Compphys052modify
5.4.1 FTCS Scheme using : ? Replacing by DNGF , and by DDST at : ? conditionally stable ! FTCS Scheme ? Stability Analysis ? ? ? Stability Analysis ? ? always satisfied ? ? ? ? Stability Analysis characteristic time for diffusion over a distance : required for stability ? ? FTCS Scheme : Efficiency ? point : reduction of permitted time step ? enhance the spatial resolution ? Halving ? number of space steps doubled characteristic time decreases quadratically unpleasant ? inefficient ! ? ? ? number of time steps quadrupled FTCS Scheme where ? to allow for an explicit or implicit spatial variation of ? denotes a suitably interpolated interlattice value of ? FTCS ? 5.4.2 Implicit Scheme of First Order using : ? Replacing by DNGF , and by DDST at : ? Implicit Scheme of First Order Implicit Scheme of First Order ? Let boundary values and be given : ? tridiagonal ? recursion method Stability Analysis ? ? unconditionally stable algorithm ! Implicit Scheme : Consistency ? Regarding limit : long-time (stationary) behavior of diffusion equation ? even if very large ? ? 5.4.3 Crank-Nicholson Scheme (CN) ? Replacing by DNGF , taking mean of and : a closer look : second order in ? Crank-Nicholson Scheme Crank-Nicholson Scheme ? Defining : ? ? Crank-Nicholson Scheme with Crank-Nicholson Scheme and tridiagonal ? recursion technique Stability Analysis ? ? unconditionally stable ! ? CN : Consistency ? Regarding : marginally stable ! ? ? Crank-Nicholson Scheme ? Example 3 : time-dependent Schr?dinger equation ? CN scheme : Crank-Nicholson Sc
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