The impact of a natural time change on the convergence of the Crank-Nicolson scheme

The impact of a natural time change on the convergence of the Crank-Nicolson scheme

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We first analyse the effect of a square root transformation to the time variable on the convergence of the Crank-Nicolson scheme when applied to the solution of the heat equation with Dirac delta function initial conditions. In the original variables, the scheme is known to diverge as the time step...

Bibliografske podrobnosti
Main Authors:	Reisinger, C, Whitley, A
Format:	Journal article
Izdano:	Oxford University Press 2014

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