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Questions tagged [crank-nicolson]

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1
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1answer
70 views

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 ...
2
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2answers
66 views

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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0answers
27 views

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 $...
3
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0answers
41 views

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^{...
1
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1answer
59 views

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 ...
5
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1answer
173 views

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,...
1
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1answer
751 views

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 ...
0
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1answer
413 views

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 ...
0
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1answer
113 views

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) ...
1
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0answers
209 views

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, ...
2
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1answer
439 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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0answers
154 views

Why can I not solve the negative advection equation (backwards in time)?

Suppose we have the negative, inhomogeneous advection equation: $$\left(\frac{\partial}{\partial x}-\frac{1}{c}\frac{\partial}{\partial t}\right)v(t,x)=u(t,x)\qquad(t\in\mathbb{R}_{+},x\in\mathbb{R})$$...
1
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1answer
408 views

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 $u,v:\mathbb{R}\times\mathbb{R}\to\mathbb{R}$ (...
0
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1answer
360 views

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_\...
5
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1answer
992 views

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 ...
1
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1answer
222 views

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 ...
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0answers
153 views

Numerical solution of non-linear heat-diffusion PDE using the Crank-Nicholson 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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2answers
1k views

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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0answers
37 views

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 ...
1
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2answers
707 views

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 ...
5
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2answers
171 views

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} ...
5
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2answers
386 views

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 ...
0
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1answer
251 views

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 ...
3
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1answer
2k views

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 $...
4
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1answer
512 views

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: ...
1
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0answers
1k views

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-...
4
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0answers
75 views

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 ...
8
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1answer
11k views

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?
10
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2answers
847 views

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 ...
24
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1answer
5k views

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)...