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  2. Crank–Nicolson method - Wikipedia

    en.wikipedia.org/wiki/CrankNicolson_method

    The CrankNicolson stencil for a 1D problem. The CrankNicolson 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.

  3. Stencil (numerical analysis) - Wikipedia

    en.wikipedia.org/wiki/Stencil_(numerical_analysis)

    The CrankNicolson stencil for a 1D problem. In mathematics, especially the areas of numerical analysis concentrating on the numerical solution of partial differential equations, a stencil is a geometric arrangement of a nodal group that relate to the point of interest by using a numerical approximation routine.

  4. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    The CrankNicolson stencil. ... To summarize, usually the CrankNicolson scheme is the most accurate scheme for small time steps. For larger time steps, the ...

  5. Explicit and implicit methods - Wikipedia

    en.wikipedia.org/wiki/Explicit_and_implicit_methods

    Crank-Nicolson can be viewed as a form of more general IMEX (Implicit-Explicit) schemes. Forward-Backward Euler method The result of applying both the Forward Euler method and the Forward-Backward Euler method for a = 5 {\displaystyle a=5} and n = 30 {\displaystyle n=30} .

  6. File:Crank-Nicolson-stencil.svg - Wikipedia

    en.wikipedia.org/.../File:Crank-Nicolson-stencil.svg

    Date/Time Thumbnail Dimensions User Comment; current: 18:17, 30 March 2021: 265 × 162 (8 KB): Mikhail Ryazanov: real minuses instead of hyphens: 07:22, 16 September 2007

  7. Alternating-direction implicit method - Wikipedia

    en.wikipedia.org/wiki/Alternating-direction...

    Stencil figure for the alternating direction implicit method in finite difference equations. The traditional method for solving the heat conduction equation numerically is the CrankNicolson method. This method results in a very complicated set of equations in multiple dimensions, which are costly to solve.

  8. Who are Jack Nicholson's kids? All about the actor's six children

    www.aol.com/news/jack-nicholsons-kids-actors-six...

    After Nicholson was profiled in Vanity Fair in 1994, Anspach penned a letter to the editor, flagging a “mistake.” “Jack’s son Raymond is his younger son and youngest child.

  9. Finite difference methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_methods...

    Here, using a technique such as CrankNicolson or the explicit method: the PDE is discretized per the technique chosen, such that the value at each lattice point is specified as a function of the value at later and adjacent points; see Stencil (numerical analysis);