(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

If p(A^-1 B) < 1 then the Crank-Nicholson method is stable for all eigenvalues.

Where p is the spectral radius.

2. Relevant equations

Stability requires that A*U_j=B*U_{j-1} which gives

U_j = A^-1 B U_{j-1}

3. The attempt at a solution

Where do I start?

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Homework Help: Stability of Crank-Nicholson method

**Physics Forums | Science Articles, Homework Help, Discussion**