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四种差分方法求微分方程
- 差分法求解微分方程：古典显式法,收敛性最差；古典隐式法；Crank-Nicolson法,收敛性最好-difference method to solve the differential equation : Explicit classical method, the worst convergence; Classical implicit; Crank-Nicolson, the best convergence
四种差分方法求微分方程
- 差分法求解微分方程：古典显式法,收敛性最差；古典隐式法；Crank-Nicolson法,收敛性最好-difference method to solve the differential equation : Explicit classical method, the worst convergence; Classical implicit; Crank-Nicolson, the best convergence
ADI_HEAT
- 二维热能方程的求解，一个比较好的源码！ Discretizer: The Crank-Nicolson and the central FD.-Two-dimensional heat equation, a better source! Discretizer: The Crank-Nicolson and the central FD.
Crank-Nicolson_
- C-N解偏微分方程的程序。解的是定步长的抛物型偏微分方程： du/dx - a * d2u/dx2 = 0 在程序中可以更改 a 的值以实现不同系数的解。在循环中改变 a 的值以实现变系数. 该说明在压缩包是也有-CN solution of partial differential equations procedures. Solution is scheduled to step parabolic parti
Crank-Nicholson
- 关于一的微分方程数值解,一维波动方程初边值问题Crank-Nicholson格式,及追赶法-On one of the numerical solution of differential equations, one-dimensional wave equation Crank-Nicholson format, and to catch up with the Law
CrankNicolson
- Numerical Crank Nicolson for American Option
Grank_Nicholson
- 利用crank nicholson法 解一維熱傳PDE-Using crank nicholson method for solving a PDE-dimensional heat transfer
ex3.4.2
- 孙志忠书:偏微分方程数值解，第三章，Crank-Nicolson 外推法-Crank-Nicolson extrapolation for parabolic problem
cn
- Crank-Nicolson法求解poisson方程，矩形区域，狄利克雷边界。-Crank-Nicolson method for solving poisson equation, rectangular area, Dirichlet boundary.
six
- 抛物型方程的有限差分法——六点对称格式，即Crank-Nicolson格式-Parabolic finite difference method- six point symmetric form,i.e.Crank-Nicolson Form
Crank-Nicolson
- 针对有界区域上的抛物型微分方程讨论了Crank-Nicolson块中心差分法,在非等距剖分的网格上得了近似解和解的一阶导数的L2模误差估计-For a bounded region of parabolic differential equations discussed the Crank-Nicolson central difference blocks, in a non-equidistant grid had split t
一维扩散方程的有限差分法
- 一维扩散方程的有限差分法,采用了追逐法求解三对角矩阵，对一维扩散模型进行了分析，使用隐式六点差分格式(Crank-Nicolson)基本思想进行隐式差分。(The finite difference method of one-dimensional diffusion equation is used to solve the three diagonal matrix by chase method. The one-dimensi
zhuigan
- 求解三对角矩阵的时候可以用追赶法解方程组的解，文件为追赶法例程，附带Crank-Nicolson格式解对流方程算法(When solving tridiagonal matrix, we can use catch-up method to solve the solution of equations. The file is catch-up method routine, with crank Nicolson scheme to