• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.21 no.7
• /
• pp.805-814
• /
• 2010

The Crank-Nicolson isotropic-dispersion finite difference time domain(CN ID-FDTD) scheme is proposed based on isotropic-dispersion finite difference(ID-FD) $equation^{[1],[2]}$. The dispersion relation of CN ID-FDTD is derived for lossy media by solving the eigenvalue problem of iteration matrix in spatial spectral domain, in addition, the weighting factors and scaling factors of the CN ID-FDTD scheme are presented for low dispersion error. The CN ID-FDTD scheme makes the dispersion error drastically reduced and shows accurate numerical results compared to the conventional Crank-Nicolson FDTD method.

• Journal of applied mathematics & informatics
• /
• v.40 no.3_4
• /
• pp.491-505
• /
• 2022

This paper is concerned with singularly perturbed convection-diffusion parabolic partial differential equations which have time-delayed. We used the Crank-Nicolson(CN) scheme to build a fitted operator to solve the problem. The underling method's stability is investigated, and it is found to be unconditionally stable. We have shown graphically the unstableness of CN-scheme without fitting factor. The order of convergence of the present method is shown to be second order both in space and time in relation to the perturbation parameter. The efficiency of the scheme is demonstrated using model examples and the proposed technique is more accurate than the standard CN-method and some methods available in the literature, according to the findings.

• Journal of Mechanical Science and Technology
• /
• v.16 no.10
• /
• pp.1264-1275
• /
• 2002

This paper is concerned with the investigation on the stability and convergence characteristics of the Crank-Nicolson-Galerkin scheme that is widely being employed for the numerical approximation of parabolic-type partial differential equations. Here, we present the theoretical analysis on its consistency and convergence, and we carry out the numerical experiments to examine the effect of the time-step size △t on the h- and P-convergence rates for various mesh sizes h and approximation orders P. We observed that the optimal convergence rates are achieved only when △t, h and P are chosen such that the total error is not affected by the oscillation behavior. In such case, △t is in linear relation with DOF, and furthermore its size depends on the singularity intensity of problems.

• Proceedings of the Korean Geotechical Society Conference
• /
• 2000.03b
• /
• pp.631-638
• /
• 2000

Pioneering work by Terzaghi imparted scientific and mathematical bases to many aspects of this subject and many people use this theory to measure the consolidation settlement until now. In this paper, Finite Difference Methods for consolidation are considered. First, it is shown the stability criterion of Explicit scheme and the Crank-Nicolson scheme, although unconditionally stable in the mathematical sense, produces physically unrealistic solutions when the time step is large. it is also shown that The Fully Implicit scheme shows more satisfactory behavior, but is less accurate for small time steps. and then we need to decide what scheme is more proper to consolidation. The purpose of this paper is to suggest the pertinent scheme to consolidation.

• Water for future
• /
• v.21 no.3
• /
• pp.299-307
• /
• 1988

A model is developed to predict the long-term beach evolution near the long groin considering the combined effects of variation of sea level, wave refraction and diffraction. A numerical solution for this problem is solved by considering the equation as a system subject to the boundary condition for longshore transport rate. One possible method is the centered Crank-Nicolson type implicit scheme. The results which ard obtained by applying this numerical model at Songdo beach, Pohang are as follows. Owing to the approximation used in the calculation of the refraction and diffraction coefficients, the discrepancy between the predicted and actual shoreline occurs to the interior of long groin. However, the shape of shoreline at the exterier of long groins agrees well.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.17 no.4
• /
• pp.295-306
• /
• 2013

In this paper, we consider the adaptive multigrid method for solving the Black-Scholes equation to improve the efficiency of the option pricing. Adaptive meshing is generally regarded as an indispensable tool because of reduction of the computational costs. The Black-Scholes equation is discretized using a Crank-Nicolson scheme on block-structured adaptively refined rectangular meshes. And the resulting discrete equations are solved by a fast solver such as a multigrid method. Numerical simulations are performed to confirm the efficiency of the adaptive multigrid technique. In particular, through the comparison of computational results on adaptively refined mesh and uniform mesh, we show that adaptively refined mesh solver is superior to a standard method.

• Journal of the Korean Wood Science and Technology
• /
• v.24 no.2
• /
• pp.36-41
• /
• 1996

목재(木材)의 건조과정(乾燥過程) 중에 발생하는 목재 내부의 수분경사(水分傾斜)를 예측하기 위해 비정상상태(非定常狀態)의 확산(擴散)모델을 지배방정식(支配方程式)으로 적용하였으며, 목재 표면에서의 증발저항(蒸發抵抗)과 내부의 대칭적 수분분포를 경계조건(境界條件)으로 채택하였다. 주어진 경계조건에서의 지배방정식에 대한 일반해(一般解)가 무한수열 형태로 이루어지기 때문에, 유한차분법(有限差分法)을 이용하여 수치해석(數値解析)하였으며, 유한차분법(有限差分法) 중 오차범위(誤差範圍)가 안정한 상태인 Crank-Nicolson Scheme 알고리즘을 채택하였다.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.19 no.2
• /
• pp.197-215
• /
• 2015

Modeling water flow in variably saturated, porous media is important in many branches of science and engineering. Highly nonlinear relationships between water content and hydraulic conductivity and soil-water pressure result in very steep wetting fronts causing numerical problems. These include poor efficiency when modeling water infiltration into very dry porous media, and numerical oscillation near a steep wetting front. A one-dimensional finite element formulation is developed for the numerical simulation of variably saturated flow systems. First order backward Euler implicit and second order Crank-Nicolson time discretization schemes are adopted as a solution strategy in this formulation based on Picard and Newton iterative techniques. Five examples are used to investigate the numerical performance of two approaches and the different factors are highlighted that can affect their convergence and efficiency. The first test case deals with sharp moisture front that infiltrates into the soil column. It shows the capability of providing a mass-conservative behavior. Saturated conditions are not developed in the second test case. Involving of dry initial condition and steep wetting front are the main numerical complexity of the third test example. Fourth test case is a rapid infiltration of water from the surface, followed by a period of redistribution of the water due to the dynamic boundary condition. The last one-dimensional test case involves flow into a layered soil with variable initial conditions. The numerical results indicate that the Crank-Nicolson scheme is inefficient compared to fully implicit backward Euler scheme for the layered soil problem but offers same accuracy for the other homogeneous soil cases.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.17 no.3
• /
• pp.197-207
• /
• 2013

The Cahn-Hilliard equation was proposed as a phenomenological model for describing the process of phase separation of a binary alloy. The equation has been applied to many physical applications such as amorphological instability caused by elastic non-equilibrium, image inpainting, two- and three-phase fluid flow, phase separation, flow visualization and the formation of the quantum dots. To solve the Cahn-Hillard equation, many numerical methods have been proposed such as the explicit Euler's, the implicit Euler's, the Crank-Nicolson, the semi-implicit Euler's, the linearly stabilized splitting and the non-linearly stabilized splitting schemes. In this paper, we investigate each scheme in finite-difference schemes by comparing their performances, especially stability and efficiency. Except the explicit Euler's method, we use the fast solver which is called a multigrid method. Our numerical investigation shows that the linearly stabilized stabilized splitting scheme is not unconditionally gradient stable in time unlike the known result. And the Crank-Nicolson scheme is accurate but unstable in time, whereas the non-linearly stabilized splitting scheme has advantage over other schemes on the time step restriction.

• Journal of Soil and Groundwater Environment
• /
• v.7 no.4
• /
• pp.10-16
• /
• 2002

The multi-aquifer system separated by semipervious leaky beds was analyzed. The finite difference scheme of the Crank-Nicolson method is applied to obtain the solution for this system. The solution of this scheme was compared with the analytical solution for two-layer aquifer systems with one-dimensional steady state. The results showed a good agreement between analytical and numerical solution for two-layer aquifer systems. So, the numerical scheme can be extended to multi-aquifer system. When the pumping is tried for single or multi aquifer, the computation of the groundwater heads was possible for each aquifer in the multi-aquifer with two-dimensional system. So, it might be helpful for the effective groundwater management.