On the Smoothing Property of the Crank-Nicolson Scheme

Mitchell Luskin

Research output: Contribution to journalArticle

74 Scopus citations

Abstract

The Crank-Nicolson scheme for discretizing linear parabolic equations converges at the rate of only o(1) in L2 for initial data in L2. It is shown that smoothing by adding four backward Euler steps to the scheme improves the convergence rate to 0{k2/t2).

Original languageEnglish (US)
Pages (from-to)117-135
Number of pages19
JournalApplicable Analysis
Volume14
Issue number2
DOIs
StatePublished - Jan 1 1982

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