An extended Crank-Nicholson method and its applications in the solution of partial differential equations: 1-D and 3-D conduction equations

  • Authors:
  • Nikos E. Mastorakis

  • Affiliations:
  • WSEAS, Research and Development Department, Agiou Ioannou, Theologou, Zografou, Athens, Greece and Military Institutes of University Education (ASEI), Hellenic Naval Academy, Piraeus, Greece

  • Venue:
  • MATH'06 Proceedings of the 10th WSEAS International Conference on APPLIED MATHEMATICS
  • Year:
  • 2006

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Abstract

In this paper, an extention of the Crank-Nicholson method for solving parabolic equations is launched. The method uses finite differences. For the derivative of the variable of time, we use central difference at 4 points (instead of 2 points of the classical Crank-Nicholson method), while for the second-order derivatives of the other spatial variables we use lagrangian interpolation at 4 points of the central differences at 5 points (instead of lagrangian interpolation at 2 points of the central differences at 3 points of the classical Crank-Nicholson method). The method is illustrated below.