Crank-Nicolson and Modified Crank-Nicolson Scheme for One Dimensional Parabolic Equation

Abstract

Partial differential equations are very important tools for mathematical modeling in some field like; physics, engineering and applied Mathematics. It's worth knowing that only few of this equation can be solved analytically and numerical method have been proven to perform exceedingly well in solving even difficult partial differential equations. Finite difference method is a popular numerical method which has been applied extensively to solve partial differential equations. A well known type of this method is the Classical Crank-Nicolson scheme which has been used by different researchers. In this work, we present a modified Crank-Nicolson scheme resulting from the modification of the classical Crank-Nicolson scheme to solve one dimensional parabolic equation. We apply both the Classical Crank-Nicolson scheme and the modified Crank-Nicolson scheme to solve one dimensional parabolic partial differential equation and investigate the results of the different schemes. The computation and results of the two schemes converges faster to the exact solution. It is shown that the modified Crank-Nicolson method is more efficient, reliable and better for solving Parabolic Partial differential equations since it requires less computational work. The method is stable and the convergence is fast when the results of the numerical examples where compared with the results from other existing classical scheme, we found that our method have better accuracy than those methods. Some numerical examples were considered to verify our results.

Comparative Study of Crank-Nicolson and Modified Crank-Nicolson Numerical methods to solve linear Partial Differential Equations

“…Above equation ( 5) represents the Modified Crank Nicolson Method. Worse case solution (16) , of ( 5) is given by…”

“…& Sanghvi, R. Yang (15) , Omowo B. J. & Abhulimen, C. E. (16,17) , are notable comprehensive texts on numerical methods for partial differential equations.…”