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Is there more than one Crank-Nicolson scheme?

by gjfelix2001
Tags: crank nicolson, diffusion, heat, numerical, pde
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Aug7-11, 06:40 PM
P: 19
Hi everybody...

I want to solve the diffusion equation in 1D using the Crank-Nicolson scheme. I have two books about numerical methods, and the problem is that in "Numerical Analysis" from Burden and Faires, the differences equation for the diffusion equations is:


On the other hand, in "Numerical and analytical methods for scientists and engineers using mathematica", the same equation is expressed as:


[itex]i[/itex] represents the space steps, [itex]j[/itex] the time steps, [itex]k[/itex] is [itex]\Delta t [/itex], [itex]h[/itex] is [itex]\Delta x[/itex]

Should this schemes yield the same results? Why the differences?

I mean, in the first term of the first scheme, the numerator is [itex]w_{i,j+1}-w_{i,j}[/itex], but in the second scheme is [itex]w_{i,j}-w_{i,j-1}[/itex].

In addition to this, the last 3 terms of the equations (inside the brackets) are [itex]w_{i+1,j+1}-2w_{i,j+1}+w_{i-1,j+1}[/itex] and [itex]w_{i+1,j-1}-2w_{i,j-1}+w_{i-1,j-1}[/itex].

Are both schemes named Crank-Nicolson?

Can somebody help me with this?? Thanks!!
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Aug7-11, 07:31 PM
Sci Advisor
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P: 7,104
It is just a difference in notation.

If you replace j+1 by j and j by j-1 in the first equation, you get the second equation (but with the terms in the [ ] written in a different order).

The method described in the first book is going to solve for the j+1 terms using the j terms. The second book is going to solve for the j terms using the j-1 terms.

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