Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
|
| gptkbp:application |
gptkb:computational_finance
engineering option pricing physics |
| gptkbp:category |
numerical analysis
mathematical modeling |
| gptkbp:feature |
combines explicit and implicit methods
second-order accuracy in time unconditionally stable for linear problems |
| gptkbp:firstPublished |
1947
|
| gptkbp:namedAfter |
John Crank
Phyllis Nicolson |
| gptkbp:relatedTo |
theta method
trapezoidal rule |
| gptkbp:type |
gptkb:implicit_method
finite difference method |
| gptkbp:usedFor |
solving partial differential equations
solving heat equation solving parabolic PDEs |
| gptkbp:bfsParent |
gptkb:Numerical_Solution_of_Differential_Equations
|
| gptkbp:bfsLayer |
7
|
| https://www.w3.org/2000/01/rdf-schema#label |
Crank-Nicolson method
|