The impact of a natural time change on the convergence of the Crank-Nicolson scheme
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...
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| Médium: | Journal article |
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Oxford University Press
2014
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