Qualitative Analysis of the Crank-Nicolson Method for the Heat Conduction Equation

  • Authors:
  • István Faragó

  • Affiliations:
  • Eötvös Loránd University, Budapest, Hungary 1117

  • Venue:
  • Numerical Analysis and Its Applications
  • Year:
  • 2009

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Abstract

The preservation of the basic qualitative properties --- besides the convergence --- is a basic requirement in the numerical solution process. For solving the heat conduction equation, the finite difference/linear finite element Crank-Nicolson type full discretization process is a widely used approach. In this paper we formulate the discrete qualitative properties and we also analyze the condition w.r.t. the discretization step sizes under which the different qualitative properties are preserved. We give exact conditions for the discretization of the one-dimensional heat conduction problem under which the basic qualitative properties are preserved.