Accession Number : AD0604289

Title :   ON THE CRANK-NICOLSON PROCEDURE FOR SOLVING PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Juncosa,M. L. ; Young,David

Report Date : 13 SEP 1954

Pagination or Media Count : 29

Abstract : Proof of convergence of the Crank-Nicolson procedure, an 'implicit' numerical method for solving parabolic partial differential equations, is given for the case of the classical 'problem of limits' for one-dimensional diffusion with zero boundary conditions. Orders of convergence are also given for different classes of initial functions. Results do not support the validity of socalled 'h2-extrapolation' in some cases. (Author)

Descriptors :   (*PARTIAL DIFFERENTIAL EQUATIONS, NUMERICAL ANALYSIS), BOUNDARY VALUE PROBLEMS, FUNCTIONS(MATHEMATICS), SERIES(MATHEMATICS), INEQUALITIES, THEOREMS, NUMERICAL METHODS AND PROCEDURES

Distribution Statement : APPROVED FOR PUBLIC RELEASE