A High-Order Crank-Nicholson Technique for Solving Differential Equations

Open Access

1 August 1967

journal article
Published by Oxford University Press (OUP) in The Computer Journal

Vol. 10 (2) , 195-197
https://doi.org/10.1093/comjnl/10.2.195

Abstract

A generalized Crank–Nicholson technique is given for the solution of simultaneous first-order linear time-invariant differential equations. The method proposed is inherently stable for any time interval h, gives correct solutions for any h as t → ∞ for polynomial type time inputs and has a truncation error of O(h⁵). It is especially suitable for the solution of large systems of differential equations.

Keywords

NICHOLSON TECHNIQUE
DIFFERENTIAL
TRUNCATION
POLYNOMIAL
SIMULTANEOUS
INPUTS
INVARIANT
EQUATIONS
CRANK
INHERENTLY

This publication has 0 references indexed in Scilit: