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The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.
For large Peclet numbers (|Pe| > 2) it uses the Upwind difference scheme, which first order accurate but takes into account the convection of the fluid. As it can be seen in figure 4 that for Pe = 0, it is a linear distribution and for high Pe it takes the upstream value depending on the flow direction.
The "second-order cone" in SOCP arises from the constraints, which are equivalent to requiring the affine function (+, +) to lie in the second-order cone in +. [ 1 ] SOCPs can be solved by interior point methods [ 2 ] and in general, can be solved more efficiently than semidefinite programming (SDP) problems. [ 3 ]
In order to find the cell face value a quadratic function passing through two bracketing or surrounding nodes and one node on the upstream side must be used. In central differencing scheme and second order upwind scheme the first order derivative is included and the second order derivative is ignored.
What follows is the Richtmyer two-step Lax–Wendroff method. The first step in the Richtmyer two-step Lax–Wendroff method calculates values for f(u(x, t)) at half time steps, t n + 1/2 and half grid points, x i + 1/2.
An example of MUSCL type state parabolic-reconstruction. It is possible to extend the idea of linear-extrapolation to higher order reconstruction, and an example is shown in the diagram opposite. However, for this case the left and right states are estimated by interpolation of a second-order, upwind biased, difference equation.
Lower case denotes the face and upper case denotes node; , , and refer to the "East," "West," and "Central" cell. (again, see Fig. 1 below). Defining variable F as convection mass flux and variable D as diffusion conductance = and =
The second-order logic without these restrictions is sometimes called full second-order logic to distinguish it from the monadic version. Monadic second-order logic is particularly used in the context of Courcelle's theorem, an algorithmic meta-theorem in graph theory. The MSO theory of the complete infinite binary tree is decidable.