Crank-Nicolson method

GPTKB entity

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
https://www.w3.org/2000/01/rdf-schema#label Crank-Nicolson method
gptkbp:namedAfter John Crank
Phyllis Nicolson
gptkbp:relatedTo theta method
trapezoidal rule
gptkbp:type finite difference method
implicit method
gptkbp:usedFor solving partial differential equations
solving heat equation
solving parabolic PDEs
gptkbp:bfsParent gptkb:Numerical_Solution_of_Differential_Equations
gptkbp:bfsLayer 7