation when I apply different boundary conditions. My motivation is the simulation of a real physical quantity (particle density)...
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