Numerical Analysis

Programs Supporting Algorithms

Applets by Richard Nunoo, book by Dr. Richard Burden and Dr. D. Faires.


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Crank-Nicolson Algorithm

To approximate the solution of the Parabolic partial-differential equation subject to the boundary conditions  u(0,t) = u(l,t) = 0, 0<= t <= T= max t,  and the conditions: u(x,0) = F( x), 0 <= x <= 1.